Senior Quantitative Risk Modeler

4 weeks ago


Mumbai, Maharashtra, India Solytics Partners Full time

Solytics Partners is seeking a highly skilled Senior Quantitative Risk Modeler to join our Model Risk Management team.

Job Summary: As a Senior Quantitative Risk Modeler, you will be responsible for developing and validating regulatory credit risk models, adhering to conceptual soundness, standards of modeling methodology, model limitations, data quality, and model monitoring.

Key Responsibilities:

  • Develop and validate regulatory credit risk models.
  • Responsible for Risk Management deliverables for specific class of models and represent model risk team.
  • Document MRM analysis and findings in model documents which can be presented to internal and external teams like model developers, business managers, and regulators.
  • Communicate with senior stakeholders on issues, challenges, and methodologies.

Requirements:

  • 4 to 8 years of experience in validation of quantitative risk models.
  • Strong understanding of Regression Analysis, Factor Modeling, and Statistical Testing as a part of Model Validation.
  • Hands-on experience in Python, R, or similar statistical programming language.
  • Understanding of macroeconomics, markets, financial instruments, and their interrelationships.

About Solytics Partners:

Solytics Partners provides consulting and solutions to banking, capital markets, asset management, and insurance firms. We leverage a combination of deep domain knowledge, advanced analytics, and technology to provide accelerated and efficient services and next-generation solutions.



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