Manager - Counterparty Credit Risk - Model Validation - Banking Analytics Captive

Opening with Banking Analytics Captive for Counterparty Credit risk_Model validation Role

Location- Bangalore

Level- Manager

Experience

- Minimum 5 years of professional experience in analytics of traded risk management

- Understanding of regulatory implications and relevance

Qualifications

Masters in any of the following fields:-

- Economics

- Engineering (or B-tech with relevance experience)

- Stats/Maths

- MS / MBA in Finance

Skills

- Experience in validation of counterparty credit risk models

- Understanding of the counterparty credit risk models, specially the internal model methodology (IMM) framework

- Experience in working with programming languages/tools like Matlab, Python and Tableau and SQL

- Experience and understanding of statistical tools and techniques like basic statistical distributions, testing of hypothesis, principal component analysis, clustering techniques and time series analysis used in the counterparty credit risk domain for validation of various model components and assumptions.