int(7956)
Delhi, Mumbai, India

Market Risk Model Validation Specialist

Our client is one of the leading consulting firms which provides industry focused services for clients across geographies. We are currently looking for a skilled professional to join their Market Risk Model Team in Mumbai.

Please contact Harsha Bhardwaj or email your cv directly in word format with job reference no. Jo0000007175 to riskandquants-in@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

  • Perform Model Validation for various market risk models within Treasury/Pricing/Valuation domains.
  • Execute model monitoring processes and publish the results to the stakeholders.
  • Conduct assessment of market risk model performance and reviews.

Role requirements

  • 3-7 years of hands-on experience in Market Risk Model Validation.
  • Education Qualification: Bachelor’s/Master’s in quantitative field.
  • Proficiency in programing languages – Python/R/SQL/SAS.
  • Excellent communications skills – verbal and written.