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Tier-1 brand, mid-level (4–7 years), and metro Mumbai make this role highly competitive.
Requires specialized quant finance and asset-class modeling expertise, limiting cross-industry transferability.
Advanced degree plus mandatory programming skills and domain modeling experience makes shortlisting highly selective.
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Conduct independent validation and testing of financial models from the Aladdin Financial Engineering group, focusing on conceptual soundness, methodology, assumptions, and usage scenarios.
Design and execute tailored independent model tests and evaluate adequacy of model owner testing, documenting findings comprehensively in validation reports.
Communicate model validation results and insights effectively to team members and relevant stakeholders.
Advanced degree (BS, MS) in a quantitative discipline with strong mathematics and statistical skills.
4-7 years of experience in quantitative model development or validation, preferably with derivatives analytics, structured products, portfolio risk factor models, private/alternative asset modelling, or liquidity modelling.
Strong technical proficiency in one or more programming languages such as Python, R, C++, Java, SQL, and advanced Excel/VBA.
Fluent in spoken and written English.
Experienced in rigorous, independent model validation with ability to challenge model methodologies and assumptions within investment risk contexts.
Strong practical technical and quantitative skills enabling design and implementation of effective validation tests aligned with model specificities.
Effective communicator capable of translating complex quantitative concepts clearly to diverse stakeholders including governance and model users.