Noida, India

Senior Leader Traded Risk Model Validation

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.

Please contact Kavneet Kaur or email your cv directly in word format with job reference no. Jo0000005450 to banking-India@theedgepartnership.com

Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days we regret to inform you that your application for this position was unsuccessful.

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Key responsibilities

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.

Role requirements

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

Noida, India

Senior Leader Traded Risk Model Validation

Key responsibilities

Role requirements

Apply for this Job

Senior Leader Traded Risk Model Validation

Noida, India

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