Market Risk Manager

1 week ago


Bengaluru, Karnataka, India Quess Corp Limited Full time
Hello,Greeting from Quess Corp

Hope you are doing well

we have job opportunity with one of our client

Designation_ Sr. Manager

Location – Gurgaon/Bangalore/ Kolkata

Skill - Market Risk , Model validation , Counter party risk

Experience – 6yrs

Mode of work - WFO

We are looking for


Senior Manager in Market Risk and Counterparty Credit Risk Model ValidationIn this role, you will be responsible for model testing, independent validation & documentation - for one or more Banking and Capital Markets (BCM) clients in the North America or other markets.

Responsibilities

You will be leading a team of model validators providing

independent model validation


services for a large banking client and will involve end-to-end validation of risk and regulatory models in market risk, market risk stress testing and counterparty credit risk.

It will also involve guiding / coaching / mentoring the team members, review / QA of team's work, work allocation and monitoring of validation workflows, performance management of team, people management and require close interaction with client stakeholder groups including model development, model owners/lines of business, auditors and client model validators.

It will be required to maintain relationship with client and addressing their concerns (Voice of Customer) towards providing best-possible validation services to the client.

While it is not the primary requirement, it may be needed to perform hands-on model validation work from time to time.

The activities will include, but will not be limited to the following:

Independent model validation, especially comprehensive model validation within 2nd line of defense, using SR 11-7 or E23 or similar guidelines.

Exhaustive model validation will include

conceptual assessment

of model's

use ,

methodology ,

assumptions ,

limitations

and

on-going monitoring

and

control , model's

outcome analysis .Development of benchmark models is usually out of scope.

Prepare

model validation report

summarizing findings and provide recommendations.

If this opportunity suitable for you and interesting exploring it mail with your confirmation, CTC details and updated resume, also feel free to refer anyone you know who might be interested

Sincerely,Snehal Pravin
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