Associate Director/Senior Manager - Methodology - KPO - IIM/ISB/MDI/FMS

Associate Director Methodology

Hiring at Sr. Manager - Associate Director level.

Education: Premier pass out.

Detailed JD to be shared with interested applicants.

The primary responsibilities for this role will include:

- Engaged closely with other quant teams for implementing model risk practices.

- Establishing new practices for model risk management.

- Benchmarking existing ones via developing new models.

- Data generation or information to ad-hoc external & internal requests relating to model risk.

- Monitoring, diagnostics & developing common model risk metrics.

- New model reporting framework.

- Model risk anomaly detection by leveraging machine learning techniques.

Required Skills:

- PhD or Master's degree or equivalent from top tier schools/programs in Mathematics, Mathematical Finance, Computer Science, Physics, or Engineering

- Affinity with model validation or model governance

- Python or software development with emphasis on numerical methods

- Good communication skills

- Knowledge of financial maths and maths modeling