VP - Global Risk - Quantitative Risk Management - Model Validation - Investment Bank

VP Model Validation Mumbai.

Global Risk - Quantitative Risk Management - Model Validation

Divisional Overview:

The Risk Management Division encompasses the firm's comprehensive risk framework responsible for determining and managing the overall risk appetite for the firm. The division is responsible for effectively managing the firm's risk-return profile which ensures the efficient deployment of the firm's capital. It is one of the firm's core competencies and is independent of the trading areas and operational areas. The Risk Management Division in India comprises:

- Market Risk Management

- Credit Risk Management

- Quantitative Risk Management

- Operational Risk Management

- Data Integrity Group

Business Unit Overview:

Quantitative Risk Management - Model Validation:

The Model Validation Group is a global team which validates and documents all in-house trading and risk models across all divisions and geographical locations. The Model Validation Group works closely with both the front office quantitative research teams and product control and the role consequently offers significant exposure to Pricing and Risk management models/ methodologies for a particular asset classes / product group.