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24/11 Suhas
Principal Consultant at Career Inflections

Views:146 Applications:38 Rec. Actions:Recruiter Actions:2

Market Risk Role - Model Validation - Bank (3-8 yrs)

Mumbai Job Code: 1184830

Client is a well known Pvt sector Bank and is rated among its peers.

The role is across all levels; based on work exp

Role Specs :

- Responsible for building the model validation unit: created the model framework, technical documentation, performed validation of: pricing and risk measurement models, limit monitoring framework.

- Preparation of the complete technical documentation for new financial products and assisting in configuration of the same on the Calypso treasury platform and SAS risk system.

- Developed a stress-testing model for products in the bank's treasury portfolio.

- Valuation of financial instruments.

- Risk monitoring

Candidate specs:

Should be in a similar Market Risk role with Bank

Preferably CA / FRM or Stats from IIT or ISI

Women-friendly workplace:

Maternity and Paternity Benefits

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