Quantitative Risk Analyst – Model Validation Expert
4 weeks ago
About the Role
E902 DWS India Private Limited, Maharashtra Branch is seeking a highly skilled Quantitative Risk Analyst – Model Validation to join our team. As a key member of our Risk platform, you will be responsible for providing governance and control to manage a variety of models used in the Firm and associated risks.
Key Responsibilities:
- Producing quantitative analysis to support the team in conducting validations on DWS models (both in-house and vendor), based on regulatory guidance, internal policy and procedures and best industry practice
- Support with the communication of findings and recommendations to model owners and prepare the model validation reports
- Working closely with Investment teams on topics including model assumptions and limitations to ensure models remain fit for purpose
- Participate in independent model reviews on complex topics in accordance with business needs and regulatory requirements
- Assist in building benchmark models used across the model validation team, design backtesting or other methodologies to test the conceptual soundness of model assumptions
Requirements:
- Strong quantitative finance skills gained through education, internships or professional experience using quantitative tools such as Python, C++, R, Matlab
- Sound theoretical and practical finance knowledge across asset classes such as FX, Rates, Commodities, Equities
- Good understanding of valuation methods, capital markets, portfolio theory and risk management
- Strong verbal and written communications skills, with experience of producing reports/technical documentation related to financial topics
- Educated to degree level in a quantitative field such physics, mathematics, statistics, economics or engineering, or with relevant industry experience
About Us
E902 DWS India Private Limited, Maharashtra Branch is one of the world's leading asset managers with a reputation for excellence in Germany, 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.
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