Key responsibilities :  - Work on Market Risk validation and development of models  - Understanding the conceptual framework and assumptions of models,   - Independently validate, review, assess and challenge the complex market risk models.  - 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  Skills Required:  - PhD - Mathematics/Physics/Engineering/Computational Finance/similar quantitative discipline; or Master's degree   - Excellent knowledge of quantitative finance  - In-depth knowledge of multiple market risk models and related market known products.  - Strong exposure to various risk concepts including VaR, RNIV, IRC and CCAR  - Experience in Basel Model Development (PD, EAD, LGD)  - Experience in different review/validation framework for Market \Credit Risk  - Excellent analytical and creative problem solving skills  - Ability to manage multiple validation with different timeline  - Good verbal and written communication skills  If interested in the role, please apply for the role

Mumbai

Pune

Sr Quant Analyst/Lead Analyst - Market Risk Models 

Job Description for Sr Quant Analyst/Lead Analyst - Market Risk Models  in Saimedha Technologies Private Limited in  Mumbai Pune for (2-7) years of experience. Apply Now!