Manager/AVP - Model Validation - Market Risk

Key responsibilities-

- Understanding the conceptual framework and assumptions of models, guiding the team with innovative testing frameworks, resolving projects - issues, reviewing the comprehensive validation report, along with managing the deadline of each individual from the team.

- Excellent knowledge of quantitative finance

- In-depth knowledge of multiple market risk models and related market known products.

- Strong exposure to various risk concepts including VaR, RNIV, IRC and CCAR

- Experience in different review/validation framework for Market/Credit Risk

- Excellent analytical and creative problem solving skills

- Ability to manage multiple validation with different timeline

- Good verbal and written communication skills

The candidates will be required to have sound knowledge and exposure to market risk models and validation process. This will include exposure to the following-

- Market Risk models

- VaR/RNIV models

- IRC and CCAR

- Stress testing

- Pricing Models