About this role
RSK-Model Validation Group at Nomura Holdings, inc.. Location: Mumbai, Maharashtra, India. Role: validating models, reviewing implementation, preparing documentation Requirements: 4+ years experience; graduate/postgraduate/PhD in a quantitative field; strong quantitative skills including stochastic calculus and numerical methods; familiarity with risk models (FRTB, VaR, CVA), derivatives pricing, statistics, and one or more programming languages. Category: Research and Development (R&D) Seniority: Mid Level Commitment: Full Time Workplace: Onsite Languages: English