Vice President/Assistant Vice President/Manager - Market Risk/VaR/Model Validation - Investment Bank

We have a job opportunity for Vice President/ / Assistant Vice President/ Manager - Market Risk VaR Model Validation in a leading Investment Bank.

Location - Mumbai

NOTE - Market Risk VaR Model Validation experience only

Essential skills, experience, and qualifications:

1. The role requires a strong quantitative background based on a PhD or Masters Degree (or equivalent) in a quantitative discipline such as Math, Science, Economics, Engineering, Quantitative/Math Finance, etc.

2. Market Risk capital models validation including VaR Models, Derivatives pricing models, CCAR Models, Regulatory/Economic Capital Models, probability theory, econometrics, statistics, and numerical methods

3. Prior experience in following backgrounds: Quantitative Model Development, Model Validation, Trading or Structuring, Market/Credit Risk Management

4. Strong communication skills and ability to interface with other functional areas in the bank on model-related issues

5. Risk and control mindset: the ability to ask incisive questions, converge on critical matters, assess materiality and escalate issues.

If you find job opportunity is suitable for you then please revert with your updated resume along with below mentioned details:

Current CTC:
Exepected CTC:
Notice period:
Direct reportees or IC role:
Reporting to (Only Designation):

Priya
Senior Recruiter
Mobile: +91- 7410033323