Senior Quantitative Analyst/Manager - Model Validation - Market Risk Validation Team

Opening for Senior Quantitative Analyst/ Manager- Model Validation

Responsibilities:

- The role will require working closely with the market risk validation team of a large global bank. This will include managing and mentor a team to independently validate, review, assess and challenge the complex market risk models.

- Key responsibilities include understanding the conceptual framework and assumptions of models, guiding the team with innovative testing frameworks, resolving projects- issues, reviewing the comprehensive validation report, along with managing the deadline of each individual from the team. Liaise off-shore team from other geographies and should be flexible about work timings.

- The candidates will be required to have sound knowledge and exposure to market risk models and validation process.

This will include exposure to the following:

- Market Risk models

- VaR/RNIV models

- IRC and CCAR

- Stress testing