Model Validation Professional - Pricing/Market Risk

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.