jobseeker Logo
Now Apply on the Go!
Download iimjobs Jobseeker App and get a seamless experience for your job-hunting
30/11 Preeti Sethi Saraswat
Key Account Manager at Mastermind Network

Views:1446 Applications:162 Rec. Actions:Recruiter Actions:29

Senior Analyst/Manager - Model Validation - BFS (4-7 yrs) Premium

Mumbai/Gurgaon/Gurugram Job Code: 770659

We are hiring for a leading Financial organisation based at Mumbai & Gurgaon

Position -

- Experience : 5-7 yrs in Analytic, Model Validation for Credit risk/ Market risk Models

- Education : Masters / MBA in Economics, Mathematics, Statistics, Finance, Computer science.

Role & Responsibilities :

- Responsible for Validation/development of Credit risk/ Market Risk models like PD/ LGD, Var Models, IFRS9, Basel Models, Operations risk, Liquidity Risk Modeling

- Model validation including conceptual soundness, critical assessment of the testing performed by the model developers to support the integrity and accuracy of the model implementation

- Development and implementation of effective testing plans and testing code to critically challenge models through empirical analyses and to verify model implementation

- Experience in validation of Credit risk/Market Risk Models across various classes

- Review, critical assessment and challenge of models on conceptual soundness, developmental evidence in support of modeling choices, performance, implementation and documentation

- Excellence in probability theory, stochastic processes, partial differential equations, numerical analysis, option pricing theory (quant models for pricing and hedging derivatives).

- Strong statistical analytics skills and knowledge of advanced statistical analysis tools including SAS, Python & R

Women-friendly workplace:

Maternity and Paternity Benefits

Add a note
Something suspicious? Report this job posting.