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23/06 Renu Indoriya
Associate Recruitment Consultant at Techsist Solution pvt. ltd

Views:291 Applications:58 Rec. Actions:Recruiter Actions:40

Credit Risk Model Validation Role - Big4 (1-8 yrs)

Bangalore/Gurgaon/Gurugram Job Code: 1115102

Hiring for one of the big4 (Credit Risk Model Validation)


We are hiring for one of the big4 across Executive, AM level.

Location: Gurgaon, Bangalore.

Exp.: Executive ; 1 to 3 Years, AM - 5 to 8 Years

Job Requirements:

Mandatory Skills:

Qualifications:


- Advanced degree in Math, Statistics, Economics or any other Analytical disciplines from IIT/ISI OR any other tier1 institute or Any Graduate + MBA in finance with relevant experience/exposure.


- Additional certifications: Professional Certification such as FRM, CFA preferred

- Total Experience; Prior experience of 1-3 year (Executive) / 5-8 years (AM) working in the Risk Management/Analytics division in large banks and/or tier 1 consulting organizations like Big 4 or captives of top tier banks is preferred

Preferred Skills -

- Experience in valuation of derivatives or structured products, development or validation of pricing models across various classes viz., Equities, Credit, IR, FX, IFRS9, IRB Commodities etc.,

- Strong understanding of regulatory requirements related to model risk management including but not limited to SR11-7/SR15-18/CCAR/DFAST/CECL

- Excellence in probability theory, stochastic processes, partial differential equations, numerical analysis, option pricing theory (quant models for pricing and hedging derivatives).

- Sound knowledge of various simulation techniques like Monte Carlo Simulation etc.,

- Programming skills; SAS, R, Python. Expertise is one of these programming languages is a must. Programming ability in C++ would be a plus

- Personal drive and positive work ethic to deliver results within tight deadlines and in demanding situations without compromising on quality, and ethical standards and values

- Excellent written and verbal communication skills

- Team player

- Self-driven

- Ability to work independently and motivate team members

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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