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11/11 Shivam
Associate Recruitment Consultant at Techsist

Views:321 Applications:77 Rec. Actions:Recruiter Actions:48

Consultant/Assistant Manager/Manager - Market Risk/Model Validation/Development - Big4 (3-10 yrs)

Delhi NCR/Bangalore/Mumbai Job Code: 1179198

Market Risk - Model Validation/Development - Big 4

We are hiring for One of the Big 4.

Role : Consultant/AM/Manager

Responsibilities :

- Should have prior experience in model development, model validation or model monitoring with a GSIB or Indian banks

Good understanding of:

- Market Risk Model Development or Validation experience covering

- VaR modeling and validation/back-testing (historical full revaluation, Taylor var approximation (delta gamma method), Monte Carlo) for linear instruments and derivative products

- Pricing (linear instruments and Derivatives)

- Curve construction and calibration

- MR Capital computation (Standardised approach/IMA/FRTB)

- Economic Capital computation

- Must have techno-functional skills around R, Python, SAS, SQL, VBA (having knowledge of at least one is mandatory)

- Preparation of model documentation, model monitoring plans, model validation reports

- Should be open for travelling

- Should have good communication skills (English)

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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