Model Validation/Model Development Role - Banking

Model validation/Model development

Required Qualifications:

- 7-10 years of experience in model validation/development or related data analytics are with minimum Masters/Phd in a quantitative field such as applied math, statistics, engineering, physics, accounting, finance, economics, econometrics, computer sciences, or business/social and behavioral sciences with a quantitative emphasis.

- Experience in Banking domain is an added advantage.

Desired Qualifications:

- Strong mathematical, statistical, analytical and computational skills

- Strong communication skills for a variety of audiences (other technical staff, senior management and regulators) both verbally and in writing

- Capability to multi-task and finish work within strict timelines and provide timely requests for information and follow-up questions

- Ability to work independently on complex model validations from start to finish

- Able to demonstrate first-hand knowledge of advanced topics in various mathematical and numerical methods such as Monte Carlo, stochastic calculus, differential equations, linear algebra, applied probability, and statistics;

- Skill in managing relationships with key model stakeholders

- Eagerness to contribute collaboratively on projects and discussions

- Perpetual interest in learning something new, but being comfortable with not knowing the all the answers

- Attention to detail in both analytics and documentation

- Aptitude for synthesizing data to 'form a story' and align information to contrast/compare to industry perspective

- Intellectually curious, who enjoy solving problems.