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Pricing Model Validation- Credit


Source:
TIMESJOBS.COM
Location:
Mumbai, MH
Date:
24-11-2016
Job Code:
58313937
Categories:
  • Banking & Finance
Applying for this job will take you to an external site
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Job Details

Validation of the XVA(CVA/DVA/FVA) models.Validation of fundamental models like volatility surface construction, dividend modeling.Validation of derivative pricing models in terms of mathematical assumptions implementation and usage appropriateness.Model Risk projects like AVA quantification using alternative modeling.Stress testing of models and market inputs, Regression testing of model components. You Offer Graduate or post-graduate in Mathematics, Physics, Engineering, Economics or Statistics.Work experience of 8-10 years in a role which requires quantitative analysis and application of quantitative tools and/or programming.Attitude, communication skills, etc.
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: 8-10

Requirements

Application Programming | Project Leader/ Project Manager | Quality Assurance/Testing | Software Engineer
Applying for this job will take you to an external site

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