Upgrade to Pro Member
Cacti Legal - Market Risk Role (3-6 yrs)
- Should know about validating/ valuation of vanilla & exotic derivative products like swap, options, swaption, callable IRS, range IRS, Bermudan opportunity, one-touch & double touch knock out.
- Should be well versed with the valuation models/methodology like Hull white once factoring, American simulation, Vanna Volga, GBM, and close-ended formula as well
- Should have experience in calculating VAR based models for the derivative products/portfolio
- Should have exposure and understanding of implementing libor/IBOR transition for the derivative portfolio and assess its impact
- Implementing FRTB for a bank using a standardized approach and internal model approach
- Understanding and experience in SACCR and SIMM validation or implementation
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..
