Market Risk Model Development Role - Consulting Firm

Responsibilities

Work with Market Risk Modelling team in delivering various analytical and advisory projects

Developing and validating Valuation/Pricing models for various asset classes

Perform model testing - performance, stability; assess the model's functional soundness

Also, work on market risk, liquidity risk and ALM models

Understand latest regulatory guidelines and advise clients on their implementation

Make presentations to client stakeholders and internal management