Model Risk Quantitative Analyst, VP
Bengaluru, India
INR 4055K-5849K (estimate) Executive-level Full Time
Tasks
- Assess model risk
- Communicate findings to stakeholders
- Conduct model risk analysis for regulatory requirements
- Develop codebase and add functionality
- Fix issues and test code
- Independently validate pricing models
- Perform Model Risk Valuation Adjustment calculations
- Perform Prudential Valuation calculations
- Provide oversight of model assurance activities
- Review analysis code and reports
Perks/Benefits
Skills/Tech-stack
C# | Derivatives pricing | FX derivatives | Model Risk Valuation Adjustment | Model risk | Model valuation | Prudential Valuation | Python | R | Rates derivatives | Valuation Adjustment | XVA
Education
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