Senior Role - Model Validation/Governance - Investment Bank

Opportunity with one of the leading international investment bank aggressively expanding specialized quantitative risk professional in India hence looking to hire a multiple hands-on senior quantitative specialist to lead and manage quantitative Risk Model validation team.

Some of the key responsibilities will include:

- Responsible for the Model Validation Group in the assessing, reviewing and validating of risk models

- Responsible for the validation of the statistical model

- Research and document best practices when validating a new model, including understanding regulatory requirements and establishing a data model.

- Collaborate with model developers in order to safeguard the quality of risk models.

- Basically, the role is to validate risk models developed in-house and externally by providers and safeguard the quality of these risk models.

To be eligible for this role you will require:

- Minimum 9+ years of relevant work experience in Pricing / Market Risk / Credit Risk Model validation in Investment bank or related consulting institutions

- Graduation / Post Graduation degree in quantitative finance, statistics or numerical discipline.

- Good programming skills set (any of these) - R, Python & SQL(Plus).

Please contact Shashikant on +91 9867171505

Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days we regret to inform you that your application for this position was unsuccessful.