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

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