Analyst/associate - Model Risk - Investment Bank

Phenom Placement
  • Bangalore
  • 10-15 lakh
  • 1-6 years
  • Views
  • 19 Oct 2016

  • Business Analytics

  • Banking - Retail
Job Description

Role Description :

- Risk measurement theory (e.g., Value-at-Risk (VaR), stress testing)

- Basel Capital Accord regulatory requirements (advanced model-based frameworks)

- Controls surrounding model risk governance, model development, implementation and change management, model validation (Regulatory Guidance SR 11-7)

Tools skills:

- Strong presentation skills using PowerPoint and Visio

- Programming experience in quantitative and object oriented programming environments, e.g. Matlab, C++, Fortran, or SAS

Preferred Qualifications :

Product Specific Skills and Experience :

Knowledge of financial modeling concepts, including (any combination):

- Options pricing, credit default, structured products, econometrics, stress scenario creation

- Any combination of risk management disciplines: credit risk, market risk, operational risk, funding / liquidity risk.

Competencies/Skill sets for this job

Model Risk Risk Management Market Risk Object Oriented Regulatory

Job Posted By

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Phenom Placement