Assistant Vice President/Manager - VaR Modeling - Investment Bank

We have a job opportunity for Assistant Vice President//Manager - VAR Modeling role.

Location : Mumbai

Essential skills, experience, and qualifications :

1. Strong quantitative & analytical skills : The role requires a strong quantitative background based on a PhD or Masters Degree (or equivalent) in a quantitative discipline such as Math, Science, Economics, Engineering, Quantitative/Math Finance, etc.

2. 5+ years experience into Market Risk capital models like VaR Models, Derivatives pricing models, Regulatory/ Economic Capital Models

3. Strong knowledge : Probability theory, econometrics, statistics, and numerical methods

4. Strong communication skills and ability to interface with other functional areas in the bank on model-related issues

5. Risk and control mindset : Ability to ask incisive questions, converge on critical matters, assess materiality and escalate issues.

If you find job opportunity is suitable for you then please revert with your updated resume along with below mentioned details :

- Current CTC :
- Expected CTC :
- Notice Period :
- Direct reportees or IC role :
- Reporting to (Only Designation) : 

Please acknowledge that you are interested and feel free to call me for any query regarding the same.

Priya
Senior Recruiter
Mobile: +91-7410033323