Associate at Crescendo Global
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Assistant Vice President/Vice President - Model Risk Governance Group - Interest Rate Model - Financial Services (10-18 yrs)
Model Risk Governance job opportunity with a Global Leader for a professional holding at least 10years- experience in Model validation activities, providing guidance on a model's appropriate usage in the business context and evaluating ongoing model performance testing. Our esteemed client is looking for a dynamic to grow their career in Model Risk management function for their clients. You will utilize your experience in Model Governance, Validation, Evaluation, Testing and Development to give out an accurate regulatory result. If this sounds exciting, apply with us!
LOCATION : Mumbai
YOUR FUTURE EMPLOYER :
A leading, global firm with a distinguished clientele providing extensive financial and asset management services.
- Engaging in model validation activities in the coverage area - evaluating conceptual soundness of the model specification
- Performing Tests to support the correctness of the implementation of models in the area
- Enhancing to existing models, extensions to the scope of existing models.
- Guidance to Professionals on appropriate usage, controls around model restrictions & limitations, and findings for ongoing performance assessment & testing.
- Prior experience in following backgrounds - Quantitative Model Development, Model Validation, Trading or Structuring, Market/Credit Risk Management
- Domain expertise in one or more of these areas : Interest Rate models, securitized products, CCAR & regulatory capital, probability theory, econometrics, statistics, and numerical methods
- Strong quantitative background based on a Ph.D. or Master's Degree (or equivalent) in a quantitative discipline such as Math, Science, Economics, Engineering, Quantitative/Math Finance, etc.
WHAT'S IN FOR YOU :
- An opportunity to define, lead and coordinate the operations/function of the company.
- Liaise extensively with stakeholders.