Market and Credit Risk VaR – Model Validation Quant

Job title: Market and Credit Risk VaR – Model Validation Quant

Company: Credit Suisse

Job description: credit risk models. The vacancy is for an ENO/AVP model validation quant focusing on validation of the Market risk… VaR (RNIV) and FRTB models for credit products. . Clear documentation of all testing, with follow ups for identified modelling…

Expected salary:

Location: Mumbai, Maharashtra

Job date: Wed, 10 Aug 2022 22:43:32 GMT

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