Vice President - Market Risk Modeling - BFSI

We have job opening with market risk modeling role-

Looking for the people with exp in :

- market risk modeling

- histrolical simulation model

- Var model

- greek

- capital modeling

- derivative pricing model

Candidates for the role in the MRM team are expected to hold a first degree in a quantitative discipline, e.g. Mathematics, Physics, Engineering, Finance, and probably a Masters or PhD.

Extensive experience in financial modelling and/or model validation. Hands-on experience of risk and capital modeling, derivatives pricing and broader financial modeling is desirable, but regardless of experience all candidates should be able to demonstrate an understanding of capital modeling, financial and derivative products and mathematics, from private study if they have not previously worked in the financial sector.

Client focus and the ability to communicate effectively with senior stakeholders, including the ability to explain complex topics to a diverse range of audiences.

Experience of managing/leading teams, ideally in the context of model validation and/or financial modeling.