Analyst/AM - Market Risk Model - Traded Risk - Investment Bank

Opening with Investment Bank, Bangalore- Market Risk Model Validation, Analyst/AM role- 2-5 Years

Experience of 2-5 Years in Market Risk & Basel concepts, VaR, Stressed VaR, IRC, CVA VaR and IRC Models, in BFSI Domain

Educational Qualification:

Preferred Qualification:

- Masters in Statistics / Economics / MBA /Bachelor in Engineering

Preferred Institutes:

- Tier 1 Institutes in Statistics / Economics / Tier 1 Management Institutes / Tier 1 IT Institutes

Skills and Experience:

Functional Expertise:

- Market Risk & Basel concepts

- VaR, Stressed VaR, IRC, CVA VaR and IRC Models

- BFSI Domain

Technical Expertise

- MATLAB/Python/R and Excel

Role Purpose

- The Analyst / AM - Decision Sciences, Wholesale Credit and Market Risk Model Validation role is responsible for providing necessary analytical support in meeting the regulatory requirements on model risk management & governance.

- This role is primary responsible for implementing the validation and monitoring standards of all types of models for wholesale credit risk measurement.

- In addition to model validation and monitoring, this role is responsible for providing analytical support in all regulatory and functional requirements regarding model risk.

- This role might require to provide support in improving process efficiency through process reengineering and automation