Market Risk- Mumbai, Bangalore

Market Risk

3 Nos.
53581
Full Time
2.0 Year(s) To 7.0 Year(s)
20.00 LPA TO 27.00 LPA
Accounts / Finance / Tax / CS / Audit
Account/Finance/Tax consulting
Job Description:

1. Market risk

  • Model lifecycle support (data preparation, development, validation, implementation in production systems, monitoring, governance)

2. Counterparty credit risk

  • Model lifecycle support
  • Models for underlying risk factors, calculation of future potential exposures, aggregation across products and netting sets

3. Derivative pricing

  • Front-office pricing support
  • Model development
  • Independent validation

4. Stress testing

  • Stress testing of the trading book, for regulatory or internal purposes
  • This includes STDF, EBA and ICAAP

5. Model risk and governance

  • Model audit
  • Validation reviews
  • Model risk quantification

 

6. Technology

  • Support with technology aspects for all of the above
Company Profile

The rapidly changing regulatory landscape has increased the cost of compliance for banks & financial institutions worldwide. Most of these institutions are still clinging to rusty legacy technology because they are just "good enough" and still "work fine". The result is suboptimal automation leading to even more manual effort and cost.

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  • Interested candidates are requested to apply for this job.
  • Recruiters will evaluate your candidature and will get in touch with you.

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