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Market Risk

Mumbai
Full-Time
Mid-Level: 4 to 6 years
20L - 27.1L (Per Year)
Posted on Jan 20 2023

Not Accepting Applications

About the Job

Skills

Counterparty Risk
Market Risk
Derivative pricing
Stress Testing
Model risk and governance

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

  • Front-office 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


About the company

RECEX (formerly SMVA Consultants) is one of the premier service providers in the country, providing services like Recruitment, Training & HR Outsourcing. We have been in business since 2013, and we can proudly claim that we have grown our client-base to 850+ corporates because of our relentless drive to meet the clients’ needs. RECEX also has 40 offices all across the country, so that w ...Show More

Industry

Information Technology an...

Company Size

51-200 Employees

Headquarter

Bangalore