Job Description : The Investment Model Validation Analyst is a role within the Investment Organization focused on ensuring our model-based quantitative investment capabilities are thoroughly documented and validated so that the review and governance of all investment models is in compliance with the Federal Reserve Board's Guidance on Model Risk Management (SR11-7) as well as being consistent with the firm's best practices in Model Risk Management. This will also provide the benefit of helping insure the firm's systematic investment strategies provide durable, compelling value propositions. The team also supports the Technical Committee and represents model owners in model-related interactions with Audit and Compliance. The Investment Model Analyst position will work closely with the investment teams. The role will require gaining an understanding of the investment models used within the teams, and often writing and reviewing technical documents that thoroughly describe the methodology, data sources, and investment rationale behind each model. These technical documents will serve as inputs to the Model Validation process as well as serving as a useful guide to the investment teams. Additionally, Analysts will assist with evaluation of many models within the Investment Model Analyst team and evaluate the results of ongoing monitoring to assess adequacy and recommend possible follow-up actions. Key Responsibilities : The Investment Model Analyst will work closely with onshore & offshore teammates, and over time with investment research staff at various locations. The successful candidate will be responsible for - Working with teammates to execute the strategy for reviewing new models, changes to existing models, and ongoing model reviews via the Technical Committee - Working with teammates and investment research staff to capture and evaluate ongoing investment model performance and model changes - Executing technical analysis of models to evaluate them according to model review criteria - Performing model inventory management and other administrative duties related to investment models - Ensuring risk excellence by effectively interfacing between the Investment and Risk teams to ensure proper Model Risk Management principles are observed and appropriate documentation is completed, both on a forward-looking and retroactive basis - Designing and building practices and infrastructure (including some coding) to facilitate the above, and reporting to stakeholders Minimum Qualifications : - At least three years of relevant investment industry experience and an advanced degree in a related or technical discipline (finance, economics, math, physical science, engineering) - Reasonable understanding of financial/economic theory and statistics - Good knowledge of Excel, Word, and PowerPoint - Proficiency with SQL and at least one statistical package (R is preferred); Python is a plus - Experience with a reporting/business intelligence platform (Tableau is preferred) - Solid written and oral communication skills - Ability to work with and influence internal stakeholders - Positive, proactive, and collaborative attitude with a strong team orientation

Bangalore

Analyst - Investment Model Validation - BFSI 

Analyst - Investment Model Validation - BFSI  ,Job Description for Analyst - Investment Model Validation - BFSI  in Applied Work Dynamics in  Bangalore for (2-5) years of experience. Apply Now!

Job Description for Analyst - Investment Model Validation - BFSI  in Applied Work Dynamics in  Bangalore for (2-5) years of experience. Apply Now!