Global risk - model validation

Symphoni Hr; Mumbai; Hybrid; INR 1,200,000 - 2,400,000; Full time

Job summary

Symphoni HR in Mumbai seeks an Associate to validate complex risk models for a global financial institution. You will work on model validation, ensuring accuracy and robustness of CCR-related frameworks and pricing models.

The role requires 3–5 years in quantitative risk, strong knowledge of Monte Carlo exposure simulations, CVA/XVA pricing, stochastic calculus, and programming with Python, R or VBA. Prior Basel III/CRD IV familiarity is a plus.

Qualifications

• 3–5 years of experience in quantitative risk or model validation.
• Experience validating CCR models in a financial institution.
• Proficiency with Monte Carlo methods and CVA/XVA pricing.
• Programming in Python, R or VBA is required.
• Knowledge of Basel III, CRD IV, and PRA SS 1/23 is a plus.

Responsibilities

• Validate complex risk models and ensure accuracy and robustness within a global financial institution.
• Assess model performance, backtest results, and documentation.
• Collaborate with risk management teams to implement validated models.

Skills

CCR Model Validation

Monte Carlo Simulation

CVA/XVA pricing

Stochastic Calculus

AI/ML techniques

Tools

Python

R

VBA

Job description

HIRING ALERT | ASSOCIATE, GLOBAL RISK - MODEL VALIDATION

Location: mumbai Experience: 3-5 Years

Symphoni HR has been mandated by one of our clients to hire an experienced Associate to validate complex risk models and ensure their accuracy and robustness within a global financial institution.

Key Skills Required:

• Counterparty Credit Risk (CCR) Model Validation
• Monte Carlo exposure simulation & CVA/XVA pricing
• Stochastic calculus & numerical techniques
• Python, R, VBA
• Basel III, CRD IV, PRA SS 1/23
• AI/ML techniques

This is an exceptional opportunity for a quantitative professional to make a significant impact in a critical risk function. If you possess a strong background in model validation and a passion for financial markets, we encourage you to apply.

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