Senior Quantitative Analyst - Credit Ratings - Financial Services

- Performing independent model validation and review of all Quant models (Risk Models,

- Company's Equity/Fund Ratings/ Optimizer) and back-end data points.

- Guide and build the framework for validation each model that is developed

- Manage the testing design and execution, interpreting and presenting the results

- Checking stability, conceptual soundness, model assumptions, mathematical, statistical logic, etc.

- E2E verification (data, models) for a variety of analytics and machine learning/AI projects.

- Liaise between business, technical and modeling teams, senior management, and governance committees to build efficient model verification frameworks.

- Develop codes in Python, SQL or similar languages and interface with Company's big databases to support model validation. Automate process to reduce human intervention.

- Build rich dashboard to support Quality Checks(interactive/automated/visual) that improve the interpretability of predictive models and underlying data

- Supporting model runs in model development process, research new methodologies.

- 3 - 9 years' experience in analyzing/ building financial models preferably in a FinTech environment

- Hold a Masters degree in a quantitative field, e.g. Mathematics, Physics, Engineering, Finance, Economics with experience in financial modelling and/or model validation

- Deep knowledge in Quantitative methods / econometrics/ statistics

- Strong in Regression analysis, Time series Analysis, optimization

- Knowledge of Risk Models and Optimization algorithms

- Good working knowledge of Python and SQL

- Good to have: Knowledge of Machine learning models, Exploratory data analysis

- Knowledge of AWS, Tableau and ML/ DL algorithms is a plus

1. Model validation

2. PD models

3. Risk model

4. Quant model

5. Python