Job Description

• Lead and manage independent validation reviews across a wide range of core credit, market, operational, risk capital or other business-impact models used throughout the financial institutions 
• Meet business needs and regulatory expectations with responsibility for investigating key aspects of each model under review: choice of modeling approach, the underlying assumptions and associated limitations, performance and optimal use of the model, etc.
• Review, verify and validate risk models for theoretical soundness, testing design and identification of model weaknesses, ensuring ongoing monitoring as well as contribute in the firm-wide model risk and control assessment. 

Job Requirements

• Application experience: R, MATLAB, SQL, Python, SAS, Bloomberg, Reuters 
• Preferable additional certifications: Financial Risk Management/ Chartered Financial Analyst/ Certificate in Quantitative Finance 
• Educational qualification expected: Post graduate degree in Management / Chartered Accountant/
• Actuary / Bachelor’s Degree in Engineering / Bachelor’s Degree in Engineering / Master’s degree in statistics / Master’s degree in economics

Company Benefits

Additional Info