Keen to talk to candidates with Model Validation/model Development experience for Pricing model OR Market Risk Models / Market risk Methodology for a client based in Mumbai.
Candidates with 1+yrs to 8+yrs can apply.
- Experience in developing and validating market risk methodologies and frameworks.
- Experience in performing valuation and market risk measurement (risk sensitivities, VaR, stress testing, counterparty credit risk etc.) modelling for various treasury products like bonds, derivatives, options and other exotic products
- Experience in Basel 2, Basel 2.5 (IMA) and Basel 3 implementation and should be familiar with latest regulatory developments around Incremental Risk Charge (IRC), Expected Shortfall, Credit value adjustment (CVA), Potential Future Exposures (PFE), Counterparty Credit Risk (CCR), etc.
Didn’t find the job appropriate? Report this Job