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12/06 Tavleen Bindra
Consultant - Sales & Marketing at Crescendo Global

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Associate - Quantitative Finance - Econometrics & Statistical Modeling - Investment Bank (6-11 yrs)

Mumbai Job Code: 708578

An exciting opportunity for a Quant professional from an Engineering /Statistics/Quant Finance background (Tier 1/ Tier 2) who has hands on experience in aspects Quantitative finance (Econometrics, Stochastic modeling ) with knowledge of Mortgage-Backed Securities and statistical modeling.

You would be part of Model governance and model validation team of US-based investment bank where you would be involved in model validation & performing assessments of the soundness of model validation.

- If you are someone from a quantitative background with knowledge of probability theory, statistics, mathematical finance, econometrics with knowledge of Mortgage-Backed Securities and with experience in model validation and/or model development then this job is for you.

Location: Mumbai

Your Future Employer: A leading, global firm with a distinguished clientele providing extensive financial and asset management services.

You will be responsible for:

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

- Assessing completeness of testing performed to support the correctness of the implementation

- Assisting with model identification process, assessing whether newly identified methodologies should be in scope of the model risk policy

- Working with model developers and model users across the firm to understand methodology and usage

- Liaising with other Model Governance groups in relevant coverage areas across the firm

A Successful Candidate:

- Masters in Quant finance /engineering / statistics/ mathematics from a Quantitative background with minimum 6+ yrs of experience in Econometrics, Model Validation/ Model development from a finance industry.

- Good understanding in modeling- valuation, risk, capital, forecasting, investment management with knowledge of knowledge of probability theory, statistics, mathematical finance, econometrics etc.

- Knowledge of Mortgage-Backed Securities and statistical modeling

- Strong quantitative, analytical, and problem solving skills

- Someone with Risk and control mindset with strong written and verbal communications and confidence to engage with senior stakeholders

- Proactive, independent and focused individual with excellent communication and interpersonal skills.

What is in store for you?

- A meritocratic culture with great career progression.

- Fast track career growth.

- Work in a dynamic environment for an established research and analytics brand and their Fortune 500 clients.

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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