Associate - Model Risk - Investment Bank

Employer : Leading Investment bank

Designation : Associate

Job Profile : Model Risk

Job Location : Bangalore

Basic Qualifications:

- Team-oriented with a strong sense of ownership and accountability

- Strong leadership, interpersonal, and relationship management skills

- Strong verbal and written communication skills

- Solid quantitative skills, e.g. probability theory, functional analysis, partial differential equations

- Control mind set

- Highly motivated with the ability to multi-task and remain organized in a fast-paced environment

- 3-6 years of experience within the financial services industry or a related control function

- Advanced Degree (preferable) in a quantitative discipline, such as financial engineering, physics, mathematics, statistics, economics.

Preferred Qualifications:

Product Specific Skills and Experience:

- Knowledge of financial modeling concepts, including (any combination):

- Options pricing, credit default, structured products, econometrics, stress scenario creation

- Any combination of risk management disciplines: credit risk, market risk, operational risk, funding / liquidity risk

Knowledge in any of the following areas is preferred

- Risk measurement theory (e.g., Value-at-Risk (VaR), stress testing)

- Basel Capital Accord regulatory requirements (advanced model-based frameworks)

- Controls surrounding model risk governance, model development, implementation and change management, model validation (Regulatory Guidance SR 11-7)

Tools skills:

- Strong presentation skills using PowerPoint and Visio

- Programming experience in quantitative and object oriented programming environments, e.g. Matlab, C++, Fortran, or SAS

Please share your updated resume with below details:

1. Current CTC
2. Expected CTC
3. Notice Period
4. Current Location
5. Ok for Bangalore- Yes /No

Shilpa
Phenom Placement