Associate Director - Risk Modeling & Analytics Specialist - Investment Bank

We have a job opportunity with an Investment Bank for Mumbai Location.

Risk Modeling & Analytics Specialist (Credit Risk / Market Risk)

We are looking for someone to - 

- Assess the model's conceptual soundness and methodology

- Check appropriateness of assumptions, parameters, model calibrations, qualitative or expert adjustments, etc.

- Review outcome, impact, or benchmark analyses and develop a benchmark model (as appropriate)

- Assess model risk, including model robustness analysis, identification of limitations, and their assessment

- Document the assessment to the required standards

- Collaborate with model developers and communicate with key stakeholders across the institution

Strong quantitative analytic and modelling skills with Master's or PhD degree in a quantitative field (e.g. econometrics, financial economics, financial maths, statistics, engineering, physics, mathematics) and preferably a few years of experience in risk modelling, model validation or related fields

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

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

- Strong communication skills and the ability to explain technical topics clearly and intuitively

- Good computing and programming (coding) skills and experience utilizing programming languages such as R or Python and familiarity with CCAR and/or IFRS9 is a plus

You are :

- Fluent in English, oral and written

- A team player with strong interpersonal skills

- Motivated, well organized and able to complete tasks independently to high quality standards

Sejal Patil