Mastermind Network

The Corporate Institute; Mumbai; Presencial; INR 1.200.000 - 2.200.000; Jornada completa

Descripción de la vacante

The Corporate Institute in Mumbai offers a challenging role in a leading investment bank to develop and validate Treasury and risk models using Python. You will contribute to the model life cycle, governance, and econometric forecasting for capital planning.

The ideal candidate has 5–9 years of relevant experience and a Masters/MBA with knowledge of PPNR, liquidity, and interest rate risk, in a high‑impact, collaborative environment.

Formación

• 5–9 years of experience in model development or validation in financial services.
• Strong Python programming skills.
• Experience with treasury, liquidity, or risk models.

Responsabilidades

• Develop Treasury Models/ PPNR/ IRRBB/ Interest risk.
• Develop econometric forecasting models for balance sheet and income statement for capital and business planning purposes.
• Manage the model life cycle from first line of defense perspective and participate in Segmentation.
• End-to-End model development includes econometric forecasting models for key Balance sheet and income statement line items for capital and business planning purposes.
• Responsible for understanding changes to quantitative requirements published by MRM in Model Testing Guidance and presenting the key changes to senior model development leads.
• Model governance and support includes reviewing and timely submission of model documentations such as Model development document.
• Contribute to model convergence initiatives as part of firms Transformation journey for different businesses.
• Domain knowledge and experience in PPNR, Fixed Income Securities, Mortgage Modeling, Deposit Modeling, Asset Liability Management, Interest Rate Risk.

Conocimientos

Python programming

Model development

Model validation

Treasury models

Financial services

Educación

Masters in Economics

MBA

Mathematics

Statistics

Finance

Computer science

Descripción del empleo

Description:

We are hiring for a leading Investment bank based at Mumbai.

Experience:

5 – 9 yrs in Model Development/Model Validation for financial Services in treasury models/ with good Python programming skills.

Education:

Masters / MBA in Economics, Mathematics, Statistics, Finance, Computer science from Tier 1 with good knowledge in Quant/ Treasury Models/ Liquidity models.

Role & Responsibilities:

• Developing Treasury Models/ PPNR/ IRRBB/ Interest risk
• Development of econometric forecasting models for key Balance sheet and income statement line items for capital and business planning purposes.
• Manage the model life cycle from first line of defense perspective and participate in Segmentation.
• End-to-End model development includes econometric forecasting models for key Balance sheet and income statement line items for capital and business planning purposes.
• Responsible for understanding changes to quantitative requirements published by MRM in Model Testing Guidance and presenting the key changes to senior model development leads.
• Model governance and support includes reviewing and timely submission of model documentations such as Model development document.
• Contribute to model convergence initiatives as part of firms Transformation journey for different businesses.
• Domain knowledge and experience in PPNR, Fixed Income Securities, Mortgage Modeling, Deposit Modeling, Asset Liability Management, Interest Rate Risk.