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| Job Location | Mumbai City |
| Education | Not Mentioned |
| Salary | Not Disclosed |
| Industry | Recruitment Services |
| Functional Area | General / Other Software |
| EmploymentType | Full-time |
Our client is a fastest growing leading international investment Bank. Due to continuous growth in the region, they are expanding their Mumbai quantitative team. Hence, they are looking to hire experienced market or credit risk model developer or validator who brings 6 to 8 years of experience working in investment bank or consulting firms in India. He / She will be reporting to person based onshore.Some of the key responsibilities will include:- Conducting the annual confirmation of forecasting and scenario models, including statistical testing, analysis, and documentation of model performance.- Contributing to the automation of model related processes, including confirmation, user requests, materiality framework and regulatory reporting- Interacting and collaborating with global stakeholders: risk-factor shock users, model developers, model validators, audit, and management. To be eligible for this role you will require:- Qualified degree in quantitative finance or mathematics or statistics or economics.- Proficient in programming with statistical software (e.g., R, Python) - The ability to lead and develop a team as well as work effectively with senior management levels. 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.,
Keyskills :
credit riskwork effectivelysenior managementstatistical softwarequantitative financeenvironmental testingproject administrationinternational investment