Headhunter at ABC Consultants
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Associate/AVP - Model Validation - BFSI (3-8 yrs)
Associate/AVP - Model Validation
- Validate risk models for theoretical soundness, testing design and identification of model weaknesses
- Investigating model risk and model governance standards and performing detailed validation of risk models(Market Risk)
- Experience in financial modeling and/or model validation, capital modeling, derivatives pricing and broader financial modeling is desirable
- Experience of software applications such as R, Matlab, SQL and SAS.
- Expected to hold a first degree in a quantitative discipline, e.g. Mathematics, Physics, Engineering, Finance, and probably a Masters or PhD.
- Associate for 3-5 years of experience
- AVP for 5-8 years of experience