RSK-Model Validation Group
MumbaiFull-timeJunior levelPosted 1 week ago
Risk role at Nomura in Mumbai. Needs a PhD, B.Tech or B.E..
About the role
Model Risk Management is a group within Risk Management headed by the Global Head of Model Risk responsible for: Executing and maintaining an effective Model Risk management framework. Producing a consolidated view of Model Risk for comparison with the Model Risk Appetite. Independently validating the integrity and comprehensiveness of the Models in the Firm.
What you'll do
- The current position is for a Risk Model Validator in Market Risk modelling space. The models covered could range across
- Regulatory Capital Models (FRTB IMA and SA, Basel 2.5)
- Validation tasks would include reviewing the
- Conceptual soundness and the implementation of the model
- Preparation of model review documentation
What you need
- Capital markets
- Performance testing
- Market risk
- Wealth management
- Investment banking
- Credit risk
Good to have
- Statistics