Manager/Senior Manager

2 weeks ago


Gurgaon, Haryana, India Evalueserve Full time
Manager/Senior Manager (MBS you will be doing at Evalueserve:

  • Identify, analyze, and resolve issues related to MBS models.
  • Collaborate with other teams to ensure compliance with standards.
  • Review and validate derivative pricing and market risk models across asset classes.
  • Development and Implementation of benchmark models and methodologies in C++, Python, R etc.
  • Perform Independent model testing and assess assumptions, limitations, and model framework.
  • Develop, Implement, and backtest regulatory models such as IRRBB, FRTB, RNIV and VaR/ES.
  • Prepare coherent and comprehensive documentation reports.
  • Lead and mentor team of Analysts
  • Support model owners on model findings and validation queries
What we are looking for:

  • Bachelor's degree or higher in finance, mathematics, statistics, engineering, or a related field.
  • Certifications such as CFA, FRM, CQF, IIQF is a plus.
  • At least 8+ years of experience in model remediation, model validation, or model development, preferably in the MBS or fixed income domain
  • Strong knowledge of MBS products, markets, and valuation methods
  • Proficient in programming languages, such as Python, R, C++ or MATLAB, and data analysis tools, such as SQL, Excel, or Tableau
  • Excellent communication, presentation, and problemsolving skills
  • Ability to work independently and in a team environment.
  • Attention to detail and accuracy.
  • Selfstarter with strong problemsolving skills
  • Project management and leadership qualities )

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