Senior Role - Treasury Model Validation - Investment Bank

Our client is a leading investment bank and rapidly growing model risk management in India hence looking to hire quantitative treasury model developer or validator or reviewer with 5+ years of experience in Investment bank.

Some of the Key Responsibilities:

- Responsible for review, verify and validate treasury aligned models.

- To identify model weaknesses, ensuring ongoing monitoring as well as contribute in the firm-wide model risk and control assessment.

- Meeting business needs and regulatory expectations with responsibility for investigating key aspects of each model under review.

- To qualify for this role you will require:

- At least master's degree in a highly numerate subject (econometric s, statistics, mathematics, physics, engineering). PhD and/or CFA holders preferred.

- Ideally experience with Net Interest Income (NII) models, or with Liquidity stress modelling (including Recovery and Resolution Modelling)

- Good Understanding of Balance sheet mechanics of a bank.

- Programming experience is must in any of these - R, Python, SQL, Excel/VBA

Shashikant