Assistant Vice President - Quantitative Models - Treasury/ Behaviroral Models - Banking/Financial Services

Description:

We are hiring for a leading Investment bank based at Mumbai.

Experience:

5 - 9 yrs in Model Development/Model Validation for financial Services in treasury models/ with good Python programming skills.

Education:

Masters / MBA in Economics, Mathematics, Statistics, Finance, Computer science from Tier 1 with good knowledge in Quant/ Treasury Models/ Liquidity models.

Role & Responsibilities:

- Developing Treasury Models/ PPNR/ IRRBB/ Interest risk

- Development of econometric forecasting models for key Balance sheet and income statement line items for capital and business planning purposes.

- Manage the model life cycle from first line of defense perspective and participate in Segmentation.

- End-to-End model development includes econometric forecasting models for key Balance sheet and income statement line items for capital and business planning purposes.

- Responsible for understanding changes to quantitative requirements published by MRM in Model Testing Guidance and presenting the key changes to senior model development leads.

- Model governance and support includes reviewing and timely submission of model documentations such as Model development document.

- Contribute to model convergence initiatives as part of firms Transformation journey for different businesses.

- Domain knowledge and experience in PPNR, Fixed Income Securities, Mortgage Modeling, Deposit Modeling, Asset Liability Management, Interest Rate Risk.