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Job Location | Bangalore |
Education | Not Mentioned |
Salary | Not Disclosed |
Industry | Banking / Financial Services |
Functional Area | Finance / Accounts / Tax |
EmploymentType | Full-time |
Assist in the research and enhancement of the risk methodology for Newton. The methodology covers sensitivity, stress, VaR and factor modeling, for both investment (market) and counterparty (credit) risk.Provide risk analysis to AM Risk Managers and LOB users of Newton at both the portfolio level and security level by determining the qualitative and quantitative factors driving change in risks and exposures.Assist with performance testing on the risk pricing models, including monthly VaR backtesting and model calibration checks.The candidate must:
Keyskills :
front officefixed incomerisk analysisstress testingrisk managementcommercial modelsperformance testingquantitative techniquesquantitative management