Associate/AVP - Model Validation - CFA/FRM/CQF

JD

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)

Requirement :

- 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.

Qualification :

- Expected to hold a first degree in a quantitative discipline, e.g. Mathematics, Physics, Engineering, Finance, and probably a Masters or PhD. from a pedigree institute

OR

Certified in CFA/ FRM/ CQF