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Managing Director at Edge In Asia Recruitment Private Limited
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Senior Role - Model Risk Management - Market Risk Model Validation (7-16 yrs)
Our client is an International Bank who is in search of a potential senior candidate in the Model Risk Management for Market risk Model Validation role.
These models will cover Market Risk (e.g. VaR, RNIV) and capital planning including machine learning techniques used in CCAR for forecasting and predictive analytics.
Some of the key responsibilities will include :
- Model review and risk assessment of market risk models
- Responsible for technical documentation
- Verbally communicate results and debate issues, challenges and methodologies with internal audiences including senior management
- Manage a small team of Model Reviewers of Market Risk Models
To be eligible for this role you will require:
- Masters or Doctorate degree in a technical or quantitative finance-related area such as Statistics, Mathematics, Physics, Engineering or Quantitative Finance etc.
- Exposure to and experience in financial markets, products, and businesses.
- Experience in Validation of Market Risk Models (e.g. VaR, RNIV, etc.) and FRTB in peer Banks.
- 7+ years of work experience in a bank or financial institution.
- Familiarity with essential quantitative techniques used in financial and econometric models.
- Familiarity with popular machine learning techniques.
- Programming skills in Python, or similar programming languages.
- Relevant professional certifications like CFA, CQF are preferred
- Strong written and verbal communication skills including being comfortable debating issues making formal presentations.
- Desire to work in a dynamic, team-oriented environment focusing on challenging tasks mixing fundamental, quantitative, and market-oriented knowledge and skills.
Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days, we regret to inform you that your application for this position was unsuccessful.
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.
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