Senior Quantitative Analyst/Quantitative Manager - Market Risk Models - BFS

Title: Senior Quantitative Analyst/Manager

Experience: 4-9 Years

Location: Pune/Mumbai

JD

- The role will require working closely with the market risk validation team of a large global bank. This will include managing and be mentoring 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