Consultant - Sales & Marketing at Crescendo Global
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Vice President - Quantitative Finance/Econometrics & Model Validation - Investment Bank (9-15 yrs)
An exciting opportunity for a Quant professional from an Engineering /Statistics/Quant Finance background(Tier 1/ Tier 2) who has hands-on experience in aspects Quantitative finance (Econometrics, Stochastic modelling) with knowledge of Mortgage-Backed Securities and statistical modelling ( experience in building delinquency models, forecasting, default models etc.)
You would be part of Model governance and model validation team of US-based investment bank where you would be involved in model validation & performing assessments of the soundness of model validation.
- If you are someone with 9+ yrs of relevant experience & from a quantitative background with knowledge of probability theory, statistics, mathematical finance, econometrics with knowledge of Mortgage-Backed Securities and with experience in model validation and/or model development then this job is for you.
Your Future Employer: A leading, global firm with a distinguished clientele providing extensive financial and asset management services.
You will be responsible for:
- Performing assessments of the conceptual soundness of model specification, the appropriateness of the methodology for its intended purpose, the reasonableness of assumptions and reliability of inputs
- Assessing completeness of testing performed to support the correctness of the implementation
- Assisting with model identification process, assessing whether newly identified methodologies should be in scope of the model risk policy
- Working with model developers and model users across the firm to understand methodology and usage
- Liaising with other Model Governance groups in relevant coverage areas across the firm
A Successful Candidate:
- Masters in Quant finance /engineering/statistics/ mathematics (Tier 1 Institute) from a Quantitative background with minimum 9+ yrs of experience in Econometrics, Model Validation/ Model development from the finance industry.
- Prior experience of building delinquency models, forecasting, default models etc.
- Good understanding of modelling- valuation, risk, capital, forecasting, investment management with knowledge of probability theory, statistics, mathematical finance, econometrics etc.
- Knowledge of Mortgage-Backed Securities and statistical modelling
- Strong quantitative, analytical, and problem-solving skills
- Someone with Risk and control mindset with strong written and verbal communications and confidence to engage with senior stakeholders
- Proactive, independent and focused individual with excellent communication and interpersonal skills.
What is in store for you?
- A meritocratic culture with great career progression.
- Fast track career growth.
- Work in a dynamic environment for an established research and analytics brand and their Fortune 500 clients.
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