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Market Risk Model Validation

7.00 to 12.00 Years   Mumbai City   21 Nov, 2020
The Edge Asia
Job LocationMumbai City
EducationNot Mentioned
SalaryNot Disclosed
IndustryRecruitment Services
Functional AreaSales / BD
EmploymentTypeFull-time

Job Description

Some of the key responsibilities will include :

  • Model review and risk assessment of market risk models
  • Responsible for technical documentation
  • Verbally communicate results and debate issues, challenges and methodologies with internal audiences including senior management
  • Manage a small team of Model Reviewers of Market Risk Models

To be eligible for this role you will require:

  • Masters or Doctorate degree in a technical or quantitative finance-related area such as Statistics, Mathematics, Physics, Engineering or Quantitative Finance etc.
  • Exposure to and experience in financial markets, products, and businesses.
  • Experience in Validation of Market Risk Models (e.g. VaR, RNIV, etc.) and FRTB in peer Banks.
  • 7+ years of work experience in a bank or financial institution.
  • Familiarity with essential quantitative techniques used in financial and econometric models.
  • Familiarity with popular machine learning techniques.
  • Programming skills in Python, or similar programming languages.
  • Relevant professional certifications like CFA, CQF are preferred
  • Strong written and verbal communication skills including being comfortable debating issues making formal presentations.
  • Desire to work in a dynamic, team-oriented environment focusing on challenging tasks mixing fundamental, quantitative, and market-oriented knowledge and skills.
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Keyskills :
market riskrisk modelsrisk managementrisk assessmentmachine learningmodel validationsenior managementfinancial marketscommunication skillsverbal communicationquantitative financetechnical documentationquantitative techniquescfavarriskpytho

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