SalaryNot Specified
Job TypeFull Time
Job Location Mumbai,Maharashtra,India

Skills

Model Validation CVA Credit Value Adjustment Derivatives CVA pricing DVA FVA Structured Products exotic products
Experience
3 to 8 Years
Industry
Financial Services / Banking / Broking / Forex / Investment
Functional Area
Other
JD
Engage in new model validation activities for a subset of models in the coverage area
Perform assessments of the conceptual soundness of model specification, the appropriateness of the methodology for its intended purpose, reasonableness of assumptions and reliability of inputs
Assess completeness of testing performed to support the correctness of the implementation
Assist with model identification process, assessing whether newly identified methodologies should be in scope of the model risk policy
Work with model developers and model users across the firm to understand methodology and usage
Liaise with other Model Governance groups in relevant coverage areas across the firm
looking for have the following skills, experience, and qualifications:
Quantitative background with at least a Masters degree in Maths, Science, Engineering, Statistics, Quant Finance etc
Strong quantitative, analytical, and problem solving skills; knowledge of probability theory, statistics, mathematical finance, econometrics, numerical methods
Knowledge of finance industry, particularly in modeling- valuation, risk, capital, forecasting, investment management
Domain expertize in XVA (CVA, DVA, FVA, KVA) would be a strong plus
Experience in model validation and/or model development preferred
Strong communication and interpersonal skills
Strong project management and organizational skills; ability to multi-task and meet deadlines
Ability to work independently, with remote supervision
Risk and control mindset: ability to ask incisive questions, assess materiality and escalate issues

Company
Abc Consultants Pvt Ltd
Location
Abc Consultants Pvt Ltd
35 C, Popular Press Building, Pandit Malviya Road, Tardeo, Mumbai - 400034, Opposite Cross Roads
Website
http://www.abcconsultants.in/
 
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