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15/01 Dhonika Joshi
Headhunter at ABC Consultants

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CVA Model Validation Professional - BFSI (3-8 yrs)

Mumbai Job Code: 785746


Engage in new model validation activities for a subset of models in the coverage area

Perform assessments of the conceptual soundness of model specification, the appropriateness of the methodology for its intended purpose, reasonableness of assumptions and reliability of inputs

Assess completeness of testing performed to support the correctness of the implementation

Assist with model identification process, assessing whether newly identified methodologies should be in scope of the model risk policy

Work with model developers and model users across the firm to understand methodology and usage

Liaise with other Model Governance groups in relevant coverage areas across the firm

Looking for have the following skills, experience, and qualifications:

Quantitative background with at least a Masters degree in Maths, Science, Engineering, Statistics, Quant Finance etc

Strong quantitative, analytical, and problem solving skills; knowledge of probability theory, statistics, mathematical finance, econometrics, numerical methods

Knowledge of finance industry, particularly in modeling- valuation, risk, capital, forecasting, investment management

Domain expertise in XVA (CVA, DVA, FVA, KVA) would be a strong plus

Experience in model validation and/or model development preferred

Strong communication and interpersonal skills

Strong project management and organizational skills; ability to multi-task and meet deadlines

Ability to work independently, with remote supervision

Risk and control mindset: ability to ask incisive questions, assess materiality and escalate issues

Women-friendly workplace:

Maternity and Paternity Benefits

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