About the job:

Lead and manage independent validation reviews across a wide range of core credit, market, operational, risk capital or other business-impact models used throughout the financial institutions
Meet business needs and regulatory expectations with responsibility for investigating key aspects of each model under review: choice of modeling approach, the underlying assumptions and associated limitations, performance and optimal use of the model, etc.
Review, verify and validate risk models for theoretical soundness, testing design and identification of model weaknesses, ensuring ongoing monitoring as well as contribute in the firm-wide model risk and control assessment.

Application experience: R, MATLAB, SQL, Python, SAS, Bloomberg, Reuters
Preferable additional certifications: Financial Risk Management/ Chartered Financial Analyst/ Certificate in Quantitative Finance
Educational qualification expected: Post graduate degree in Management / Chartered Accountant/
Actuary / Bachelor’s Degree in Engineering / Bachelor’s Degree in Engineering / Master’s degree in statistics / Master’s degree in economics

Senior Consultant-Risk Management