Vice President - VaR Modeling - Investment Bank

We have a job opportunity for Vice President - VAR Modeling role.

Location: Mumbai

NOTE: URGENT

Essential skills, experience, and qualifications :

1. Quantitative background ideally with a Masters degree in Maths, Science, Engineering, Statistics, Quant Finance etc

2. Experience into Market Risk capital models like VaR Models, Derivatives pricing models, Regulatory/ Economic Capital Models

3. Strong knowledge: Probability theory, econometrics, statistics, and numerical methods

4. Strong quantitative, analytical, and problem-solving skills; knowledge of probability theory, statistics, mathematical finance, econometrics, numerical methods

5. Experience in model validation and/or model development preferred

6. Knowledge of Mortgage-Backed Securities and statistical modeling.

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

- Current CTC :

- Expected CTC :

- Notice Period :

- Direct reportees or IC role :

- Reporting to (Only Designation) : 

Please acknowledge that you are interested and feel free to call me for any queries regarding the same.

Priya S. Jha

Senior Recruiter

Mobile: +91-7410033323