Associate Model Validation (Valuation Control models)

Company · India

Hi,

This is with regards to an opening with Global Financial Servcies Firm in Mumbai

Role - Associate Model Validation (Valuation Control Models)

Exp - 4 to 6 years

Eductaion - Premier Institutes

Responsibilities:

• Review internally and externally developed Valuation Control models (with additional opportunity to start working on Front Office derivative pricing models) – Ensure that the model meets its stated objective and intended use.
• Perform model validation which would include:

• Development of tools for Implementation testing to ensure that the production model is consistent with its theoretical basis

• Assessment of the integrity and suitability of Model parameters

• Analysis of Model Assumptions and quantification of model Risk

• Preparation of model validation documentation

• Ability to communicate with regional stakeholders and senior management

• Ability to work effectively on multiple projects across model types

If you are interested with the above, kindly revert with your updated CV on prasanna@zodnik.in