Vice President/Assistant Vice President - Model Validation - Market Risk

Vice President / Assistant Vice President - Model Validation - Market risk

Qualification : Top Tier institute in Quant, Statistic, Quant field

- The Model Validation Group is a global team which validates and documents all in-house trading and risk models across all divisions and geographical locations

- Understanding of stochastic calculus, numerical techniques for derivatives pricing (Monte Carlo / Finite Difference) and comfort level with one / more programming languages is expected.

- Preparation of model review documentation

- Model Risk Analysis