Quantitative Risk Management Expert

1 month ago

Pune, Maharashtra, India E902 DWS India Private Limited, Maharashtra Branch Full time

Company Overview

E902 DWS India Private Limited, Maharashtra Branch is one of the world's leading asset managers with a reputation for excellence. As a global organization, it has a presence in various regions including Europe, the Americas, and Asia.

We offer individuals and institutions access to our strong investment capabilities across all major asset classes and solutions aligned to growth trends. Our diverse expertise in Active, Passive, and Alternatives asset management – as well as our deep environmental, social, and governance focus – complement each other when creating targeted solutions for our clients.

Compensation Package

A healthy salary is an essential part of our compensation package, which includes a competitive total remuneration of ₹1,400,000 per annum, based on industry standards and location.

This amount includes a base salary of ₹1,200,000 per annum and additional benefits such as performance-related bonuses, retirement savings, and healthcare coverage.

Job Description

We are seeking a Quantitative Risk Management Expert - Asset Model Validation who will be responsible for conducting model validations on DWS models, both in-house and vendor models, based on regulatory guidance, internal policy, and procedures.

You will work closely with Investment teams on topics including model assumptions and limitations to ensure models remain fit for purpose.

Your Key Responsibilities:

  • Conducting model validations on the DWS models, both in-house and vendor models, based on regulatory guidance, internal policy, and procedures.
  • Working closely with Investment teams on topics including model assumptions and limitations to ensure models remain fit for purpose.
  • Carry out independent model reviews on complex topics in accordance with business needs and regulatory requirements.
  • Review ongoing model monitoring reports, identify potential model risk, and document the findings to key stakeholders while evaluating the corrective actions.
  • Building benchmark models used across the model validation team, design backtesting or other methodologies to test the conceptual soundness of model assumptions.
  • Provide guidance to junior members of the model validation team.

Required Skills and Qualifications

You will need to have strong experience in quantitative risk management, model validation, or model development from across the Investments, Consulting, or Banking industry with sound experience of validating or developing valuation or risk models across asset classes such as FX, Rates, and Equities.

Strong quantitative skills across programming languages such as R, SQL, C++, SAS, Python, MATLAB are required, with expertise in at least one of Python or C++ being essential.

A solid understanding of valuation methods, capital markets, portfolio theory, and risk management is also necessary.

Benefits

In addition to your competitive salary, you can expect a range of benefits including:

  • Training and development to help you excel in your career.
  • Coaching and support from experts in your team.
  • A culture of continuous learning to aid progression.
  • A range of flexible benefits that you can tailor to suit your needs.

Others

We value diversity and inclusion and are committed to providing an environment where everyone can thrive.

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