hireejobs
Register for Job
Hyderabad Jobs
Banglore Jobs
Chennai Jobs
Delhi Jobs
Ahmedabad Jobs
Mumbai Jobs
Pune Jobs
Vijayawada Jobs
Gurgaon Jobs
Noida Jobs
Oil & Gas Jobs
Banking Jobs
Construction Jobs
Top Management Jobs
IT - Software Jobs
Medical Healthcare Jobs
Purchase / Logistics Jobs
Sales
Ajax Jobs
Designing Jobs
ASP .NET Jobs
Java Jobs
MySQL Jobs
Sap hr Jobs
Software Testing Jobs
Html Jobs
IT Jobs
Logistics Jobs
Customer Service Jobs
Airport Jobs
Banking Jobs
Driver Jobs
Part Time Jobs
Civil Engineering Jobs
Accountant Jobs
Safety Officer Jobs
Nursing Jobs
Civil Engineering Jobs
Hospitality Jobs
Part Time Jobs
Security Jobs
Finance Jobs
Marketing Jobs
Shipping Jobs
Real Estate Jobs
Telecom Jobs

Model Review Group Analyst- Market Risk Model Validation

4.00 to 5.00 Years   Mumbai City   10 Nov, 2021
JPMorgan
Job LocationMumbai City
EducationNot Mentioned
SalaryNot Disclosed
IndustryBanking / Financial Services
Functional AreaSales / BD
EmploymentTypeFull-time

Job Description

As part of the firm s model risk management function, J.P. Morgan s Model Review Group (MRG) is charged with performing model validation activities of complex Tier-1 & Tier- 2 Models. The review activity focusses on assessing the conceptual soundness of the model construct as well performing independent testing among other things.You ll make an impact by

  • Performing independent model reviews of quantitative models used by Market Risk Group for VaR computation purposes
  • Performing assessment of the conceptual soundness of model specification, the appropriateness of the methodology for its intended purpose, reasonableness of assumptions and reliability of inputs
  • Conducting performance analysis and implementation testing. Identify and highlight limitation of methodologies, identify and quantify misunderstood or understated risks
  • Assessing completeness of testing performed to support the correctness of the implementation
  • Working with model developers and model users across the firm to understand methodology and usage
General requirements
  • Quantitative background ideally with Master s degree in Maths, Science, Finance, Engineering, Statistics, Quant Finance etc.
  • Strong quantitative, analytical, and problem solving skills; knowledge of probability theory, calculus, statistics, mathematical finance, econometrics, numerical methods
  • Knowledge of Market Risk/VaR Models
  • Good programming skills would be a plus,
  • Strong communication and interpersonal skills
  • Strong project management and organizational skills; ability to multi-task and meet deadlines
  • Ability to work independently, with remote supervision
  • Risk and control mindset: ability to ask incisive questions, assess materiality and escalate issues
,

Keyskills :
market riskmusic makingrisk managementproblem solvingmodel validationproject managementquantitative modelsperformance analysisproject administration

APPLY NOW

Model Review Group Analyst- Market Risk Model Validation Related Jobs

© 2019 Hireejobs All Rights Reserved