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Tier-1 employer, mid-level 4-7 years role in Mumbai increases candidate density and competition.
Strong finance domain expertise and asset-class model knowledge limit cross-industry transferability.
Explicit 4-7 years requirement plus quantitative degree and required programming makes filters stringent.
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Perform independent validation of financial models developed by Aladdin Financial Engineering group, focusing on conceptual soundness, methodology, and implementation.
Design and execute both standardized and tailored model testing; review and challenge model assumptions and limitations.
Document and communicate comprehensive validation findings and collaborate with model owners and stakeholders to improve model risk management.
Advanced degree (BS, MS) in quantitative discipline with strong math, statistics, and analytical skills.
4-7 years experience in quantitative model development or validation, preferably with exposure to derivatives analytics, structured products, portfolio risk factor models, private/alternative assets, or liquidity modeling.
Proficiency in one or more programming languages such as Python, R, C++, Java, SQL, Hadoop, Linux applications, or advanced Excel/VBA.
Fluent in spoken and written English.
Experienced in quantitative model validation within investment management or financial risk context, able to critically assess model design and implementation.
Strong technical skills enabling independent model testing and effective challenge of methodologies, with practical programming expertise.
Effective communicator able to explain complex technical concepts clearly to diverse stakeholders and produce detailed validation documentation.