Wholesale Market Risk Modeling Role - BFS

Location: Mumbai/Pune

Job Title: Wholesale Market Risk Modeling

Experience: 3 to 7 Years

Location: Pune and Mumbai

JD:

- The role will require working closely with the market risk validation team of a large global bank. This will include managing and mentoring a team to independently validate, review, assess and challenge the complex market risk models.

- Key responsibilities include understanding the conceptual framework and assumptions of models, guiding the team with innovative testing frameworks, resolving projects- issues, reviewing the comprehensive validation report, along with managing the deadline of each individual from the team.

- Liaise off-shore team from other geographies and should be flexible about work timings.

The candidates will be required to have sound knowledge and exposure to market risk models and validation process. This will include exposure to the following :

- Market Risk models

- VaR/RNIV models

- IRC and CCAR

- Stress testing