There is an opportunity into Traded risk model validation profile  Business: Regulatory & Risk Analytics  Position: Manager  Experience: 4,5 Years +  CTC: Open   Location: Bangalore  Please find below some description about profile but not limited to:   - This role is within the Traded Risk Model Validation team established to assess the performance of the Traded Risk models, measure the impact on capital requirements and manage the model risk as per regulatory framework.  Traded risk models include:  - Market Risk models  - Counterparty Credit Risk models  - Margin models  - Add-on models  - Economic Capital Models  The specific objectives of this role are:   - to support development and implementation of global standards for validation (post implementation yearly ongoing validation)of traded risk models  - to review and validate existing traded risk models to establish their fitness for purpose in the business  - to ensure models perform robustly at all times through regular validation and monitoring  - to assure the quality of the models and provide the necessary feedback to stakeholders  - to understand local and global regulatory requirements and their impact to the models  Qualifications: University degree and / or Ph.D. in a quantitative field  Experience:  - Good practical understanding of stochastic calculus, econometrics and familiarity with sophisticated tools for numerical analysis  - Good practical understanding of financial derivative products of different asset classes  - Relevant working experience in a bank, consultancy or advisory firm (2-5 yrs), including development, validation or control of traded risk models  Vineet Sharma  ECS India ECS Indias

Bangalore

Investment Banking - BFSI 

Investment Banking - BFSI  ,Job Description for Investment Banking - BFSI  in Leading Staffing firm in  Bangalore for (5-12) years of experience. Apply Now!

Job Description for Investment Banking - BFSI  in Leading Staffing firm in  Bangalore for (5-12) years of experience. Apply Now!