Associate Director - Risk Modelling & Analytics Specialist - Scenario...
Published date: 2024/01/10
- Location: Navi Mumbai, Maharashtra, India
Associate Director (diversity only) - Scenario Generation - Risk Modelling & Analytics Specialist for an investment bank
Your Role :
Looking for a Model Validator to:
- Assess the conceptual soundness and methodology of models
- Check appropriateness of assumptions, parameters, model calibrations, qualitative or expert adjustments, etc.
- Review outcome, impact, or benchmark analyses and develop a benchmark model (as appropriate)
- Assess model risk, including model robustness analysis, identification of limitations, and their assessment
- Document the assessment to the required standards
- Collaborate with model developers and communicate with key stakeholders across the institution
Your Team:
You'll be working in scenario expansion models validation team in Mumbai and play an important role in validating all scenario expansion models. We carry out independent model assessments in line with the internal governance of models policy and regulatory requirements.
Your expertise:
- Strong quantitative analytic and modelling skills
- Solid knowledge of econometric models used for forecasting macroeconomics and financial variables (ARIMA, VAR, ECM, PCA, etc.)
- Master's or PhD degree in a quantitative field (e.g. econometrics, financial economics, financial maths, statistics, engineering, physics, mathematics) and preferably a few years of experience in risk modelling, model validation or related fields
- Proven project management skills, taking end-to-end responsibility regarding quality and deadlines as well as timely escalating of issues
- Strong communication and writing skills and the ability to explain technical topics clearly and intuitively, both written and orally
- Good computing and programming (coding) skills and experience utilizing programming languages such as R or Python
Qualification: Masters Mandatory ( Msc , Stats , Match , Phd , Eco
Your Role :
Looking for a Model Validator to:
- Assess the conceptual soundness and methodology of models
- Check appropriateness of assumptions, parameters, model calibrations, qualitative or expert adjustments, etc.
- Review outcome, impact, or benchmark analyses and develop a benchmark model (as appropriate)
- Assess model risk, including model robustness analysis, identification of limitations, and their assessment
- Document the assessment to the required standards
- Collaborate with model developers and communicate with key stakeholders across the institution
Your Team:
You'll be working in scenario expansion models validation team in Mumbai and play an important role in validating all scenario expansion models. We carry out independent model assessments in line with the internal governance of models policy and regulatory requirements.
Your expertise:
- Strong quantitative analytic and modelling skills
- Solid knowledge of econometric models used for forecasting macroeconomics and financial variables (ARIMA, VAR, ECM, PCA, etc.)
- Master's or PhD degree in a quantitative field (e.g. econometrics, financial economics, financial maths, statistics, engineering, physics, mathematics) and preferably a few years of experience in risk modelling, model validation or related fields
- Proven project management skills, taking end-to-end responsibility regarding quality and deadlines as well as timely escalating of issues
- Strong communication and writing skills and the ability to explain technical topics clearly and intuitively, both written and orally
- Good computing and programming (coding) skills and experience utilizing programming languages such as R or Python
Qualification: Masters Mandatory ( Msc , Stats , Match , Phd , Eco
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