Chief Risk Modelling Specialist

4 days ago


Thiruvananthapuram, Kerala, India beBeeQuantitative Full time ₹ 1,80,00,000 - ₹ 2,52,00,000
Senior Quantitative Analyst

 

Job Description:

The Senior Quantitative Analyst is responsible for leading the development and implementation of quantitative models to support risk management and decision-making processes. This includes designing and implementing end-to-end processes for model development, validation, and lifecycle management.

The successful candidate will have a strong foundation in statistics and mathematics, with hands-on experience in developing and validating wholesale rating models. They will be proficient in programming languages R and Python, and skilled in data analysis and visualization using Excel and PowerPoint.

The Senior Quantitative Analyst will work closely with senior management and other stakeholders to communicate effectively and prepare presentations. They will also review financial spreading logic in newly developed credit lifecycle systems and support governance and audit readiness through proper model documentation.

Key Responsibilities:
  • Lead the development and implementation of quantitative models to support risk management and decision-making processes.
  • Design and implement end-to-end processes for model development, validation, and lifecycle management.
  • Work closely with senior management and other stakeholders to communicate effectively and prepare presentations.
  • Review financial spreading logic in newly developed credit lifecycle systems and support governance and audit readiness through proper model documentation.
  • Develop and validate corporate/wholesale rating models, exploring new approaches for low default portfolios and master rating scale calibration.
  • Build, mentor, and lead a team of modelers and consultants, driving capability building and continuous learning through training and knowledge sharing.
Requirements:
  • Strong foundation in statistics and mathematics, with hands-on experience in developing and validating wholesale rating models.
  • Proficient in programming languages R and Python, and skilled in data analysis and visualization using Excel and PowerPoint.
  • Hold a degree in Statistics, Mathematics, Computer Science, Quantitative Finance, Economics, Engineering, or a related field.
Benefits:
  • Opportunity to work with a talented team of professionals.
  • Chance to develop and implement innovative solutions.
  • Professional growth and development opportunities.
Others:
  • Be part of a dynamic and fast-paced environment.
  • Contribute to the development of cutting-edge quantitative models.
  • Work on challenging projects that require creativity and analytical skills.


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