Model Validation – Risk Modelling & Analytics Specialist

  • Full Time
  • Mumbai
  • Full Time
  • Mumbai

Our Client is an Investment Bank.

The role is as follows-

– Assessing the model’s conceptual soundness and methodology
– Checking appropriateness of input data, model assumptions and parameters, calibration accuracy as well as of qualitative or expert adjustments, etc.
– Reviewing outcome, impact, performing benchmark and robustness analyses
– Identifying model limitations and evaluating overall model risk
– Documenting the assessment to required standards
– Interacting and collaborating with stakeholders: model developers, users, model governance representatives in order to safeguard the quality of our model risk management framework

Education:

MSc degree in quantitative Finance, Mathematics, Physics, Statistics, or quantitative Economics, PhD is a plus

Required Skills:

Knowledge of financial markets and products, strong interest in the financial services industry, preferably in risk management. Prior experience with asset management or market risk models is a plus – strong coding skills in R, Python, MATLAB or similar – excellent analytical skills – curiosity and a thirst for innovation – fluent in English, oral and written

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