Credit & Market Risk Model Validation Role - Investment Bank

Title: Credit and Market Risk Model Validation

Experience: 2-4 years

Location: Bangalore

JD

- This role is primary responsible for implementing the validation and monitoring standards of all types of models for traded risk measurement.

- In addition to model validation and monitoring, this role is responsible for providing analytical support in all regulatory and functional requirements regarding model risk.

- Provide support in improving process efficiency through process reengineering and automation

- Ensure compliance with audit requirements by performing audit checks as required by process in line with business process requirements

- Prefer to look at candidates with experience in Risk calculation (VaR, RWA, Stress testing, Etc) with Programming (VBA/R/Matlab/c/c++)

- Exposure to trading business with good product knowledge