Upgrade to Pro Member
Associate - Market/Credit Risk Methodology - BFS (2-3 yrs)
Associate - Market/Credit Risk Methodology _2-3 yrs (MSc Stats/Maths)
Work closely with the Global Capital and Rating Methodology (CARM) team on the projects related to Economic/Regulatory capital models (eg. FRTB).
- Be a key point of contact with respect to such models.
- Work closely with Risk Managers who are the end users of such models and risk IT who develops these models in risk systems.
- Actively participate in validation of the models/model-changes during implementation phase.
- Create analytical tool/provide support in creating such tools to facilitate offline calculation of risk numbers with respect to Economic capital.
- Participate in periodic model parameter calibration exercise.
- Perform offline risk capital calculation business/products (periodically and on adhoc basis). Provide necessary support to CARM during validation of Economic capital models by Model validation group/Audit including any model change on an ongoing basis.
- Lead the projects related to CARM including but not limited to system migration / new implementation2-3 years of experience either in Market risk or Credit risk with good understanding of risk modelling.
- Good understanding of mathematical concepts like probability, statistics, calculus, linear algebra.
- Good knowledge of Python, SQL, Matlab, VBA.
- Good understating of financial products (Bonds, Derivatives)
A strong Mathematical/Statistical background.
- Actuaries (Cleared at least 5 CT papers)
- FRM/PRM/CFA certification would be added advantage
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.
2-Step Verification - Action Required
We've updated our security procedures!
Your privacy and security are important to us. We've recently updated our security measures to make iimjobs.com safer and more secure for you. This change requires you to reset your password.
Please reset your password using the link sent to your email. If you did not receive any email, please check your spam folder..
