Market Risk - Model Validation

Working experience in Model Validation / Backtesting of the following models:

- Market Risk models (like Value at Risk Models, Incremental Risk Charge Models

- Counterparty Credit Risk Models (like IMM Models)

- Margin Models (like Static, Risk Based Margin)

Educational background should include B-Tech from Tier 1 or MBA (or equivalent) in Finance from Tier 1 or Tier 2

Years of Experience: 4.5 -6 years