Market Risk - Bengaluru, India - Recex

Recex
Recex
Verified Company
Bengaluru, India

3 weeks ago

Deepika Kaur

Posted by:

Deepika Kaur

beBee Recuiter
Description

Opening:

3 Nos


Job ID:


53581
Employment Type:

Full Time
Reference:

Work Experience:

2.0 Year(s) To 7.

0 Year(s)
CTC Salary:

20.00 LPA TO 27.00 LPA
Function:
Accounts / Finance / Tax / CS / Audit
Industry:

Account/Finance/Tax consulting
Location:
Bengaluru/bangalore

Mumbai


Posted On:

18th Jan, 2023


1. Market risk

  • Model lifecycle support (data preparation, development, validation, implementation in production systems, monitoring, governance)

2. Counterparty credit risk

  • Model lifecycle support
  • Models for underlying risk factors, calculation of future potential exposures, aggregation across products and netting sets

3. Derivative pricing

  • Frontoffice pricing support
  • Model development
  • Independent validation

4. Stress testing

  • Stress testing of the trading book, for regulatory or internal purposes
  • This includes STDF, EBA and ICAAP

5. Model risk and governance

  • Model audit
  • Validation reviews
  • Model risk quantification

6. Technology

  • Support with technology aspects for all of the above

Key Skills:


  • Counterparty Credit Risk
  • Market Risk
  • Derivative Pricing
  • Stress Testing
  • Model Risk And Governance
  • Technology

Company Profile
The rapidly changing regulatory landscape has increased the cost of compliance for banks & financial institutions worldwide.

Most of these institutions are still clinging to rusty legacy technology because they are just "good enough" and still "work fine".

The result is suboptimal automation leading to even more manual effort and cost.
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