Market Risk Model Performance Monitoring
Job Description
This role will conduct routine market and counterparty risk models performance monitoring.
Functional Responsibilities
Duties include, but are not limited to:
Running KPI monitoring programs, generating reports, maintaining testing data, and supporting onshore teams on further investigation for underperforming models/KPIs
Execute on generation of model monitoring KPI program results
Generation of model monitoring quarterly reports
Maintain all KPI testing data
Work with onshore on any results that do not meet expectations
Essential qualifications/ Market skill set
5 years of quantitative analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, education
Masters degree or higher in a quantitative field such as mathematics, statistics, engineering, physics, economics or computer science
Preferred Skills & Abilities
Education/experience in quantitative areas
Strong analytical skills with high attention to detail and accuracy
Knowledge in financial products and market and/or counterparty risk
Programming skills using SQL/Python/Excel/Java/R
Education: Any Graduate
Industry: Financial Services/Stockbroking, Banking
Skills Required
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Job Detail
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Job IdJD2902570
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IndustryNot mentioned
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Total Positions1
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Job Type:Full Time
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Salary:Not mentioned
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Employment StatusPermanent
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Job LocationBengaluru/ Bangalore (Karnataka),
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EducationNot mentioned
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Experience5 to 8 Years