Model Validation Role - Investment Bank

Model Validation

We have job opening with Leading Investment Bank.

Location : Mumbai

- Returning women are preferred & diversity

- Modeler who are OK for model validation can apply

- Develops, enhances, and validates the methods of measuring and analyzing risk, for all risk types including market, credit and operational. Also, may develop, validate and strategize uses of scoring models and scoring model related policies.

- Conducts statistical analysis for risk related projects and data modeling/validation.

- Applies quantitative and qualitative data analysis methods including SAS programming, Structured Query Language (SQL) to extract, transform and analyze data and Visual Basic programming language.

- Prepares statistical and non-statistical data exploration, validate data, identify data quality issues.

- Conducts data analysis, data mining, read and create formal statistical documentation, reports and work with Technology to address issues.

- Analyzes and interprets data reports, make recommendations addressing business needs.

- Uses Predictive modeling methods, Optimizing monitoring systems, document optimization solutions, and present results to non-technical audiences; write formal documentation using statistical vocabulary.

- Generates statistical models to improve methods of obtaining and evaluating quantitative and qualitative data and identify relationships and trends in data and factors affecting research results.

- Validates assumptions; escalate identified risks and sensitive areas in methodology and process.

- Automates data extraction and data pre-processing tasks, perform ad hoc data analyses, design and maintain complex data manipulation processes, and provide documentation and presentations.

- Full supervisory responsibility, ensuring motivation and development of team through professional leadership to include duties such as performance evaluation, compensation, hiring, disciplinary and terminations as well as direction of daily tasks and responsibilities.

Qualifications :

- Proficient in Microsoft Office with an emphasis on MS Excel

- Consistently demonstrates clear and concise written and verbal communication skills

- Self-motivated and detail oriented

- Demonstrated project management and organizational skills and capability to handle multiple projects at one time