int(6767)
Pune, India

Senior Leader – Model Development

Exciting opportunity with one of the leading Investment Bank aggressively looking for a leadership role to manage model development of Financial Models. This is a new team set up hence people coming from strong financial services, technology and with programming, documentation and communication preferred. Complex quantitative modeling, numerical analysis, computational methods using programming languages.

Please contact Kavneet Kaur or email your cv directly in word format with job reference no. Jo0000005088 to banking-India@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.

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Key responsibilities

  • Work across teams in the projection of models with the development/validation/data aggregation teams.
  • Work closely with business and the modelling team to develop, assess and challenge the assumptions and approach used in forecasting.
  • Role requires significant analytical and technical skills and evaluative judgement in order determine appropriate model methodologies but also to determine the right balance between model sophistication and practical application/understanding by stakeholders.
  • Leverage knowledge of financial statement analysis and technical framework to make sound decisions regarding forecasting/overlays, governance, controls, and model framework.
  • Supporting risk analytics in the Market Risk modeling team
  • Developing risk analytics tools
  • Automating repetitive tasks
  • Making the tools user friendly

Role requirements

  • Master’s Degree/PhD in a quantitative discipline, preferably statistics, economics with at least 7+ work experience in banking model development
  • Python, R, C/C++, C#, Java, FORTRAN, MATLAB, SAS
  • Strong written and Verbal communication
  • Strong stakeholder management skills
  • Good understanding of model life cycle