Model Validation- Quantative Models/ Market @ Mastermind Network

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Model Validation- Quantative Models/ Market

Mastermind Network
3 - 7 years
Delhi, NCR
4 years ago
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Job Description

- Involved in Validation/development of Market Risk models like Var Models, CCAR, Pricing models,Derivatives Models.

- Model validation including conceptual soundness, critical assessment of the testing performed by the model developers to support the integrity and accuracy of the model implementation

- Development and implementation of effective testing plans and testing code to critically challenge models through empirical analyses and to verify model implementation

- Experience in validation of Derivative Pricing models/ Market Risk Models across various classes

- Prepare validation report and technical documents for the model being validated

- Excellence in probability theory, stochastic processes, partial differential equations, numerical analysis, option pricing theory (quant models for pricing and hedging derivatives).

- Review the underlying assumptions, theory, derivation, empirical evidence, implementation and limitations of the model being validated

- Strong statistical analytics skills and knowledge of advanced statistical analysis tools including SAS, Python & R

Required Candidate profile

Must have good exposure in Model Validation/ Model Monitoring for Market risk Models(VAR, CCAR), Quant Models, Derivative Pricing Models etc.

Job Classification

Industry: KPO, Research, Analytics
Functional Area: Analytics & Business Intelligence,
Role Category: Analytics & BI
Role: Analytics & BI
Employement Type: Full time

Education

Under Graduation: Any Graduate in Any Specialization
Post Graduation: Any Postgraduate in Any Specialization
Doctorate: Doctorate Not Required, Any Doctorate

Contact Details:

Company: Mastermind Network
Location(s): Delhi, NCR

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Keyskills: analytics model monitoring model validation python model testing var market risk

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Current / Recent Company (*)

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Expected Salary (*)

Desired Industry (*):

Functional area / Department (*):

Enter Skills (key skills, subjects, technologies & roles to use in search)

Write briefly about yourself, your experience and education (*)

Attach ResumeMax 2.38 MB (RTF, PDF, DOC, DOCX formats only parsed)

Please, check the file size and type.

Add social media [ + ]

Create password

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Mastermind Network

Company ProfileMastermind NetworkIt consulting firm

Model Validation- Quantative Models/ Market @ Mastermind Network

Home > Analytics & BI