Analyst/Associate - Model Risk - Investment Bank

Employer : Leading Investment Bank

Position : Analyst / Associate(1-6yrs)

Location : Bangalore

Role Description :

- Risk measurement theory (e.g., Value-at-Risk (VaR), stress testing)

- Basel Capital Accord regulatory requirements (advanced model-based frameworks)

- Controls surrounding model risk governance, model development, implementation and change management, model validation (Regulatory Guidance SR 11-7)

Tools skills:

- Strong presentation skills using PowerPoint and Visio

- Programming experience in quantitative and object oriented programming environments, e.g. Matlab, C++, Fortran, or SAS

Preferred Qualifications :

Product Specific Skills and Experience :

Knowledge of financial modeling concepts, including (any combination):

- Options pricing, credit default, structured products, econometrics, stress scenario creation

- Any combination of risk management disciplines: credit risk, market risk, operational risk, funding / liquidity risk.

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