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. Location: Mumbai 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.

Mumbai

Vice President - Quantitative Finance/Econometrics & Model Validation - Investment Bank 

Vice President - Quantitative Finance/Econometrics & Model Validation - Investment Bank  ,Job Description for Vice President - Quantitative Finance/Econometrics & Model Validation - Investment Bank  in Crescendo Global in  Mumbai for (9-15) years of experience. Apply Now!

Job Description for Vice President - Quantitative Finance/Econometrics & Model Validation - Investment Bank  in Crescendo Global in  Mumbai for (9-15) years of experience. Apply Now!