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Tier-1 brand and metro location increase competition, but niche model-risk specialization limits applicant pool.
Role requires specialised model-risk, regulatory and finance domain expertise, making skills less transferable across industries.
Explicit 7-12 years, mandatory model validation/regulatory experience, and Python/R skills impose strict filters.
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Lead independent validation of financial models used in Risk Management, Finance, and Investment Management, ensuring robustness and regulatory compliance.
Perform rigorous theoretical and empirical analysis to assess model design, implementation, and business use.
Collaborate with model owners and stakeholders to address validation issues and support model governance practices, including policy adherence and regulatory alignment.
7-12 years of experience in quantitative modelling, model validation, or risk roles in financial services (investment banking or asset management preferred).
Advanced degree in Mathematics, Statistics, Computer Science, or related quantitative field preferred.
Proficiency in Python, R, and Excel programming required.
Strong understanding of model risk regulatory frameworks and experience with model risk governance activities including policy implementation and control frameworks.
Experienced in end-to-end model validation with demonstrated ability to translate technical findings for diverse stakeholders.
Skilled in managing model risk within financial services, with exposure to valuation, regulatory reporting and risk management models.
Familiarity with model risk policies, regulatory expectations, and has contributed to model governance enhancements and standards development.