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

Credit Exposure Model Validation Quantitative Analyst

4.00 to 9.00 Years   Hyderabad   13 Mar, 2023
UBS Securities India Private Limited
Job LocationHyderabad
EducationNot Mentioned
SalaryNot Disclosed
IndustryBanking / Financial Services
Functional AreaStatistics / Analytics
EmploymentTypeFull-time

Job Description

    check appropriateness of assumptions, parameters, model calibrations, qualitative or expert adjustments, etc. review outcome, impact, or benchmark analyses and develop a benchmark model (as appropriate) assess model risk, including model robustness analysis, identification of limitations, and their assessment document the assessment to the required standards collaborate with model developers and communicate with key stakeholders across the institutionYour teamyou will be working within the Credit Exposure Modelling team of Model Risk Management & Controls (MRMC). The team is responsible for the validation and the regular confirmation of all Pillar 1 / Pillar 2 models used for exposure calculation of IB portfolio. We carry out independent model assessments in line with the internal governance of models policy and regulatory requirements., Strong quantitative analytic and modelling skills with Master s or PhD degree in a quantitative field (e.g. econometrics, financial economics, financial mathematics, statistics, engineering, physics, mathematics) and 4+ years of experience in market risk factor modelling or validation. Experience of building / prototyping stochastic models of moderate to high complexity is essential for a successful candidate. Previous experience with collateralized portfolios, securities backed lending, SFT is a plus. Good knowledge of Probability, statistics, monte-carlo simulations and partial differential equations is a requirement. Good knowledge of financial products and their associated risk proven project management skills, taking end-to-end responsibility regarding quality and deadlines as well as timely escalating of issues showing high standards when it comes to report writing in a structured and transparent way strong communication skills and the ability to explain technical topics clearly and intuitively good computing and programming (coding) skills and experience utilizing programming languages such as R or Python

Keyskills :
analyticscustomer relationshippricingadvertisingbankingmarket riskrisk management

APPLY NOW

Credit Exposure Model Validation Quantitative Analyst Related Jobs

© 2019 Hireejobs All Rights Reserved