- The person will be required to work on one or more of the risk and compliance models for global Investment bank which are following: - Market/Traded risk models for various asset classes (VaR models, stressed VaR Models, Asset Pricing Models, FRTB Models, Margining Models) - Credit Methodology models for wholesale, financial institutions (PD/LGD/EAD models, CECL, and counterparty credit risk models) - Stress testing models as under CCAR (Balance Sheet forecasting, PPNR, loss forecasting, Scenario enrichment modeling etc.) - Operational risk models including AML - Performing various initial and /or ongoing model validation tasks independently or in collaboration with team. - Experience in model validation/monitoring in credit /market risk domain. - Strong hands on experience in any one of the programming language like R/C++/Python/MATLAB.

Gurgaon/Gurugram

 Evalueserve - Quant Risk Analytics Role 

 Evalueserve - Quant Risk Analytics Role  ,Job Description for  Evalueserve - Quant Risk Analytics Role  in Evalueserve in  Gurgaon/Gurugram for (2-10) years of experience. Apply Now!

Job Description for  Evalueserve - Quant Risk Analytics Role  in Evalueserve in  Gurgaon/Gurugram for (2-10) years of experience. Apply Now!