Director/Specialist - Risk Modeling & Analytics/Model Validation - IIM/ISB/FMS/MDI

We are Hiring for Director Risk Modeling & Analytics Specialist - Model Validation-Only Diversity

We are looking for Director Risk Modeling & Analytics Specialist - Model Validation they need Market Risk with Validation

AD/Director roles we are looking for Female Candidates Only

Location Mumbai Airoli

AD Exp : 4-9 years

Director : 7-19 years

- Market Risk, Simulation based Modelling of various Assets Classes

- Stochastic Calculus

- Stochastic Calculus, Simulation, Statistics, Statistical Modeling,

- Tier 1 Institute

- Exp Relevant -4-5 years or 7-8 years if not from Tier 1 Institute should be from Top Banks

We are looking for a Model Validator to:

- Assess the conceptual soundness and methodology of models

- Check the 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/Hyderabad and play an important role in validating all scenario expansion models used by We carry out independent model assessments in line with the internal governance of models policy and regulatory requirements

- Are you an innovative thinker who likes to challenge the status quo? Are you interested in risk modelling? Are you wondering where the limitations of a model are?

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