Upgrade to Pro Member
Principal Consultant at Career Inflections
Views:1017 Applications:193 Rec. Actions:Recruiter Actions:31
Market Risk Role - Model Validation - Bank (4-10 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
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.
2-Step Verification - Action Required
We've updated our security procedures!
Your privacy and security are important to us. We've recently updated our security measures to make iimjobs.com safer and more secure for you. This change requires you to reset your password.
Please reset your password using the link sent to your email. If you did not receive any email, please check your spam folder..
