Upgrade to Pro Member
Associate Consultant at CareerNet Consulting
Views:400 Applications:87 Rec. Actions:Recruiter Actions:45
Analyst/Senior Analyst/Manager - Model Risk Management - Market Risk (1-5 yrs)
- Minimum 2 years of experience of financial modelling experience in validation/development in Risk Management in Market Risk
- Master's degree in Mathematics/Statistics/Economic/Engineering/Computer Science/Management or any other quantitative fields of study.
- Must have background in financial mathematics knowledge such as stochastic calculus, numerical methods, probability theory, regression, time series analysis
- Proficiency in SAS / R, Python, Matlab and MS Office tools like Excel & PowerPoint
- Proven expertise in using statistical algorithms for solving diverse business challenges and creating significant business value
- Candidate should have experience in developing or validating Pricing- Derivatives/ Product Control and hedging models
- Candidate should have experience in developing or validating Hull White models, SABR/ Shifted SBAR models, HJM models etc
- Candidate should have experience in developing or validating Value at risk models using Greek based or Full Revaluation, PFE modeling for XVA, Incremental Risk charge (IRC) models etc
- Candidate should have worked on Asset Liability Management models (Liquidity and IRRBB) including Net Interest Income (NII) modeling, Economic Value of Equity EVE modeling etc
- Candidate should have strong understanding of various stress testing models such as CCAR/PRA and various other mandatory regulatory expectations for US such as OCC guidelines and OCC 11-7.
- Enthusiasm for proactively seeking, exploring and developing use cases for new data and/or tools/wider industry trends
- Candidate should be able to go through vast range of documentation and come up with concise set of questions highlighting model risk in the model.
- Strong business acumen with out-of-the box thinking to drive improved business performance
- Strong stakeholder management skills and seamless delivery of analytics initiatives across markets
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.
2-Step Verification - Action Required
We've updated our security procedures!
Your privacy and security are important to us. We've recently updated our security measures to make iimjobs.com safer and more secure for you. This change requires you to reset your password.
Please reset your password using the link sent to your email. If you did not receive any email, please check your spam folder..
