RISK MODEL VALIDATION ANALYSTS (AVP – VP) recruitment
ROLE: RISK MODEL VALIDATION ANALYSTS (AVP – VP)
ATTRACTIVE SALARY PACKAGE (approx INR1,500,000 – INR3,000,000!)
- Responsible for taking ownership to ensure accurate and appropriate counter-party risk models used
- Execute a programme of model testing and back testing to meet both internal and regulatory requirements
- Defining methodology to calculate model parameters and regularly review them
- Maintaining and developing counter-party credit methodologies
- Regular presentation of back testing results with recommended actions for senior management.
- Calculation and timely implementation of correct parameters in counter-party credit risk models
MUST HAVE:
- Master degree in a quantitative discipline and has at least 3 years of experience in Financial Modelling.
- In-depth knowledge of different methodologies to calculate counter-party credit risk and a high level of skill in statistical modelling, data analysis, time series analysis, simulation etc.
- Needs to be able to develop and prototype models in e.g. C++, VBA and Matlab and to document them clearly.
If interested, please send a copy of your updated CV to cho@astoncarter.com for a private discussion.
July 9, 2012
• Tags: Quantitative Analytics careers in the India, RISK MODEL VALIDATION ANALYSTS (AVP – VP) recruitment • Posted in: Financial