We have a job opportunity with one of our leading BFSI client .  We are looking for candidates with experience into market risk, CCAR models, model development/ Model validation   - Participate in independent validation reviews across a wide range of Scenario, Stress Testing and CCAR models used throughout the bank, meeting business needs and regulatory expectations, with responsibility for investigating key aspects of each model under review: choice of modelling approach, the underlying assumptions and associated limitations, performance and optimal use of the model, etc.  - Review, verify and validate risk models for theoretical soundness, testing design and identification of model weaknesses, ensuring ongoing monitoring, as well as contribute in the firm-wide model risk and control assessment.  The truly global scope of model risk means that this role will involve working with an incredibly broad group of stakeholders from every part of the firm, investigating model risk and model governance standards and performing detailed validation of risk models.  - Extensive experience in financial modelling and/or model validation, with a specific focus on Scenarios/Stress-Testing/CCAR models. Hands-on experience of risk and capital modeling, derivatives pricing and broader financial modeling is desirable, but regardless of experience all candidates should be able to demonstrate an understanding of capital modeling, financial and derivative products and mathematics.  Credentials required :   - Experience in data management and analysis or in Front Office IT would be an advantage.  - A general understanding of global regulatory requirements is desirable to be a credible counterpart given the huge and challenging variety of models in scope.   - Good knowledge including programming experience of software applications such as R, Matlab, SQL and SAS.

Mumbai

CCAR Model Validation - Market Risk - BFSI 

CCAR Model Validation - Market Risk - BFSI  ,Job Description for CCAR Model Validation - Market Risk - BFSI  in Black Turtle in  Mumbai for (2-6) years of experience. Apply Now!

Job Description for CCAR Model Validation - Market Risk - BFSI  in Black Turtle in  Mumbai for (2-6) years of experience. Apply Now!