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Qualification : Should be from tier 1 / tier 2 institute Should have strong experience into Development of treasury models with strong coding experience in either one of this (Python /C/C++) Years of exp : 5 to 12 yrs & Relevant exp should be min 3+ Skills : Treasury Models (Deterministic Model) 1 (A). You must have knowledge of the following in Risk / Finance / Quant Modelling (across at least some of the these) - Treasury Risk (Interest Rate Risk of Banking Book-IRRBB), Liquidity Modelling (TWD/Unwinding of securities and balance sheet resolution/RRP), Hedge accounting (cashflow management for testing IFRS and GAAP accounting), ICAAP VAR Model (Interest Rate Risk of banking book for VAR), PRA110 liquidity reporting, Model Implementation. Treasury Models (Statistical Model 1(B). You must have knowledge of the following in Risk / Finance / Quant Modelling (across at least some of the these) - Treasury Risk (Interest Rate Risk of Banking Book-IRRBB), Liquidity Modelling (TWD/Unwinding of securities and balance sheet resolution/RRP), Hedge accounting (cashflow management for testing IFRS and GAAP accounting), ICAAP VAR Model (Interest Rate Risk of banking book for VAR), PRA110 liquidity reporting, Model Implementation 2. Hands on coding experience (as a full-stack developer / agile developer etc. 3. Preferable language is Python, C/C++ etc). 4. Hand on experience in Model Development and/or Model Validation (core development experience preferred)/Model Implementation. 5. Experience in IRRBB, RRP, TWD, Hegde accounting, Liquidity Modelling, FX rate risk, ICAAP VAR model, Balance-sheet Modelling, Cash Flow Forecasting. 6. Qualification : Look for candidates from Tier 1 institutes ,pedigree Accountabilities - Design analytics and modelling solutions to complex business problems using domain expertise. - Collaboration with technology to specify any dependencies required for analytical solutions, such as data, development environments and tools. - Development of high performing, comprehensively documented analytics and modelling solutions, demonstrating their efficacy to business users and independent validation teams. - Implementation of analytics and models in accurate, stable, well-tested software and work with technology to operationalise them. - Provision of ongoing support for the continued effectiveness of analytics and modelling solutions to users. - Demonstrate conformance to all Enterprise Risk Management Policies, particularly Model Risk Policy. - Ensure all development activities are undertaken within the defined control environment. To be a successful Quantitative Analyst AVP in Treasury and Liquid risk you should have experience with: Treasury Models (Deterministic Model) 1 (A). You must have knowledge of the following in Risk / Finance / Quant Modelling (across at least some of the these) - Treasury Risk (Interest Rate Risk of Banking Book-IRRBB), Liquidity Modelling (TWD/Unwinding of securities and balance sheet resolution/RRP), Hedge accounting (cashflow management for testing IFRS and GAAP accounting), ICAAP VAR Model (Interest Rate Risk of banking book for VAR), PRA110 liquidity reporting, Model Implementation. Treasury Models (Statistical Model 1(B). You must have knowledge of the following in Risk / Finance / Quant Modelling (across at least some of the these) - Treasury Risk (Interest Rate Risk of Banking Book-IRRBB), Liquidity Modelling (TWD/Unwinding of securities and balance sheet resolution/RRP), Hedge accounting (cashflow management for testing IFRS and GAAP accounting), ICAAP VAR Model (Interest Rate Risk of banking book for VAR), PRA110 liquidity reporting, Model Implementation 2. Hands on coding experience (as a full-stack developer / agile developer etc. 3. Preferable language is Python, C/C++ etc). 4. Hand on experience in Model Development and/or Model Validation (core development experience preferred)/Model Implementation. 5. Experience in IRRBB, RRP, TWD, Hegde accounting, Liquidity Modelling, FX rate risk, ICAAP VAR model, Balance-sheet Modelling, Cash Flow Forecasting. You may be assessed on essential skills relevant to succeed in role, such as risk and controls, change and transformation, business acumen, strategic thinking and digital and technology, as well as job-specific technical skills.

Mumbai

Assistant Vice President - Liquidity Model Developer 

Job Description for Assistant Vice President - Liquidity Model Developer  in Black Turtle India Pvt Ltd in  Mumbai for (5-12) years of experience. Apply Now!

Assistant Vice President - Liquidity Model Developer  | iimjobs.com