Applications are invited for the position of "Quantitative Analyst (AVP)" to join the Model Risk Management team of top MNC Investment Bank.
Click here to Apply
Key Responsibilities :
- To perform detailed validation of models from across the team’s areas of responsibility, including Value at Risk (VaR), Credit Ratings, Credit Parameters, Counterparty Credit, Operational Risk and Economic Risk Capital (ERC) models.
- B.Tech/B.Stat/MBA/Financial Engineer with strong grasp/experience in risk theories/concepts
- FRM® would be plus
- 4-5 years of experience in Model Risk Management , Model Validation or related areas
Qualifications/Experience requirements :