Assistant Vice President - Market Risk/Model Validation - Investment Bank

I have a job opportunity for AVP Market Risk Model Validation in a leading Investment Bank.

Location - Mumbai

NOTE - Market Risk Model Validation experience only

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. Domain expertize in the relevant areas such as the following: XVA (CVA, DVA, FVA, KVA). Market Risk capital models including VaR Models, Derivatives pricing models, CCAR Models, Regulatory/Economic Capital Models, probability theory, econometrics, statistics, and numerical methods

3. Prior experience in following backgrounds: Quantitative Model Development, Model Validation, Trading or Structuring, Market/Credit Risk Management

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:
Exepected 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: +91-7410044843