Assistant Manager/Analyst - Market Risk Model Validation - Bank

We are currently hiring for a leading international bank which is based out of Bangalore location.

The Model Validation Team within GAC - Global Risk Analytics, provides support in validation and monitoring of BASEL governed Wholesale Credit Risk, Market Risk, Operational Risk, Financial Crime Risk and Regulatory Compliance Risk Models across Group & Regions. The team also responsible for validation and monitoring of Stress Testing, Economic Capital and IFRS 9 Models, regulatory reporting and process reengineering to enhance efficiency.

Role Purpose

The Analyst / AM - Wholesale Credit and Market Risk Model Validation role is responsible for providing necessary analytical support to manager / lead manager / AVP / VP in preparing the model validation and monitoring reports following the established validation standards

The AM / Analyst is expected to keep oneself updated of the tools and techniques used in the model validation.

Qualifications

- Masters in any of the following fields:-

- Economics

- Engineering (or B-tech with relevance experience)

- Stats/Maths

- Finance

- FRM, CFA or CQF qualified

Experience

- Minimum 1 years of professional experience in analytical process (preferably financial market risk analytics)

- Knowledge of financial market products or derivatives.

- Knowledge of market risk measure like VaR or Expect Shortfall.

- Worked on MS ACCESS, EXCEL with VBA, R, Python or Matlab.