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Principal Consultant at Career Inflections
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Market Risk Role - Model Validation - Bank (3-8 yrs)
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
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