Leadership Role - Model Validation - BFS

We need candidates with specific skillset (Model Validation experience) & good colleges. PhD with 6 months or lesser experience will also work, experts in Mathematics & Statistics )

- Stress Testing

- Pricing

- Model Validation

- Excellent mathematical ability with an understanding of Stochastic Calculus, Partial Differential Equations, Monte-Carlo Methods, Finite Difference Methods, and Numerical Algorithms.

- Strong interest in financial markets (especially derivative pricing) demonstrated by qualifications and/or experience.

- Experience coding in C++ an advantage.

- Excellent communication skills - both written and oral.

- Professional experience in quantitative model development or validation is a requirement

- Quantitative modeling or validation experience in the field of financials or insurances is a plus

- Previous experience in the stress testing, DFAST or CCAR processes / approaches is a plus

- Very strong data management and analysis skills with experience in relevant software packages, e.g. MS Excel, MS Access, VBA, SQL, Matlab, R and SAS. Experience with additional programming languages is a plus, e.g. C++, Python

- Highly analytical and structured thinking with proven ability to solve specific problems independently and as part of a team

- Excellent communication skills with ability to explain complex mathematical concepts in layman's terms

- Attention to detail and ability to ensure consistently high quality of work produced, self-motivated and focused

- A high degree of motivation and a focused approach are considered important, as is the ability to communicate in English (both written and spoken)