Risk Methodology STA
- Employer
- Join Hands HR Consultancy Pvt Ltd
- Location
- Mumbai Central, Konkan (IN)
- Salary
- Open / Negotiable
- Closing date
- Oct 5, 2019
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- Job Function
- Banking, Brokerage, Corporate Finance, Credit Analysis, Economics, Fixed Income Research: Buy Side, Fixed Income Research: Sell Side, Hedge Funds, Risk Management
- Industry Sector
- Asset Management, Brokerage, Business or Knowledge Process Outsourcing (BPO / KPO), Commercial Bank, Credit Union, Private Bank, Savings & Loan, , Credit Rating Agency/Bureau, Investment Bank
- Certifications
- Passed CFA Level I, Passed CFA Level II, Passed CFA Level III (Charter Pending), CFA Charterholder
- Employment Type
- Full Time
- Education
- Masters
Job Details
We have a good position with a global financial service company in their Risk Methodologies Group (RMG). Looking for experience either in stress testing methodology or in counterparty exposure modelling.
Role:-
Define, test, document and implement methodology for stress testing shock scenarios for both Market risk and Credit Risk
* Creating and maintaining model prototype with respect to the methodology defined above
* Lead the project related to stress testing analytics (STA) including but not limited to system migration / new implementation.
* Work with Model Validation Group (MVG) to get the stress testing model validated (including any model change on an ongoing basis)
Company
One of the India's leading placement firm.
- Location
-
Suite 4905-08, One Exchange Square
8 Connaught Place, Central
HKG
HK
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