• Assistant Manager Manager Model Validation Credit Market Risk Model KPO BFS Jobs in Delhi Ncr - 25323661

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  • 5 - 7 Years
  • Posted : above 1 month

Job Description:

We are hiring for a leading KPO based at Mumbai & Gurgaon


Experience 5-7 yrs in Analytic, Model Validation for Credit risk/ Market risk Models

Education Masters / MBA in Economics, Mathematics, Statistics, Finance, Computer science

Role & Responsibilities

- Responsible for Validation/development of Credit risk/ Market Risk models like PD/ LGD, Var Models, IFRS9, Basel Models, Operations risk, Liquidity Risk Modeling

- Model validation including conceptual soundness, critical assessment of the testing performed by the model developers to support the integrity and accuracy of the model implementation

- Development and implementation of effective testing plans and testing code to critically challenge models through empirical analyses and to verify model implementation

- Experience in validation of Credit risk/Market Risk Models across various classes

- Review, critical assessment and challenge of models on conceptual soundness, developmental evidence in support of modeling choices, performance, implementation and documentation

- Excellence in probability theory, stochastic processes, partial differential equations, numerical analysis, option pricing theory (quant models for pricing and hedging derivatives)

- Strong statistical analytics skills and knowledge of advanced statistical analysis tools including SAS, Python & R

Profile Summary:

Employment Type : Full Time
Salary : Not Mentioned
Deadline : 06th Jun 2020

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