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18/06 Javeria Siddiqui
HR Recruiter at Black Turtle

Views:2091 Applications:96 Rec. Actions:Recruiter Actions:69

Associate - Backed Securities & Statistical Modelling - Mortgage (3-6 yrs)

Mumbai Job Code: 710302

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

- Assess 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:

The successful candidate will have the following 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 modelling

- Knowledge of 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

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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