Vice President || Model Validation (Markets & Liquidity Risk)

NAB; Gurugram District; Sur place; INR 1 500 000 - 2 500 000; Plein temps

Résumé du poste

A leading banking institution in Gurugram is seeking an experienced professional for a full-time role in quantitative risk management. The ideal candidate will have at least 10 years of experience, focusing on model validation within Markets and Treasury. Strong knowledge of derivatives pricing and a quantitative degree are essential. This position involves validating financial models and ensuring compliance with risk policies.

Qualifications

• 10+ years’ professional experience in quantitative risk management at a bank or similar.
• Validation of models used in markets and treasury risk management.
• Experience in derivatives pricing and validation of models across risk.

Responsabilités

• Validating financial models owned by Markets and Treasury.
• Revalidation of all Markets and Treasury models periodically.
• Produce accurate market risk and credit risk exposures.

Connaissances

Quantitative risk management

Derivatives pricing

Programming (C++/C#/Python)

Formation

PhD/Master's in Mathematics, Statistics, Quantitative Finance

Description du poste

Responsibilities

• Validating all financial models, including pricing and risk models (including Stress), owned by Markets and Treasury, whether those models were developed internally or by an external party prior to implementation and post implementation into a technology asset.
• Revalidation of all Markets and Treasury models on a periodic basis.
• Produce accurate market risk and credit risk exposures for traded and non-traded products.
• Ensure prospective risk appetite breaches, material risks, loss events and/or deviations from the Model Risk Policy/Framework are known to relevant Domain-aligned teams and escalated on a timely basis.
• Leverage specialist skills and subject matter expertise from other Risk and business teams as required.

Capabilities & Experience Requirements

• 10+ years’ professional experience in quantitative risk management at a bank or similar.
• Validation of models used in markets and treasury risk management, including Pricing, Valuation Adjustments, Value at Risk, Counterparty Credit Risk and Interest Rate Risk in the Banking Book (IRRBB).
• Experience in derivatives pricing and in the validation of models across traded or non-traded market risk.
• Experience with a programming language, e.g. C++/C#/Python

Qualification Requirements

• Strong quantitative and analytical background (PhD/Master's in Mathematics, Statistics, Quantitative Finance)

Seniorities

• Mid-Senior level

Employment type

• Full-time

Job function

• Other

Industries

• Banking