• Senior Quantitative Analyst - Quantitative Modeling/Validation Jobs in Mumbai,India - 25255247

  • Mastermind Network
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  • 4 - 8 Years
  • Posted : above 1 month

Job Description:

Client - MNC

We are looking for a quantitative analyst having experience in all aspects of model validation and model risk This includes market risk models (VaR, RNIV etc), Credit/Funding Value Adjustment (XVA) models, counterparty credit risk (CCR) models including IMM models, IRC models, margin models, etc

- Minimum of 2-4 years of experience in the quantitative modeling and/or validation field

- In depth understanding of financial mathematics including stochastic calculus, probability theory and time-series modeling

- Strong knowledge of financial instruments in one or more asset classes and financial risk management principles

- Extensive experience on Model Validation, Model review, Model Monitoring

Neeraj Sareen

Profile Summary:

Employment Type : Full Time
Salary : Not Mentioned
Deadline : 30th May 2020

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