RSK-Model Validation Group
Nomura · mumbai, IN
FinanceBanking/Financerisk modelsstochastic calculusnumerical techniqueseconometricsfinancial productsmodel validationstress testingprogramming
The Model Validation Group is responsible for independently validating the integrity of Risk and Valuation Models. This includes reviewing Regulatory Capital Models, Economic Risk Models, and Stress Testing. Candidates should have a basic understanding of stochastic calculus and familiarity with programming languages.