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30/04 Madhura Jayawant
Senior Talent Advisor at Enigma Human Capital

Views:9047 Applications:99 Rec. Actions:Recruiter Actions:18

ENO - Model Risk Management (3-6 yrs)

Mumbai Job Code: 330870

Role Profile

- 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.

- Be expected to demonstrate independence in planning and stakeholder engagement, testing design and execution, results interpretation and presentation, and the production of documentation strong enough to evidence a sound challenge to both internal and external parties.

Criteria:

1. Must have at least a Postgraduate degree in quantitative discipline

2. Solid understanding of Mathematical Models, Probability: Stochastic Processes, Simulations, Monte Carlo methods etc., Statistics: Parametric and non-Parametric Statistics, Statistical Tests, Bootstrap, Time Series Modelling etc.

3. Programming capability in R, Matlab, SAS, C++, VBA, SQL will be highly appreciated.

4. Understanding of investment banking products: Derivatives Products traded on exchanges and OTC

5. Solid understanding of arbitrage-free pricing (Black-Scholes framework etc.), Capital Asset Pricing Model and other theoretical aspects of Finance

6. Strong understanding of regulatory landscape( Basel 2-3, CRD IV, SR-11 etc.)

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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