Job Role : - Provide independent review and validation compliant with Model Risk Management policies and procedures, regulatory guidance and industry leading practices, including evaluating conceptual soundness, quality of modeling methodology, model limitations, data quality, and on-going monitoring for models - Take initiatives and responsibility of end-to-end delivery of a stream of Model Risk Management related deliverables for a specific class of models - Write Model Risk Management findings in validation documents that could be used for presentations both internally (model developers, business unit managers) as well as externally (regulators). - Verbally communicate results and debate issues, challenges and methodologies with internal audiences including senior management - Represent Model Risk Management team in interactions with internal stakeholders or external stakeholders - regulatory / audit agencies as required Mentor junior quantitative analysts and conduct training sessions on mathematical modelling, quantitative analytics and risk management Qualification: - M.Sc/PhD in Mathematics / Statistics / Financial Economics/ MBA Finance with experience in an MRM role - CFA / FRM would be a big plus Experience: - Either, candidate should have exposure to mathematical finance modeling / or quantitative risk management in an applied setting - Or, research in an mathematical finance domain Functional Competencies: - Understanding of macroeconomics, markets, financial instruments, and their interrelationships - Skilled in regression analysis, factor modelling, statistical testing as a part of model validation - Programming skills in Python, R or similar programming languages - Research mindset, strong analytical and problem-solving skills

Bangalore

Acuity Knowledge Partners - Delivery Lead/Quant Analyst - CCAR/Model Validation 

Job Description for Acuity Knowledge Partners - Delivery Lead/Quant Analyst - CCAR/Model Validation  in Acuity Knowledge Services (India) Private Limited in  Bangalore for (2-8) years of experience. Apply Now!