Manager - Risk/Digital & Analytics Practice at Michael Page India
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Vice President - Quant - Traded Risk Models - Investment Banking (12-16 yrs)
About Our Client
A leading investment bank, our client provides products and services to institutional and private clients. Now, with the continued expansion plans, they are keen to recruit a Senior Market Risk Management professional with a good understanding of all aspects of Traded Risk Models : Model Management, Performance testing, Validation
As Vice President Risk - Traded Risk Models, you will be required to:
- Oversee end to end activities focusing on delivering analysis for all aspects of Traded Risk Models : Model Management, Performance testing, Validation
- Identify all sources of underlying Model Risk; implement group model development and enhancements
- Work with Head of Traded Risk Model Management to conduct adequacy assessment of regulatory capital models for both Counterparty Credit Risk & Market (such as FRTB)
- Conduct & review production of various Quantitative submissions around Traded Risk Models - such as Value at Risk (VaR), Incremental Risk Charge (IRC), Counterparty Credit Risk (CCR), CVA & Risk Not in VaR (RNIVs) required for division
The Successful Applicant
As the successful candidate, you will have:-
- Masters/PhD in Numerate disciple along with 12+ years of prior experience in leading a sub-function in Quantitative Area / Market risk/Pricing Models.
- Significant technical understanding of financial concepts, Quantitative finance & regulatory directives applicable for the business
- Able to effectively provide technical, execution & operation guidance to various sub-functions
- Requires broader understanding of Traded Risk - including understanding of Rates, FX, Credit asset classes product profiles and regulatory directives that governs the business activity
What's on Offer
Our client doesn- t just provide you with an exciting work and a generous pay package but takes pride in ensuring your personal and professional development are first and foremost. You will have access to a range of development and learning programs, services and support designed to help you manage and balance your work/life priorities.
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