Job Description:  - The group’s core function of validating pricing models has grown to include more activity organised within the Market Risk group such as pre-trade approval.   - Alongside this there is a need to increase the completeness of the validation by covering all models and to increase the breadth and depth of validation documentation.  The team will take ownership of certain key validation activities, namely:  - Review of the models that are not covered by the existing process (these are deemed to be low risk usually on the basis of materiality but may be complex trades)  - System Integrity Testing - testing the behaviour of the approved models across all the strategic risk management systems. This includes vendor systems.  - Carrying out the re-review process for approved models by re-running tests, validating assumptions and updating the documentation  Skills and Experience:  - The role requires solid experience in Mathematical Finance and Financial Modelling.   - Excellent communication skills, written and verbal, in English are a pre-requisite.  - Project management skills are essential, including being able to manage multiple projects across different regions, asset classes and people to tight deadlines.  - The role should provide quality assurance around the quality of the work produced by the Mumbai group. This will include providing technical feedback as well as ensuring all appropriate policies and guidelines have been followed.  Experience: 0- 2 years  Required Qualification: PhD/ MSc from Tier I institute  If in case interested call on : 020 65101885

Others

Model Validation Analyst 

Model Validation Analyst  ,Job Description for Model Validation Analyst  in Credence HR Services in  Others for (0-2) years of experience. Apply Now!

Job Description for Model Validation Analyst  in Credence HR Services in  Others for (0-2) years of experience. Apply Now!