Mumbai, India

Quant Modelling Role

Company Overview: Our client is a global investment bank, who is currently seeking a talented professional to join their global risk management team as a mid-level leadership role within the modelling group in Mumbai. This role is an extension to the front office role.

Please contact Nicole Cerejo or email your cv directly in word format with job reference number 6511 to riskandquants-in@theedgepartnership.com

Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days, we regret to inform you that your application for this position was unsuccessful.

Apply for this Job

Key responsibilities

Independently validate the integrity and comprehensiveness of Risk and Valuation Models, ensuring alignment with the firm’s standards and regulatory requirements.
Engage with various models, including Regulatory Capital Models (FRTB IMA and SA, Basel 2.5), Economic Risk Models, Stress Testing, and Trading Winddown models.
Develop and implement measures of Model Risk, monitor Model Risk against the firm’s Model Risk Appetite, and escalate any model approval breaches.
Apply advanced quantitative techniques to assess model performance, reliability, and potential improvements, contributing to the overall effectiveness of the risk framework.
Work closely with cross-functional teams including Market Risk Management, Credit Risk Management, and Risk Methodology to support robust risk management practices.

Role requirements

Bachelor’s degree in a quantitative discipline; a master’s degree in mathematics, statistics, financial engineering, or a related field is preferred.
1-9 years of experience in a model validation or quantitative role within a financial institution, with a strong understanding of regulatory frameworks and market dynamics.
Proficiency in programming languages such as Python, R, SQL, and Excel is essential; familiarity with C/C++ is advantageous.
Strong communication and interpersonal skills to effectively collaborate with internal and external stakeholders, demonstrating the ability to work independently with meticulous attention to detail in dynamic environments.

Mumbai, India

Quant Modelling Role

Key responsibilities

Role requirements

Apply for this Job

Quant Modelling Role

Mumbai, India

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