Lead Consultant at Mancer Consulting
Views:1469 Applications:320 Rec. Actions:Recruiter Actions:129
Manager/Senior Manager - Model Risk Management - Investment Bank (2-9 yrs)
Nature of BusinessThis is for Global banking & Market Model
Requirement :
- The candidate will be independently looking at the model
- Would be doing Analytical Testing
- Working on GBAM Model like ;- derivative Pricing models
- Market risk Models
- Algorithmic Trading models
Their Role:
- They are involved in trading of derivative Products
- Valuation of Derivative products across asset classes like FX, Equity,Interest Rates, Credit, commodities etc
- Will do Market risk of this pricing model and Algorithmic business of these models
Skills Required:
- Capital Market/Derivative knowledge
- CQF Certification (preferred but not mandatory)
- Stochastic calculus exp
- Strong Maths Background
Keywords:
- CQF certification, stochastic calculus, financial engineering, derivative pricing, quantitative risk, financial modeling, measure theory
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.