Role & Responsibilities:
The Model Risk Infrastructure Associate is a Powai based Quantitative Developer role reporting into the Model Risk Infrastructure Lead.
Within Model Governance, members of Model Risk Infrastructure are responsible for the full lifecycle (Coding, Unit testing, integration, and deployment) of Tools supporting Model Risk Management. The role provides the opportunity to work as full stack engineer.
Responsibilities include:
- Develop/ refactor Model Performance monitoring tools for both Risk and Pricing Models
- Develop support utilities for model validation documentation
- Build and manage databases to store model monitoring and reporting results
- Develop an understanding of the Model Risk Management framework
- Design and implement scalable infrastructure to support framework requirements
- Build a successful culture of software development
Key Skills:
Essential:
- Experience as a Quantitative Developer or Analyst at a financial services institution
- Bachelor's degree in a quantitative discipline (e.g. physics, mathematics)
- Good general programming skills
- Experience as a Python developer
- An entrepreneurial approach to problem solving
- Self-starter, capable of taking initiative and working independently
- Excellent communication, analytical and organizational skills.
- Good written English
Desirable:
- Master's degree in a quantitative discipline (e.g., physics, mathematics)
- Strong programming experience in at least one compiled language (e.g. C, C++, Java)
- Experience in software development, including a clear understanding of data structures, algorithms, software design and core programming concepts
- Knowledge of software design best practices
- Basic understanding of financial products/models
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