Market Risk Models Validation

3 weeks ago


Delhi, India Mastermind Network Full time

Exp: 3-9 yrs


Location: Delhi/ NCR/ Mumbai/ Hyderabad/ Bangalore/ Pune/ Kolkatta

Role: Market risk Model Validation ( Pricing/ RNIV/ VAR)

Responsibility:


-Develop or validate equity, FX, and hybrid based exotic pricing models with a focus on conceptual assessment and assumptions testing.

• Perform quantitative analysis focused on Profit Attribution Analysis (PAA), Stress Testing and Non- modellable Risk Factors (NMRFs) for the models being validated.

• Assess valuation methodology for fixed income instruments and derivatives on interest rates, foreign exchange, equity, and credit.

• Design, implement and critique on calibrations of parametrized valuation models such as Black Scholes, Hull & White, SABR, Heston, etc.

• Assess IPV methodology for external clients covering products across all asset classes.

• Assist client in Advisory projects around the evolving issues e.g., XVA, IBOR Transition, etc. that affect the valuation of derivatives and structured products.

• Experience in leading / guiding teammates.

Familiarity with valuation of fixed income instruments, derivatives on interest rates, foreign exchange, equity, and credit. Understanding of financial derivatives, stochastic calculus, and numerical techniques for derivatives pricing (Monte Carlo / Finite Difference).

• Familiarity with various quantitative measures related to Market Risk (e.g., VaR, Expected Shortfall, etc.) and Counterparty Credit Risk (e.g., Expected Exposure, Expected Potential Exposure, etc.)



  • delhi, India Mastermind Network Full time

    Exp: 3-9 yrsLocation: Delhi/ NCR/ Mumbai/ Hyderabad/ Bangalore/ Pune/ KolkattaRole: Market risk Model Validation ( Pricing/ RNIV/ VAR)Responsibility:-Develop or validate equity, FX, and hybrid based exotic pricing models with a focus on conceptual assessment and assumptions testing.• Perform quantitative analysis focused on Profit Attribution Analysis...


  • Delhi, India Mastermind Network Full time

    Exp: 3-9 yrsLocation: Delhi/ NCR/ Mumbai/ Hyderabad/ Bangalore/ Pune/ KolkattaRole: Market risk Model Validation ( Pricing/ RNIV/ VAR)Responsibility:-Develop or validate equity, FX, and hybrid based exotic pricing models with a focus on conceptual assessment and assumptions testing.• Perform quantitative analysis focused on Profit Attribution Analysis...


  • New Delhi, India Mastermind Network Full time

    Exp: 3-9 yrsLocation: Delhi/ NCR/ Mumbai/ Hyderabad/ Bangalore/ Pune/ KolkattaRole: Market risk Model Validation ( Pricing/ RNIV/ VAR)Responsibility:-Develop or validate equity, FX, and hybrid based exotic pricing models with a focus on conceptual assessment and assumptions testing.• Perform quantitative analysis focused on Profit Attribution Analysis...


  • Delhi, Delhi, India Barclays Full time

    Job Title: Wholesale Model Validation Location: Noida About Barclays Barclays is a British universal bank. We are diversified by business, by different types of customers and clients, and by geography. Our businesses include consumer banking and payments operations around the world, as well as a top-tier, full service, global corporate and investment bank,...

  • Model Validation

    4 months ago


    Delhi, Delhi, India Barclays Full time

    Job Title : Model Validation Location: Noida About Barclays Barclays is a British universal bank. We are diversified by business, by different types of customers and clients, and by geography. Our businesses include consumer banking and payments operations around the world, as well as a top-tier, full service, global corporate and investment bank, all of...


  • Delhi, India Barclays Full time

    Job Title: Compliance Model Validation AVP Location: Noida About Barclays Barclays is a British universal bank. We are diversified by business, by different types of customers and clients, and by geography. Our businesses include consumer banking and payments operations around the world, as well as a top-tier, full service, global corporate and investment...


  • Delhi, India Barclays Full time

    Job Title: Compliance Model Validation AM Location: Noida About Barclays Barclays is a British universal bank. We are diversified by business, by different types of customers and clients, and by geography. Our businesses include consumer banking and payments operations around the world, as well as a top-tier, full service, global corporate and investment...


  • delhi, India MUFG Full time

    About UsMUFG Bank, Ltd. is Japan’s premier bank, with a global network spanning in more than 40 markets. Outside of Japan, the bank offers an extensive scope of commercial and investment banking products and services to businesses, governments, and individuals worldwide. MUFG Bank’s parent, Mitsubishi UFJ Financial Group, Inc. (MUFG) is one of the...


  • delhi, India MUFG Full time

    About UsMUFG Bank, Ltd. is Japan’s premier bank, with a global network spanning in more than 40 markets. Outside of Japan, the bank offers an extensive scope of commercial and investment banking products and services to businesses, governments, and individuals worldwide. MUFG Bank’s parent, Mitsubishi UFJ Financial Group, Inc. (MUFG) is one of the...

  • Traded Risk Validation

    4 months ago


    Delhi, Delhi, India Barclays Full time

    Job Title : Traded Risk Validation Location: Noida About Barclays Barclays is a British universal bank. We are diversified by business, by different types of customers and clients, and by geography. Our businesses include consumer banking and payments operations around the world, as well as a top-tier, full service, global corporate and investment bank, all...

  • Senior Analyst

    3 weeks ago


    delhi, India MUFG Full time

    About Us:MUFG Bank, Ltd. is Japan’s premier bank, with a global network spanning in more than 40 markets. Outside of Japan, the bank offers an extensive scope of commercial and investment banking products and services to businesses, governments, and individuals worldwide. MUFG Bank’s parent, Mitsubishi UFJ Financial Group, Inc. (MUFG) is one of the...


  • Delhi, Delhi, India Barclays Full time

    Job Title : AM - Fraud & AIML Model Validation Location: Noida About Barclays Barclays is a British universal bank. We are diversified by business, by different types of customers and clients, and by geography. Our businesses include consumer banking and payments operations around the world, as well as a top-tier, full service, global corporate and...


  • Delhi, India The Edge Partnership - The Edge in Asia Full time

    We are seeking a highly skilled and experienced Risk Controls or Risk Audit professional to join an MNC Bank in Mumbai.The successful candidate will be responsible for driving risk process validation group an independent function in the Model Risk Management, is responsible for validating controls, and process related to Market, Credit, Liquidity, Capital,...


  • Delhi, Delhi, India Barclays Full time

    Job Title : AVP Traded Risk Validation Location: Noida About Barclays Barclays is a British universal bank. We are diversified by business, by different types of customers and clients, and by geography. Our businesses include consumer banking and payments operations around the world, as well as a top-tier, full service, global corporate and investment bank,...


  • Delhi, Delhi, India Barclays Full time

    Job Title: AVP Traded Risk Validation Location: Noida About Barclays Barclays is a British universal bank. We are diversified by business, by different types of customers and clients, and by geography. Our businesses include consumer banking and payments operations around the world, as well as a top-tier, full service, global corporate and investment bank,...

  • Be Validation

    3 months ago


    Delhi, India Barclays Full time

    Job Title: BE Validation Location: Noida About Barclays Barclays is a British universal bank. We are diversified by business, by different types of customers and clients, and by geography. Our businesses include consumer banking and payments operations around the world, as well as a top-tier, full service, global corporate and investment bank, all of which...

  • Global Risk

    2 months ago


    Delhi, India Global Investment Bank Full time

    About the company:Global Investment BankBusiness Unit Overview:The Risk Methodologies Group (RMG) has the mandate to develop / enhance risk models in line with internal and regulatory requirements and to back-test VaR against Hypo and clean PnL. The methodologies side of the group has the critical task of owning all the risk models that are used for...


  • Delhi, Delhi, India Barclays Full time

    Job Title : AVP Model Performance Validation Location: Noida About Barclays Barclays is a British universal bank. We are diversified by business, by different types of customers and clients, and by geography. Our businesses include consumer banking and payments operations around the world, as well as a top-tier, full service, global corporate and investment...

  • Be Validation

    4 months ago


    Delhi, India Barclays Full time

    Job Title: BE Validation Location: Noida About Barclays Barclays is a British universal bank. We are diversified by business, by different types of customers and clients, and by geography. Our businesses include consumer banking and payments operations around the world, as well as a top-tier, full service, global corporate and investment bank, all of which...


  • Delhi, India Fusion Microfinance Full time

    Roles & Responsblities Review of risk management policies covering Credit, Market and Liquidity risk Review of enterprise risk management framework and risk appetite for the organization Identify and analyze threat to Assets and Earning capacity Establish and monitor risk limit / parameters covering Credit, Market and Liquidity risk Design early...