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Recruitment Executive at Conjugate Consulting & Outsourcing Pvt. Ltd.
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Quantitative Risk Model Validation Analyst - BFSI (8-20 yrs)
Quantitative Risk Model Validation Analyst
Job Description : A growing US Fintech company is looking for a Quantitative Risk Model Validation Analyst. This role will be responsible to accomplish risk model validations and stress tests for the Group's Mortgage Credit risk reduction product.
Duties and Responsibilities :
- The incumbent will own and administer the overall mortgage credit risk reduction model validation framework as part of his Risk governance responsibilities and conduct validation of Risk models on a periodic basis.
- Ensure that outcomes of the analysis, models & reporting and Risk applications are aligned to the business model and the strategic direction of the company.
- The role requires specialized quantitative modeling skills as well as the ability to work with large and complex data-sets. Apply various statistical and portfolio analysis techniques and the ability to present these evaluations in presentable formats.
- The incumbent will also support testing of models implemented in/through Risk systems and respective on-going models management.
Experience & Qualifications :
- Must have a degree or substantial experience in Actuarial Science, Computing, Risk Management or/and quantitative field of study such as Statistics & Mathematics.
- 8 years or more relevant experience in the financial services/ mortgage industry and/or quantitative modeling.
- Preferred if the candidate has professional Risk certification especially FRM &/or CFA.
- Must have very strong Risk Management modeling skills such as Credit Risk Ratings, Probability of Default (PD) modeling, RAROC, Value at Risk (VaR) etc.
Desired Skills and Experience : Risk modeling, risk modeling, credit risk modeling, PD, LGD, EAD, risk models, risk model validation, risk mode development, credit risk models, risk modeling
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