Posted By
Posted in
Banking & Finance
Job Code
550675
Associate Director - Model Validation (Credit Risk/Market risk / Treasury)
Functional Title - Risk Model Validation Specialist
Location- India
Function - Category Risk
Business Divisions - Corporate Center
City - Mumbai
Job Type- Full Time
Your role Your role -
Are you an expert in analytics? Do you know how to work well within a team and deliver sophisticated solutions? We're looking for someone like that to:
- Bring innovation to the Model Validation Group in the assessing, reviewing and validating of risk models
- Lead the validation of statistical and stress testing models for primary (e.g. market) and consequential (e.g. operational) risks research and document best practices when validating a new model, including understanding regulatory requirements and establishing a data model
- Collaborate with model developers in order to safeguard quality of risk models
Your team Your team -
You'll be working in the Model Risk Management & control team in Airoli. Our role is to validate risk models developed in-house and externally by providers and safeguard quality of these risk models.
Your experience and skills:
You have :
- A university degree in quantitative finance, statistics or numerical discipline
- Some experience or strong interest in the financial services industry, preferably in risk management
- Solid coding skills in R and Python (SQL a plus)
- Excellent analytical skills
- Curiosity and a thirst for innovation (e.g. big data, machine learning)
You are:
- Able to explain technical concepts in simple terms to facilitate collaboration
- Willing to create your own brand in the group and companywide
- Skilled at constructive criticism (you have the human touch)
About us Expert advice. Wealth management. Investment banking. Asset management. Retail banking in Switzerland. And all the support functions. That's what we do. And we do it for private and institutional clients as well as corporations around the world.
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Posted By
Posted in
Banking & Finance
Job Code
550675