AVP- Risk Quant
Posted on :
09-08-2024
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1 Vacancy
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Job Description
Review the model assumptions, model implementation and by implementing independent tests.
Recommend appropriate model reserves that would mitigate model
limitations / assumptions, used for pricing
Enhance existing Market Risk Models used for VaR, ES and risk monitoring in
the following asset classes: IR, FX, Equity, Commodity and Credit.
Employment Type
Full Time
Company Industry
Department / Functional Area
Key Skills
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