SalaryNot Specified
Job TypeFull Time
Job Location Mumbai,Maharashtra,India

Skills

Mathematics Model Validation Financial Modelling Risk Control derivative pricing market risk model valuation var option pricing
Experience
4 to 9 Years
Industry
Financial Services / Banking / Broking / Forex / Investment
Functional Area
Other
JD
Review, verify and validate risk models for theoretical soundness, testing design and identification of model weaknesses, ensuring ongoing monitoring as well as contribute in the firm-wide model risk and control assessment.
Meeting business needs and regulatory expectations with responsibility for investigating key aspects of each model under review: choice of modeling approach, the underlying assumptions and associated limitations, performance and optimal use of the model, etc.
Requirement:
To hold a first degree in a quantitative discipline, e.g. Mathematics, Physics, Engineering, Finance, and probably a Masters or PhD.
Experience in financial modeling and/or model validation. Hands-on experience of risk and capital modeling, derivatives pricing and broader financial modeling is desirable
Communicate effectively with senior stakeholders
Experience of managing/leading teams, ideally in the context of model validation and/or financial modeling.

Company
Abc Consultants Pvt Ltd
Location
Abc Consultants Pvt Ltd
35 C, Popular Press Building, Pandit Malviya Road, Tardeo, Mumbai - 400034, Opposite Cross Roads
Website
http://www.abcconsultants.in/
 
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