IDFC FIRST Bank - Mumbai, Maharashtra
, Discriminatory Power of the models, Sensitivity of parameters, Rating Migration test. Conduct validation of Market Risk Models...Job Description: Role/ Job Title: Model Risk Analyst Function/ Department: Model Risk Management (Market Risk...
September 6
Risk- Model review Goverance Review- Analyst
JPMorgan Chase - Mumbai, Maharashtra
you will be a member of the Model Risk Governance and Review group in Mumbai covering Market Risk models where you will have exposure...-solving skills; domain expertise in market risk VaR models, derivatives pricing models; knowledge of probability theory...
August 9
Model Risk Governance and Review (MRGR) Product - Associate
JPMorgan Chase - Mumbai, Maharashtra
and challenging area? Model Risk Governance and Review (MRGR) is a global team of modeling experts within the firm's Risk Management..., the Chief Operating Office (COO) supports model risk stakeholders in their review and governance activities, and drives...
September 26
Barclays - Mumbai, Maharashtra - Pune, Maharashtra
of our market risk team function by managing the lifecycle of Traded Market Risk models and participating in strategic Market Risk... knowledge of Market Risk management concepts and techniques Experience with pricing and market risk models, preferably in...
September 28
Barclays - Mumbai, Maharashtra
be required. Review and provision of feedback on market risk models including change governance. Internal, Regulatory and Scenario... be required. Review and provision of feedback on market risk models including change governance. Internal, Regulatory and Scenario stress...
September 27