• Full Time
  • Anywhere


Delhi, Delhi
₹10,00,000 – ₹15,00,000 a year
4+ years experience
  • Validates risk rating models across the bank- Assesses a model back-testing process- Applies SAS/programming development skills while performing and documenting test work for validation of market risk models, including derivative pricing, yield curve construction, Value at Risk (VAR) models, operational risk models, Pre-Provision Net Revenue (PPNR) forecasting models, origination and behavior scorecard models, loss forecasting models, anti-money laundering models, etc.- Validation test work includes, but is not limited to, evaluating the conceptual soundness and implementation of the methodology, the validity of assumptions, the quality of data, and the accuracy of the outputs- Writes and revises validation reports and issues


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