Consultant - Sales & Marketing at Crescendo Global
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Associate - Quantitative Finance - Econometrics & Statistical Modeling - Investment Bank (6-11 yrs)
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.
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.