Model Development/Validation Role - Market Risk - VaR - BFS

Our clients are leading financial institution based out of Mumbai location seeking for experienced individuals into Quant/ Model Validation/ Model development role at AVP level having expertise in market risk.

- Bring innovation to the Model Validation Group in the assessing, reviewing and validating of risk models

- Preferred experience in VaR models

- Design and implement Python-based algorithms

- Quantifying model performance with an in-depth analysis of various model characteristics

Required Skills :

- A university degree in quantitative finance, statistics or numerical discipline

- Some experience or strong interest in the financial services industry, preferably in risk management

- Solid coding skills in R, MATLAB, C++ or Python (SQL a plus)

- Excellent analytical skills