Vice President - Model Management (Opportunity for Females) Your Responsibilities: - Oversee end-to-end activities focussed on delivering analysis for all aspects of Traded Risk Models: Model performance testing, Validation, development & enhancements. - Conduct &amp; review production of various quantitative studies for Traded Risk models such as Value at Risk (VaR), Incremental Risk Charge (IRC), Counterparty Credit Risk (CCR), CVA &amp; Risk Not in VaR (RNIVs) required for regulatory submission. - Impact assessment of changes based on regulatory directive (such as FRTB) or model enhancement for the relevant committees The Skills That You Need: - 10+ Years of experience in Quant, Algorithm, Derivative pricing, Calculus, Market risk etc. - Proven Track record in data driven analysis and statistical / stochastic modelling. Role require broader understanding of Traded Risk including understanding of Rates, FX , Credit asset classes - Should be able to effectively provide technical, execution &amp; operational guidance to various sub-functions. - Masters/PhD degree in Numerate disciple is required, prior experience in leading a sub-function in quantitative area/market risk/Pricing model is essential

Gurgaon/Gurugram

Vice President - Model Management - BFSI 

Vice President - Model Management - BFSI  ,Job Description for Vice President - Model Management - BFSI  in Careerist Management Consultant in  Gurgaon/Gurugram for (10-17) years of experience. Apply Now!

Job Description for Vice President - Model Management - BFSI  in Careerist Management Consultant in  Gurgaon/Gurugram for (10-17) years of experience. Apply Now!