Market Risk- Mumbai, Bangalore

Found in: Whatjobs IN C2 - 2 weeks ago


bangalore, India Paradise Placement Consultancy Full time

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

Key Skills :

1. Market Risk 3. Derivative Pricing 4. Stress Testing 5. Model Risk And Governance 6. Technology
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