Associate/AVP - Statistical Modeling - Investment Bank

Associate/ AVP - Statistical Modeling in a Leading Investment Bank.

Location - Mumbai

NOTE - URGENT

Core responsibilities:

The successful candidate will focus on the following activities:

- Perform assessments of the conceptual soundness of model specification, the appropriateness of the methodology for its intended purpose, the reasonableness of assumptions and reliability of inputs

- Assess the completeness of testing performed to support the correctness of the implementation

- Assist with model identification process, assessing whether newly identified methodologies should be in scope of the model risk policy

- Work with model developers and model users across the firm to understand methodology and usage

- Liaise with other Model Governance groups in relevant coverage areas across the firm.

Essential skills, experience, and qualifications:

- Quantitative background ideally with a Master's degree in Maths, Science, Engineering, Statistics, Quant Finance etc

- Strong quantitative, analytical, and problem-solving skills; knowledge of probability theory, statistics, mathematical finance, econometrics, numerical methods

- Knowledge of Mortgage-Backed Securities and statistical modeling who is into developing Predictive models/ Regression model for Retail banking products

- Knowledge of the finance industry, particularly in modeling- valuation, risk, capital, forecasting, investment management

- Experience in model validation and/or model development preferred

- Strong communication and interpersonal skills

- Strong project management and organizational skills; ability to multi-task and meet deadlines

- Ability to work independently, with remote supervision

- Risk and control mindset: ability to ask incisive questions, assess materiality and escalate issues

If you find job opportunity is suitable for you then please apply with your updated resume along with below mentioned details:

Years of experience in Statistical Modeling -
Current CTC -
Exepected CTC -
Notice period -
Direct reportees or IC role -
Reporting to (Only Designation) -

Priya
Senior Recruiter