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Pricing Model Validation Analyst


Source:
TIMESJOBS.COM
Location:
Mumbai, MH
Date:
18-11-2016
Job Code:
58314435
Categories:
  • Banking & Finance
Applying for this job will take you to an external site
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Job Details

The role is for a quantitative analyst to join the VaR Methodology team, within Market and Liquidity Risk Management (MLRM), which provides all market risk models for relevant products used in the Investment Bank. This role is focused on the EMG cluster. The responsibilities for this role areCreating models which capture market risk;Making sure those models adhere to regulatory guidelines;Implementing market risk models in IT systems; Describing and documenting models for regulators;Establishing policies and processes covering market risk You Offer High level of technical quantitative skillsEmpirical and critical mindset, and an ability to look at problems in an original way.Evidence of the above through higher degree in maths/physics/finance etc. In particular, the skills gained during a technical PhD are exactly what is required for the role.Some programming experience in C++, F# or similar will be valuableGood verbal and written communication skills
Additional Degree: BA (Arts) | B.Com. (Commerce) | B.Pharm. (Pharmacy) | B.Plan. (Planning) | B.Sc. (Science) | BBA/ BBM/ BBS | BCA (Computer Application) | Diploma-Other Diploma | B.Ed. (Education) | BHM (Hotel Management)

Experience: 3-8

Requirements

Relationship Mgmt | Risk/Credit/Economic Analyst
Applying for this job will take you to an external site

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