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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 Quant treasury models/ with good Python programming skills

Education : Masters / MBA; in Economics, Mathematics, Statistics, Finance, Computer science From Tier 1 with valuable knowledge in Quant/ Treasury Models/ Liquidity models

Role & Responsibilities :
- Developing Treasury Models/ PPNR/ IRBB/ Interest risk /Liquidity risk/ Behavioral Models
- Experience in Quant Modelling (across at least some of the these) - Treasury Risk (Interest Rate Risk of Banking Book-IRRBB), Liquidity Modelling ICAAP VAR Model (Interest Rate Risk of banking book for VAR), PRA110 liquidity reporting, Model Implementation.

3.Preferable language is Python, C/C++ etc).





4.Hand on experience in Model Development and/or Model Validation (core development experience preferred)/Model Implementation.
- 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.
- Model governance and support includes reviewing and timely submission of model documentations such as - Model development document
- Engage in complex analysis of data from multiple sources of information, internal and external sources such as procedures and practises (in other areas, teams, companies, etc).to solve problems creatively and effectively.sk,

📌 Quant Modeling/ Quantitative Analyst (Mumbai)
🏢 Mastermind Network
📍 Mumbai