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30/03 Anshul Bangia
Partner at Symphoni HR

Views:3191 Applications:83 Rec. Actions:Recruiter Actions:1

VP/Associate - Counterparty Credit Risk Models - Bank (6-12 yrs)

Mumbai Job Code: 681213

VP/Associate - Counterparty Credit Risk Models

- The model risk management function in a leading global bank in Mumbai is in-charge of developing model risk policy and control procedures, performing model validation, evaluating ongoing model performance testing, and ensuring that model users are aware of the model strengths and limitations.

- The candidate would be working towards covering the Risk areas such as Counterparty Credit Risk and/or Market Risk

Responsibilities :

- Engaging in new model validation and testing as per the suitability and comprehensiveness of performance metrics and risk measures associated with use of model.

- Perform model review on existing models.

- Liaise with various departments to provide oversight of and guidance on the models

- Maintain model risk control

Requirements :

PhD or Masters Degree in a quantitative discipline

Domain expertize in the relevant areas like: XVA (CVA, DVA, FVA, KVA), Counterparty Credit Risk Capital (CVA RWA/ Default RWA), Wholesale Credit Capital (Default RWA), TCP, SFA Securitization, Market Risk capital models including VaR Models, Derivatives pricing models, CCAR Models, Regulatory/Economic Capital Models, probability theory, econometrics, statistics, and numerical methods

Experience and knowledge in Quantitative Model Development, Model Validation, Trading or Structuring, Market/Credit Risk Management

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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