Industry - Financial Services
Skills - Modeling, Risk, Market Risk, Asset Management, Black Litterman, Markowitz, Vice President, Model Management
Job Type - Permanent
Description - A quant focused VP role within the Investment Banking space with one of the world leaders to head the asset management modeling division
Client Details
Our client is a Leading Bank with a strong global presence. They are an esteemed brand within the global banking industry and always strive to recruit the best talent in the industry. With the current expansion in their global operations, they are looking for a seasoned risk professional in Mumbai
Job Description
The role will hold the following responsibilities:
- Perform assessments of the conceptual soundness of model specification, the appropriateness of the methodology for its intended purpose, reasonableness of assumptions and reliability of inputs
- Assess completeness of testing performed to support the correctness of the implementation
- Assist with model identification process, assessing whether newly identified methodologies should be in scope of the model risk policy
- Work with model developers and model users across the firm to understand methodology and usage
- Liase with other Model Governance groups in relevant coverage areas across the firm
Profile
- Have a Masters Degree in Statistics/ Economics/ Management from a top tier institution
- Strong quantitative, analytical, and problem solving skills; knowledge of probability theory, statistics, mathematical finance, econometrics, numerical methods
- Knowledge of finance industry, particularly in modeling- valuation, risk, capital, forecasting, investment management
- Experience in model validation and/or model development preferred
- Knowledge of working with Black Litterman models or Markowitz models is a must
- Strong communication and interpersonal skills
- Strong project management and organizational skills; ability to multi-task and meet deadlines
- Ability to work independently, with remote supervision
- Risk and control mindset: ability to ask incisive questions, assess materiality and escalate issues
Job Offer
Being in a senior level position in the asset management modeling role, this would be an opportunity to work with one of the best financial institutions of the world in Mumbai, with an immense opportunity to grow and impact the business decisions. Our client is known for their work culture and employee satisfaction.
Page Group India is acting as an Employment Agency in relation to this vacancy.
Contact - Ishan Aggarwal
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