Senior Leader Traded Risk Model Validation

☞ EDGE IN ASIA RECRUITMENT PRIVATE LIMITED

Ver: 111

Día de actualización: 06-05-2024

Ubicación: Delhi Union Territories Noida Uttar Pradesh

Categoría: Contabilidad / Auditoría

Industria: Investment Banking Venture Capital Private Equity

Posición: other role

Tipo de empleo: Full Time, Permanent

Experiencia: 10 - 15 years

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Contenido de trabajo

Traded Risk

Exciting opportunity with one of the leading Investment Bank aggressively looking for a leadership role to manage model execution of Pricing, market risk or Counterparty credit risk models. This is a new team set up hence people coming from strong traded risk and market risk background, with good experience in Model development or model validation is required.


Some of the key responsibilities will include :

  • Should be able to independently perform and document analysis and testing of market risk models and counterparty credit risk models.
  • Work closely with senior stakeholders and model development team to develop and assess and challenge the models.
  • Role requires significant analytical and technical skills and evaluative judgement in order determine appropriate model methodologies.
  • Should be able to communicate complex ideas and concepts clearly and concisely to a range of audiences in a variety of circumstances.

To be eligible for this role you will require:

  • MSc or above in mathematics, statistics, physics, or quantitative finance; a PhD is beneficial.
  • Strong mathematical skills, including in probability, statistics, differential and integral calculus, stochastic calculus, linear algebra and numerical methods.
  • Solid programming skills in languages / packages such as Python, C++, or Matlab.
  • Ability to conduct independent research and to quickly familiarize themselves with a variety of modelling problems.
  • Strong stakeholder management skills
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Plazo: 20-06-2024

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