Business Analyst - Model Validation - Investment Banking Domain - Big4

Hiring Business Analyst for Big4's client in Global Investment Banking based at Mumbai!!

Responsibilities :

- Responsible for supporting the Financial Resource Management (FRM) team under Global Markets

- Recalibration of model parameters which are used in the internal risk and capital models for market risk, in particular for Value-at-Risk models

- Recalibration of the period of significant financial stress for calculating SVaR

- Stress testing for the different scenarios.

- Looking for experienced professionals having worked on Market Risk Quant - Model Validation roles in any of the IB or Consulting firms.

- Candidates should have good exposure on CCAR (Comprehensive Capital Review & Analysis).