RSK-Model Validation Group
Nomura · mumbai, India
risk managementmodel validationstochastic calculusprogrammingfinancial productseconometricsexperienced
Job Description
The position is for a Risk Model Validator in Market Risk modelling. Responsibilities include validating models, reviewing model performance, and preparing documentation. Candidates should have a basic understanding of stochastic calculus and programming languages, along with knowledge of risk models and financial products.
Qualifications
Grad/PostGrad/Phd in a highly quantitative field
Skills Required
- risk management
- model validation
- stochastic calculus
- programming
- financial products
- econometrics
Location
City: mumbai · Country: India