Assistant Vice President - Model Implementation - QA Asset & Liability Management Team - Bank

Assistant Vice President - Model Implementation

Industry : Banking / Financial Services / Broking

Category : Finance

Job Type : Permanent

Job Description : AVP Model Implementation is a hands on role of quantitative developer role within QA Asset & Liability management team with one of the largest MNC banks based out of Delhi NCR.

Client Details :

Our client is one of the largest MNC banks based out of Delhi NCR which is known for its great culture and diversity. Our client has most talented people in the industry and works on cutting edge projects to deliver new solutions and hence is known to be the leader in the industry

Description :

As an AVP-Model Implementation based out of Delhi NCR, you would be responsible to :

- Design, build and deliver robust and production quality code within a unified library for use within Treasury.

- Deliver high quality documentation and presentations to support and maintain model and library use.

- Work with QA Central to ensure delivery of robust python code to support model orchestration for CCAR, IRRBB and IFRS9.

- Assist with development of statistical models for projection of bank's balance sheet under different macro-economic scenarios.

- Liaise with Treasury and business stakeholders to ensure that model requirements are met and implemented successfully in a production environment.

Profile :

As a successul candidate for the role of an AVP- Model Implementation, you should be:

- Post graduate degree in a quantitative discipline with a computer science component.

- Some industry experience in quantitative finance. This may be replaced by relevant academic or industrial experience in computer science.

- Able to deliver to tight deadlines on quantitative projects.

- Some industry experience developing in Python and C++.

- Some form of source control experience (git, perforce, svn)/ SDLC (JIRA, bitbucket).

- Good understanding of library and code design.

- Some grounding in statistical modelling to support model implementation and development.

Job Offer :

Opportunity to work with the most talented people in the industry and on the cutting edge projects to deliver some innovative solutions.

Page Group India is acting as an Employment Agency in relation to this vacancy.

Contact - Rakhi Mulchandani - +91 (0) 124 452 5443

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