Vice President – Quantitative Finance, Econometrics & Model Validation

9 - 14 Years
Mumbai

Job Description

An exciting opportunity for a Quant professional from an Engineering /Statistics/Quant Finance background(Tier 1/ Tier 2) who has hands on experience in aspects Quantitative finance (Econometrics, Stochastic modeling ) with knowledge of Mortgage-Backed Securities and statistical modeling( experience in building delinquency models, forecasting ,default models etc.)
You would be part of Model governance and model validation team of US-based investment bank where you would be involved in model validation & performing assessments of the soundness of model validation.
- If you are someone with 9+ yrs of relevant experience & from a quantitative background with knowledge of probability theory, statistics, mathematical finance, econometrics with knowledge of Mortgage-Backed Securities and with experience in model validation and/or model development then this job is for you.

Location: Mumbai

Your Future Employer: A leading, global firm with a distinguished clientele providing extensive financial and asset management services.

You will be responsible for:
  • Performing assessments of the conceptual soundness of model specification, the appropriateness of the methodology for its intended purpose, reasonableness of assumptions and reliability of inputs
  • Assessing completeness of testing performed to support the correctness of the implementation
  • Assisting with model identification process, assessing whether newly identified methodologies should be in scope of the model risk policy
  • Working with model developers and model users across the firm to understand methodology and usage
  • Liaising with other Model Governance groups in relevant coverage areas across the firm


A Successful Candidate:
  • Masters in Quant finance /engineering / statistics/ mathematics (Tier 1 Institute) from a Quantitative background with minimum 9+ yrs of experience in Econometrics, Model Validation/ Model development from a finance industry.
  • Prior experience of building delinquency models, forecasting ,default models etc.
  • Good understanding in modeling- valuation, risk, capital, forecasting, investment management with knowledge of knowledge of probability theory, statistics, mathematical finance, econometrics etc.
  • Knowledge of Mortgage-Backed Securities and statistical modeling
  • Strong quantitative, analytical, and problem solving skills
  • Someone with Risk and control mindset with strong written and verbal communications and confidence to engage with senior stakeholders
  • Proactive, independent and focused individual with excellent communication and interpersonal skills.

What is in store for you?

  • A meritocratic culture with great career progression.
  • Fast track career growth.
  • Work in a dynamic environment for an established research and analytics brand and their Fortune 500 clients.
REACH US
If you think this role will add value to your career, kindly write me an email along with your updated CV on tavleenbindra@crescendogroup.in for a confidential discussion on the role.

DISCLAIMER
Crescendo Global is an ISO 9001:2015 certified, equal opportunity Leadership Hiring consulting firm. Crescendo Global consultants value diversity in the talent they identify for its Global and Fortune 500 clients. Crescendo Global does not discriminate on the basis of race, religion, color, origin, gender, sexual orientation, age, marital status, veteran status or disability status.

Salary: INR 35,00,000 - 45,00,000 P.A.

Industry:Banking / Financial Services / Broking

Functional Area:Analytics & Business Intelligence

Role Category:Analytics & BI

Role:Analytics Manager

Employment Type:Permanent Job, Full Time

Keyskills

Desired Candidate Profile

Please refer to the Job description above

Education-

UG:B.Tech/B.E. - Any Specialization, B.A - Any Specialization, Economics, Maths, Statistics

PG:MBA/PGDM - Any Specialization, Finance, M.Tech - Any Specialization, MCA - Computers, MS/M.Sc(Science) - Any Specialization, Maths, Statistics

Doctorate:Doctorate Not Required, Ph.D - Advertising/Mass Communication

Company Profile

Crescendo Global Services

Crescendo Global is an ISO 9001:2015 certified, equal opportunity Leadership Hiring consulting firm. Crescendo Global consultants value diversity in the talent they identify for its Global and Fortune 500 clients. Crescendo Global does not discriminate on the basis of race, religion, color, origin, gender, sexual orientation, age, marital status, veteran status or disability status.
View Contact Details+

Recruiter Name:raghav choudhary

Contact Company:Crescendo Global Services

Jobs at Crescendo

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Raghav

Raghav Choudhary
Managing Director – India

Raghav is responsible for leading Crescendo Global, a strategic part of Crescendo Group International. Crescendo Global consultants across Mumbai and Gurgaon offices provide strategic support to their clients who are largely Fortune 500 firms looking for specialist talent in Niche domains across India.

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