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Managing Director at Edge In Asia Recruitment Private Limited
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Market Risk Model Validation/Development Specialist - BFS (10-12 yrs)
Our client is a leading global banking company having their Risk modelling and analytics center in India and are looking for tenured professionals to hire in their Model development/Validation team for Mumbai/Pune location. This will be a hybrid/remote role depending on the incumbent location.
Some of the key responsibilities will include:
- Assess the model conceptual soundness and methodology.
- Check the appropriateness of input data, model assumptions and parameters.
- Review outcome, impact, and develop benchmark approaches.
- Assess model risk, perform model robustness analysis, and identify and evaluate model limitations.
To be eligible for this role you will require:
- Degree in finance, engineering, statistics, or a related quantitative field.
- 10- 12 years of overall (5-6 years of hands-on experience).
- Experience in R or Python.
- Experience in any Market risk asset class.
- Strong communication and stakeholder management skill.
- Experience in assessing market risk models and knowledge of FRTB and Libor transition would be an advantage.
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.
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