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

Mumbai

Market Risk Role - Model Validation - Bank 

Job Description for Market Risk Role - Model Validation - Bank  in Career Inflections in  Mumbai for (3-8) years of experience. Apply Now!