Manager/Senior Manager - Model Risk Management - Investment Bank

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