Not Specified
Full Time
View Applications
Skills
Model Validation Market Risk Finance SQL Derivatives R Financial Modelling Application Software Matlab SAS- Experience
- 6 to 8 Years
- Industry
- Financial Services / Banking / Broking / Forex / Investment
- Functional Area
- Accounting / Tax / Company Secretary / Audit
Associate/AVP - Model Validation
- Validate risk models for theoretical soundness, testing design and identification of model weaknesses
- Investigating model risk and model governance standards and performing detailed validation of risk models(Market Risk)
Requirement :
- Experience in financial modeling and/or model validation, capital modeling, derivatives pricing and broader financial modeling is desirable
- Experience of software applications such as R, Matlab, SQL and SAS.
Qualification :
- Expected to hold a first degree in a quantitative discipline, e.g. Mathematics, Physics, Engineering, Finance, and probably a Masters or PhD.
- Validate risk models for theoretical soundness, testing design and identification of model weaknesses
- Investigating model risk and model governance standards and performing detailed validation of risk models(Market Risk)
Requirement :
- Experience in financial modeling and/or model validation, capital modeling, derivatives pricing and broader financial modeling is desirable
- Experience of software applications such as R, Matlab, SQL and SAS.
Qualification :
- Expected to hold a first degree in a quantitative discipline, e.g. Mathematics, Physics, Engineering, Finance, and probably a Masters or PhD.
- 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/
- View Jobs By This Company
Similar Jobs
Posted By
