Job description
Hi,
This is with regards to an opening with Global Bank in Bangalore
Role
• Model Development (Market Risk or Counterparty Risk)
Exp
• 3 to 8 years
Location
• Bangalore
• Assist with risk model development and maintenance
• Develop, maintain and improve market risk or counterparty credit risk models
Design and run model validation tests, for both model assumptions and implementation.
Investigate issues and propose changes where there are model weaknesses.
• Specify and test system changes to implement improvements.
Improve existing operational controls around the exposure models and propose new ones
to increase robustness.
• Support business and market risk department requests in investigations on specific issues.
Ad-hoc projects as required, including collaboration with credit risk analytics portfolio credit
analytics.
• Prepare summary reporting for working groups and committees that review model performance
• Proactively contribute to wider Risk function initiatives and projects.
If you are interested with the above, kindly revert with your updated CV on prasanna@zodnik.in
