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05/12 Priya
HR Consultant at Credence HR Services

Views:2276 Applications:53 Rec. Actions:Recruiter Actions:23

Manager/Assistant Vice President - Model Risk Audit - Investment Bank (4-12 yrs)

Pune Job Code: 772504

I have a job opportunity for Manager/ Assistant Vice President - Model Risk Audit in a leading Investment Bank.

Location - Pune

Job Brief - 

1. Review and assess the model development and independent model validation performed based on review and testing of the development and validation processes and documentation

2. Investigating key aspects of each model under review, incl. model documentation, model selection, input data, theoretical construction, implementation (independent calculation) and model governance with reference to internal policies and regulatory requirements (e.g. SR11/7)

3. Participation in working groups addressing modeling issues and the model control environment

4. Documenting the testing performed

5. Verifying effective controls and procedures to mitigate for model risk and residual uncertainty

6. Candidate will get exposure to modeling and model validation in a wide range of activities, including risk management, pricing/valuation, capital, stress testing, and other business decision making models.

Qualifications:

1. A university degree in econometrics, quantitative finance or equivalent

2. Experience in model risk assurance activities (internal/external audit, independent validation or regulatory environment) and understanding of risk and/or pricing modelling in the financial industry

3. Ability to manage team assignments

4. Strong communication and writing skills (fluency in English is a prerequisite).

If you find job opportunity is suitable for you then please revert with your updated resume along with below mentioned details:

1. Years of experience into Market Risk Model Validation -

2. Current CTC -

3. Expected CTC -

4. Notice period -

5. Direct reportees or IC role -

5. Reporting to (Only Designation) -

Please acknowledge the mail that you are interested and feel free to call me for any query regarding the same.

Priya Singh Jha
Senior Recruiter
Mobile No.: +91-7410033323

Women-friendly workplace:

Maternity and Paternity Benefits

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