Mumbai, India

Senior Quant Lead – Investment Bank

Our client is a fastest growing leading international investment Bank. Due to continuous growth in the region, they are expanding their Mumbai quantitative team. Hence, they are looking to hire experienced market or credit risk model developer or validator who brings 5 to 8 years of experience working in investment bank or consulting firms in India. He / She will be reporting to person based onshore.

Please contact Sonam Pandey or email your cv directly in word format with job reference number JO0000006538 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.

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Key responsibilities

Assess the model’s conceptual soundness and methodology
Check appropriateness of assumptions, parameters, model calibrations, qualitative or expert adjustments, etc.
Review outcome, impact, or benchmark analyses and develop a benchmark model (as appropriate)
Assess model risk, including model robustness analysis, identification of limitations, and their assessment
Document the assessment to the required standards
Collaborate with model developers and communicate with key stakeholders across the institution

Role requirements

Strong quantitative analytic and modelling skills with Master’s or PhD degree in a quantitative field (e.g. econometrics, financial economics, financial mathematics, statistics, engineering, physics, mathematics) and preferably 4+ years of experience in risk modelling, model validation or related fields
Previous experience with collateralized portfolios, securities backed lending, SFT is a plus
Good knowledge of financial products and their associated risk
Proven project management skills, taking end-to-end responsibility regarding quality and deadlines as well as timely escalating of issues
Showing high standards when it comes to report writing in a structured and transparent way
Strong communication skills and the ability to explain technical topics clearly and intuitively
Good computing and programming (coding) skills and experience utilizing programming languages such as R or Python.

Mumbai, India

Senior Quant Lead – Investment Bank

Key responsibilities

Role requirements

Apply for this Job

Senior Quant Lead – Investment Bank

Mumbai, India

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