AVP Model Validation
2 weeks ago
Some of the key responsibilities will include:
- Develop and validate counterparty risk models for derivatives and structured finance.- Perform risk analysis, model testing and performance reviews.- Collaborate with internal teams on risk methodologies and regulatory requirements.- Support senior stakeholders with data-driven insights and reporting.
To be eligible for this role you will require:
- 2-12 years of experience.- MSc+ in Mathematics, Finance, Engineering or related field.- Experience in pricing models, exposure modelling or risk analytics.- Strong programming skills in Python, R, VBA and Excel (C++ / C# preferred).- Excellent problem-solving and analytical skills.
Please contact Malavika or email your cv directly in word format with Job ID: 14110 to
Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 7 business days, we regret to inform you that your application for this position was unsuccessful.
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