- Should have good understanding of Market Risk, Credit Risk and Model Validation Process is must - Experience with CCAR/DFAST Models also PD,LGD and EAD models. - Sound understanding of financial modeling and econometrics will be preferred - Should have prior experience in risk related areas, viz., market and liquidity risk - Should have the knowledge of: a) Financial product knowledge: Options, Swaps etc. b) Linear/Logistic Regression, Black Scholes Model, Binomial Pricing Model c) Statistical Concept - VaR, Expected Shortfall, Greeks and Taylor Series Expansion etc. d) Experience with Bloomberg system, R/SAS, Python, Excel-VBA - Should have strong communication skills with client facing experience - Strong analytical and problem-solving skills. Possess strong data analytics skills and knowledge of advanced data analytical tools will be an advantage - Have the ability to work under pressure - stringent deadlines and tough client conditions which may demand extended working hours. Ability to work well in teams

Bangalore

Delhi NCR

Mumbai

KPMG - Consultant/Assistant Manager - Model Validation 

KPMG - Consultant/Assistant Manager - Model Validation  ,Job Description for KPMG - Consultant/Assistant Manager - Model Validation  in KPMG in  Bangalore Delhi NCR Mumbai for (2-6) years of experience. Apply Now!

Job Description for KPMG - Consultant/Assistant Manager - Model Validation  in KPMG in  Bangalore Delhi NCR Mumbai for (2-6) years of experience. Apply Now!