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


Mathematics Model Validation Financial Modelling Risk Control derivative pricing market risk model valuation var option pricing
4 to 9 Years
Financial Services / Banking / Broking / Forex / Investment
Functional Area
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.
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.

Abc Consultants Pvt Ltd
Abc Consultants Pvt Ltd
35 C, Popular Press Building, Pandit Malviya Road, Tardeo, Mumbai - 400034, Opposite Cross Roads
View Jobs By This Company

Looking for Talent ?

Find the right people, Hire them now

Post a Job, It's Free

Get Matching Jobs in your Inbox

(No Registration Needed)

Create a Job Alert

Similar Jobs

Posted By

Dharmesh Jain

phone banking, bpo, call center


View Profile