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VP - Quant Reasearch @ A Leading

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 VP - Quant Reasearch

Job Description


- 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 Analytics/ Quantitative Research/ Quant Models/ Treasury Models

Role & Responsibilities:

- Developing Treasury Models/ PPNR/ IRBB/ Interest risk / credit risk models/CCAR models

- 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,

Job Classification

Industry: Investment Banking / Venture Capital / Private Equity
Functional Area / Department: Data Science & Analytics
Role Category: Business Intelligence & Analytics
Role: Head - Analytics / BI
Employement Type: Full time

Contact Details:

Company: A leading Investment
Location(s): Mumbai

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Keyskills:   IRBB Risk Modeling Model Development Treasury Models Interest Rate Risk Model Validation Stress Testing Model Monitoring Quantitative Analytics Quant Research Quantitative Analysis Quantitative models Risk Analytics Credit Risk

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