Quant Model Validation - Market Risk

Quant Model Validation - Market Risk (All levels)

Recalibration of model parameters which are used in the internal risk and capital models for market risk, in particular for Value-at-Risk models

Recalibration of the period of significant financial stress for calculating SVaR

Recalibration of scaling factors for estimation of materiality of risks not in the VaR model

Theoretical back testing for the performance measurement of internal models, in particular Value-at- Risk models

Analysis support for Risk Methodology teams in Europe, e.g. explaining outcomes of internal models for businesses

Looking for experienced professionals having worked on Market Risk Quant - Model Validation roles in any of the IB or Consulting firms.

The position is based in DELHI,BANGALORE,KOLKATTA - INITIALLY HAVE TO WORK FOR 6 MONTHS IN MUMBAI

If interested, Kindly furnish below details:

Current Ctc (Fixed +Var) :
Expected Ctc :
NP :