Upgrade to Pro Member
Recruiter at hCapital Business Consulting Private Limited
Views:7478 Applications:427 Rec. Actions:Recruiter Actions:217
Manager/AVP - Model Validation - Market Risk (2-10 yrs)
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
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.
2-Step Verification - Action Required
We've updated our security procedures!
Your privacy and security are important to us. We've recently updated our security measures to make iimjobs.com safer and more secure for you. This change requires you to reset your password.
Please reset your password using the link sent to your email. If you did not receive any email, please check your spam folder..
