What impact will you make?
Every day, your work will make an impact that matters, while you thrive in a dynamic culture of inclusion, collaboration and high performance. As the undisputed leader in professional services, Deloitte is where you\'ll find unrivaled opportunities to succeed and realize your full potential
Deloitte is where you\'ll find unrivaled opportunities to succeed and realize your full potential.
The Team
Discover the various Financial Risk services, we offer to help organizations across the full life cycle of financial transaction. From governance and processes to technology and reporting, our services can enhance transparency, efficiency, compliance and financial integrity.
Work you\'ll do
Employment Type: Full Time, Permanent
Location: Pune ,Mumbai,bangalore
Notice Period - 0-30 days
Summary:
The Model Development and Validation Analyst responsible for developing, calibrating, and validating models used for market risk, liquidity risk, and stress testing purposes. The successful candidate should have a strong understanding of financial modeling techniques, statistical analysis, and risk management principles. Strong understanding of statistical methods, including regression analysis, time series analysis, and Bayesian statistics. He/she should be able to work independently and as part of a team and will have excellent communication and problem-solving skills.
Key Responsibilities:
Market Risk Model Development or Validation experience covering Value at Risk (VaR), Stress VaR (historical full revaluation, Taylor var approximation (delta gamma method), Monte Carlo) for linear instruments and derivative products, VaR mapping, back-testing VaR, Expected Shortfall, Market risk Stress testing Loss estimation, RWA calculation, Sensitivity & Scenario analysis and other coherent risk measures, modeling dependence: correlations and copulas, term structure models of interest rates, and volatility modeling
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