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Job Details

Experience: 10-15 Years | Salary: 25,00,000-32,00,000 | Opening(s): 1 | Posted Date : 2023-03-01
Hiring For Leading MNC
Designation Assistant Vice President - MRM FRTB
Job Description
  • Will continually reassess the operational risks associated with the role and inherent in the business, taking account of changing economic or market conditions, legal and regulatory requirements, operating procedures and practices, management restructurings, and the impact of new technology.
  • Implement the Group compliance policy by containing compliance risk in liaison with Global Head of Compliance, Global Compliance Officer, Area Compliance Officer or Local Compliance Officer
  • Embraces all relevant financial services laws, rules and codes with which the business has to comply.
  • Liaising with Compliance department about new business initiatives at the earliest opportunity. Also and when applicable, by ensuring adequate resources are in place and training is provided, fostering a compliance culture and optimising relations with regulators.
Desired Profile
  • Minimum 5-6 years of market risk modelling experience in validation/development in Risk Management domain
  • Involved in periodic review and calibration of model parameters
  • Proven expertise in using statistical algorithms for solving diverse business challenges and creating significant business value
  • Candidate should have experience in developing or validating Pricing- Derivatives/ Product Control and hedging models with focus on Interest rate, Equity, FX products
  • Candidate should have experience in Stochastic Volatility modeling, calibration etc
  • Enthusiasm for proactively seeking, exploring and developing use cases for new data and/or tools/wider industry trends
Functional Area Marketing, Risk Advisory
Skills Model Risk Stewards, Model Risk Governance, Regional MRM, Independent Model Review
Education Master's degree in Mathematics/Statistics/Economic/Engineering/Computer Science/Management or any other quantitative fields of study
Location Bangalore
Contact HR
Call on +91-120-358-0000
Reference id 104501