Market Risk Specialist

3 weeks ago


Mumbai, Maharashtra, India Recex Full time

As a Market Risk Specialist at Recex, you will be responsible for delivering high-quality support in the following areas:

Market Risk

• Model lifecycle support, including data preparation, development, validation, implementation in production systems, monitoring, and governance

Counterparty Credit Risk

• Model lifecycle support and development of models for underlying risk factors, calculation of future potential exposures, and aggregation across products and netting sets

Derivative Pricing

• Front-office pricing support, model development, and independent validation

Stress Testing

• Stress testing of the trading book for regulatory or internal purposes, including STDF, EBA, and ICAAP requirements

Model Risk and Governance

• Model audit, validation reviews, and model risk quantification

Technology

• Support with technology aspects for all of the above areas



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