Job Summary:
We are seeking a detail-oriented and analytical professional to support model development, validation, and analytics within Capital Markets. The role involves building derivatives pricing models, statistical models, Liquidity and Treasury models, performing data-driven analysis, and supporting risk management, reviewing policies and procedures, understanding of ML and AI models is desirable.

Key Responsibilities:
Model Development & Validation
Develop robust and comprehensive models using advanced statistical techniques and algorithmic programming.
Perform and model validation and back-testing of existing models and identify strengths, weaknesses, and areas for improvement.
Understanding of Model Risk Management, Model Inventory and Risk Controls
Support documentation of model methodology, inputs, and outputs for audit and regulatory review.

Data Analysis & Reporting
Aggregate, cleanse, and analyse large datasets to support model assumptions and validation processes.
Develop streamlined model performance tracking and reporting dashboards.




Conduct ad hoc analysis and reporting for Valuation & Analytics teams.

Risk Management & Financial Analysis
Support risk management through statistical analysis and modelling of mortgage asset behaviour.
Analyse hedge activity, including interest rate risk associated with financial instruments.
Assist in evaluating and structuring hedge programs.
Leverage macroeconomic indicators to perform scenario analysis and stress testing.

Key Skills & Qualifications
Masters/Bachelors in statistics, econometrics, or quantitative finance.
Proficiency in programming (e.g., Python, R, SAS, or similar).
Experience with large datasets and data analysis tools.
Knowledge of capital markets, mortgage assets, and risk management concepts preferred.
Robust analytical thinking, problem-solving, and communication skills.
2-3 Years of experience in Consulting/Investment Banking/Asset Management firms

📌 Financial Risk Analyst (Mumbai)
🏢 BDO India
📍 Mumbai