Opportunity in Leading Investment Bank Model Validation Quant  Responsibilities Include :   - Maintenance and enhancement of model validation and model risk framework  - Development and execution of risk monitoring methodologies (VaR, market and liquidity stress testing, credit exposure simulation)  - Monitoring of risk limits and other risk management techniques  - Development and communication of internal and external reporting following on these risk monitoring activities  - Respond to risk management requirements resulting from new or modified regulatory requirements (Dodd-Frank)  - Interface with other front/middle/back office groups to provide risk management input and insight  The Successful Applicant :   - Graduate degree in finance, mathematics, engineering, computer science or related quantitative field required.  - PhD, CFA, or FRM is considered a plus but not required  - 2-4 years experience in sell-side derivatives risk or closely risk-related  - Strong knowledge of derivatives and their key risks, particularly interest rate and FX products  - Familiarity with relevant risk concepts and related valuation concepts (VaR and stress-testing standards, counterparty exposure estimation, liquidity estimation, model assessment and validation, documentation and reporting approaches)  - Familiarity with risk management framework for various valuation adjustments' risk in derivatives (CVA, DVA, FVA, CTDVA, KVA and IM).  - Experience leading projects and managing groups.  Required Skills :   - Quantitative ability and knowledge necessary for detailed analysis of derivative risk  - Strong verbal and written communication skills  - Strong understanding of C/C++/C#, Java or other object-oriented development languages.  - Excel, VBA, demonstrated ability to quickly gain proficiency in custom and third-party applications  - Demonstrated managerial skills & project management skills  - Demonstrated self-directed ability to deliver in flatly-structured fast-paced environment

Mumbai

Counterparty Credit Risk Quant - Investment Bank 

Counterparty Credit Risk Quant - Investment Bank  ,Job Description for Counterparty Credit Risk Quant - Investment Bank  in Black Turtle India Pvt. Ltd. in  Mumbai for (2-4) years of experience. Apply Now!

Job Description for Counterparty Credit Risk Quant - Investment Bank  in Black Turtle India Pvt. Ltd. in  Mumbai for (2-4) years of experience. Apply Now!