Market Risk Model Validation Role - Investment Bank

Opening with Investment Bank_Bangalore -- Market Risk Model Validation

Looking to hire a strong Quant background professional with experience in Market Risk Model.

Experience - 2-10 Years relevant (Open across levels)

Education- Masters- Finance/ Financial Mathematics/ Quantitative Finance/ Financial Engineering/ Econometrics

Only Tier 1 candidates required with strong quantitative skills

Skills- Quant skills with Programming knowledge- C++/ Matlab/ R/ VBA (Advance excel)

Requirements of Role-

Exposure to modeling background- Market Risk Model- VaR, RNiV, CCAR, IRC

Model Validation/ development Background

Excellent Product knowledge- Equity, Derivative, Swaps, IR etc.

Market risk with Pricing calculation

Role will be exposed toward using quant skills to calculate prices & work on product portfolio.

Market Risk model review independently.