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Manager - Risk/Digital & Analytics Practice at Michael Page India
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Market Risk Model Validation - Investment Banking (2-6 yrs)
Our Client:
Our clients is a leading financial services firm and is seeking an experienced professional to join their Market Risk team modelling team based out of Delhi NCR
Key Responsibilities
- Designing, enhancing, implementing, and executing financial risk and valuation models & tools to support the Bank's objectives and the Bank's risk management functions
- Developing and implementing appropriate controls to mitigate model risk including well-controlled, documented procedures for model execution, thorough model documentation, effective procedures to test model code, data quality checks, model diagnostics, and ongoing model performance monitoring
- Incorporating feedback on model design and implementation from validators and other stakeholders
- Maintaining familiarity with regulatory and market developments that impact model performance
Successful Applicant:
- Bachelors/Master's/Ph.D. in Economics, Statistics, Finance, Financial Engineering, or Business preferably with an emphasis on quantitative risk or valuation modeling; additional professional credentials such as FRM, CFA, or PRM are desirable
- At least 2 years of experience of designing, enhancing, and implementing valuation and risk models/analytics across a range of asset types including fixed income securities, structured products, and whole loans.
- Extensive knowledge of market risk methodologies
- Extensive background in econometric modeling (regression analysis, time-series modeling, volatility models, cross-sectional models, multivariate models, and Monte-Carlo simulation); knowledge of MatLab, VBA, Bloomberg, and Intex (desirable)
- Strong written and oral communication skills, including the ability to explain complex, technical issues and make clear recommendations to stakeholders
- Ability to assimilate new information, understand complex topics, execute sound judgment, develop sound conclusions and make recommendations in a timely manner
- Exceptional interpersonal skills - ability to communicate, collaborate, and influence a diverse group of stakeholders
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