Senior Assistant Vice President/Vice President - Model Validation/Development - BFSI

- This VP role would suit a candidate with previous experience in quantitative risk management within an investment bank validating or developing VaR models (Derivatives, Equities, Hybrid) with a good understanding of products traded and risks generated by trading strategies.

- Candidates for the role in the MRM team are expected to hold a first degree in a quantitative discipline, e.g. Mathematics, Physics, Engineering, Finance, and preferably a Masters or PhD, having a strong mathematical background in statistics, time series analysis and probability theory is essential.

- Good programming skills using one of the following C#, F#, Python or R.

- Client focus and the ability to communicate effectively with senior stakeholders, including the ability to explain complex topics to a diverse range of audiences.

- Self-motivation, discipline, task focus, the ability to structure and present work and a proven record of delivering high quality results to strict deadlines.