• Consultant/Assistant Manager - Financial Reporting - Big4 Jobs in Mumbai,India

  • SSJ Solutions
  • Save Job
  • 2 - 6 Years
  • Posted : above 1 month

Job Description:

Joining Location Mumbai

Experience 2- 6 Years

Job description

1 Experience in valuations of Structured Products instruments including Bonds with embedded options, RMBS, CMBS, ABS and Agency Securities

2 Performed end to end Model Validation for Exotic models covering Equity and Rates Asset Classes under FRTB regulatory framework

3 VaR model governance documentation review including quantitative assessment

a) Testing of appropriateness and suitability of market data

b) Adopt econometric models for gap-fills

c) Revaluation of portfolio positions

d) Re-compute VaR and analyse VaR for outliers

e) Assess MJs around models and outliers

4 Documentation of test results

- Asset classes Experience (a) Credit products (b) Securitized products (c) Rates [IR & FX] (d) Equities (e) Commodities

- Educational background B Tech + CFA/FRM (or both)

Profile Summary:

Employment Type : Full Time
Salary : Not Mentioned
Deadline : 11th Mar 2020

Key Skills:

Company Profile:

Not Mentioned

Why not try out our free online tutorials and gain an edge?

People who search this job also searched for the following Keywords

All rights reserved © 2018 Wisdom IT Services India Pvt. Ltd DMCA.com Protection Status