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Job Location | Mumbai City |
Education | Not Mentioned |
Salary | Not Disclosed |
Industry | Recruitment Services |
Functional Area | Risk / Underwriting |
EmploymentType | Full-time |
Our client is a leading global financial services group, looking for an experienced professional to join the Risk Management Division in Market risk- Model Validation Group.Some of the key responsibilities will include :- Being a key contributor to the Model Validation group of the company, responsible for independently validating the integrity and comprehensiveness of Risk Models and Valuation Models in the firm- Review various internally and externally developed Risk and Stress Testing models.- Drive and conduct Model Risk Analysis and lead in the preparation of model review documentationTo be eligible for this role you will require:- At least 3-12 years of experience.- In-depth understanding of stochastic calculus and numerical techniques for derivatives pricing.- Extensive experience with one or more programming languages is expected.- Strong communication skills and experience in working directly with clients and manage integral stakeholders.Please contact Ayushi ChitranshiPlease note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days, we regret to inform you that your application for this position was unsuccessful.,
Keyskills :
risk modelsrisk analysisstress testingrisk managementmodel validationfinancial servicesstochastic calculusprogramming languagesquantitative managementriskinformtestingbusinessanalysiscalculusvaluationmanagement