Associate Director - Model Risk Validation - Investment Bank

We are looking for Associate Director - Model Risk Validation - Investment Bank.

Experience: 7+ years | Location: Mumbai

Experience and skills:

An ideal candidate has:

- Master's or PhD degree in a quantitative field (e.g. econometrics, financial economics, statistics, engineering, mathematics)

- Solid knowledge of econometric models used for forecasting macroeconomics and financial variables (ARIMA, VAR, ECM, PCA, etc.)

- Experience working with large datasets

- Candidates with some years of experience in risk modelling, model validation or related fields are preferred. Familiarity with scenario design and modelling for CCAR and/or IFRS9 is a big plus.

- Proven project management skills, taking end-to-end responsibility regarding quality and deadlines as well as timely escalating of issues

- Very good applied quantitative skills, ideally already leveraged in the context of an independent model validation activity

- Showing high standards when it comes to report writing in a structured and transparent way and in summarizing main findings

- Very good communication skills and the ability to explain technical topics clearly and intuitively, both written and orally

An ideal candidate is:

- Proficient in using statistical modeling software (e.g. R, STATA, Matlab, SAS)

- Fluent in English, oral and written

- Cooperative and team-orientated, while being able to motivate and organize yourself and complete tasks independently to high quality standards

Please help with your updated resume and correct details if you would like to go for this opportunity;

Total experience:
Current company:
Current CTC:
Expected CTC:
Notice period:
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Preferred location:
Reason for change:
Qualification

Amol Yadav