Chat

iimjobs

jobseeker Logo
Now Apply on the Go!
Download iimjobs Jobseeker App and get a seamless experience for your job-hunting
12/05 Asma Shaikh
Team Lead at Black Turtle

Views:1989 Applications:423 Rec. Actions:Recruiter Actions:421

Market Risk Model Development/Validation Role - BFS (1-6 yrs)

Bangalore Job Code: 924122

Looking for People with Model Development/Validation of Market Risk Model / Var Model 


Job Description :


- Strong knowledge of mathematical concepts related to pricing derivatives

- Risk management knowledge in at least one area such as market risk (VaR, PFE, Expected Shortfall etc.) and/or counterparty credit risk

- Regulatory knowledge/experience in areas such as Basel, CCAR, FRTB

- Programming knowledge in Python, R or C++

- Prior modelling background, including experience in model development and/or model validation of derivative pricing models and tools, in-house or third party valuation software and corresponding risk management models

- Strong problem solving and solution development skills

- Prior experience in team handling and project management

- Good to have Certifications such as FRM, CQF etc

What are the top 3-5 key points for Market Risk :

- Working knowledge of VaR, PFE, Expected Shortfall etc

- Strong mathematical knowledge for pricing derivatives

- Regulatory knowledge in areas such as Basel, CCAR, FRTB

- Python, R or C++ programming knowledge

- Project management/client handling experience

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

Add a note
Something suspicious? Report this job posting.