Roles and Responsibilities
Develop and maintain market risk models, including VaR, FRTB, and ES frameworks.
Collaborate with trading desks to understand their requirements and develop solutions.
Perform model validation using Python scripts and statistical techniques.
Provide technical support for model development projects within the team.
Ensure compliance with regulatory guidelines by reviewing documentation and testing results.
📌 Mr Quant Pune
🏢 EY
📍 Pune
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