Lead Quant Analyst - Model Development/Model Validation

Roles & Responsibilities :

This role is a critical and challenging role which requires a dynamic, bright and hands-on Quant. The role involves:

- Resolving complex issues in building and validating credit risk models (PD/EAD/LGD) used in the calculation of economic and Basel capital for wholesale portfolios

- A strong mathematical and statistical background with hands on in R or Python (Mandatory)

- Regulatory knowledge (mainly ECB side) - CRR, EGIM

- Managing end-to-end project delivery with onsite / offshore teams

- Helping develop newer capabilities and executing trial assignments

- Ensuring knowledge dissemination internally across other teams and participating in training activities

- Helping create "thought leadership" by writing papers, articles and contributing to external forum presentations

Additional Skills :

- Ph.D. or Master in Statistics/ Economics/Mathematics/advanced degree in quant area

- Should have hands-on work-experience as a Quant Modeler and developed/validated credit risk models(PD/LGD/EAD) for financial institutions, especially for wholesale portfolios and low default portfolios.

- Strong client management skills. Should demonstrate very high client focus. Experience of working onsite / offshore in a multi-cultural and global environment

- Good at Multi-tasking skills. Ability to quickly assimilate & comprehend information and deliver within strict deadlines

- Capable of working in a dynamic & rapidly changing environment. Should have the ability to manage change. This role requires the individual to be flexible and comfortable in dealing with high pressure.

- Strong communication skills - ability to articulate, present ideas and engage with an international audience

- Selfmotivated and problem-solving skill