VP/Senior VP - Quantitative/Treasury Models - Investment Bank

We are hiring for a leading Investment bank based at Mumbai

Experience: 11-17 yrs in Model Development/Model Validation for financial Services in treasury models/ with good Python programming skills

Education: Masters / MBA; in Economics, Mathematics, Statistics, Finance, Computer science From Tier 1 with good knowledge in Quant/ Treasury Models/ Liquidity models

Role & Responsibilities :

- Developing Treasury Models/ PPNR/ IRBB/ Interest risk /

- Development of econometric forecasting models for key Balance sheet and income statement line items for capital and business planning purposes

- Manage the model life cycle from first line of defense perspective and participate in Segmentation

- End-to-End model development includes econometric forecasting models for key Balance sheet and income statement line items for capital and business planning purposes.

- Responsible for understanding changes to quantitative requirements published by MRM in Model Testing Guidance and presenting the key changes to senior model development leads

- Model governance and support includes reviewing and timely submission of model documentations such as - Model development document

- Contribute to model convergence initiatives as part of firms Transformation journey for different businesses.

- Domain knowledge and experience in PPNR, Fixed Income Securities, Mortgage Modeling, Deposit Modeling, Asset Liability Management, Interest Rate Risk,