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05/12 Rashi Verma
Senior HR Executive at Impeccable HR

Views:485 Applications:109 Rec. Actions:Recruiter Actions:13

Analyst - Market Risk/Quantitative Modeling/Statistical Modeling - BFS/Strategy Firm (0-4 yrs)

Mumbai/Navi Mumbai Job Code: 1189376

Market Risk Analyst - Quantitative/Statistical Modeling


- Seeking candidates having a good exposure in Quantative Modeling/Statistical Modeling role in the verticle of Trading Risk with one of the leading bank for Mumbai location.

- The Trading Risk unit within Market Risk function is primarily responsible for setting-up / review of the policies, processes and Frameworks, Market Risk Limits, valuation methodology for all treasury products.

- Review of various quantitative models such as Market Risk & Counterparty Credit Risk models along with system configuration, Risk monitoring and measurement applying tools such as VaR, Stress Testing, PFE etc., Market Risk Capital Charge (MRCC).

- Review the advanced Market & Counterparty Credit Risk models developed based on Quantitative / Statistical models.

- Set-up and review the VaR methodology for trading book and monitor VaR against the approved limits.

- Carry out Back-testing of VaR model considering the traditional & other advanced statistical approaches and put up results to Management Committee on periodic basis.

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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