Hi,

This is with regards to an opening with Global Financial Services Firm in Mumbai

Role - Associate Model Validation
Skills - Market Risk/Stress Testing Models
Exp - 3 to 7 years
Location - Mumbai

Required Skills:
Valuable pedigree
Derivatives Pricing Knowledge
FRTB (IMA/SA)
Value at Risk (VaR)
Expected Shortfall (ES)
Basel 2.5
Counterparty Credit Risk models
Initial Margin models
Stress Testing models
Stochastic Calculus
Probability & Statistics
Econometrics
Numerical Methods
Monte Carlo Simulation
Finite Difference Methods
Responsibilities:
Regulatory Capital Models (FRTB IMA and SA, Basel 2.5)
Internal Economic Risk Models
Stress Testing

Validation tasks include reviewing the
Conceptual soundness and the implementation of the model
Model Risk Analysis
Preparation of model review documentation
Review of Model Performance Monitoring
Periodic Reviews of Models

If you are interested with the above, kindly revert with your updated CV on [email protected]

📌 Associate Model Validation (Market Risk Models) (Mumbai)
🏢 company
📍 Mumbai