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MODEL RISK METHODOLOGY ROLE – BFS

Keywords / Skills : Risk Management, Machine Learning, Model Risk Methodology, model validation, model risk, object oriented design

1 - 6 years
Posted: 2019-03-29

Industry
Recruitment/Staffing/RPO
Function
Finance & Accounts
Role
Financial/ Business Analyst
Posted On
29th Mar 2019
Job Description
Developing common model risk metrics, monitoring and diagnostics.

- Leveraging machine learning techniques for model risk anomaly detection.

- Developing new models for benchmarking existing ones.

- Helping drive requirements of the new model reporting framework.

- Working closely with other QR groups to implement consistent model risk practices across the groups.

- Participate in generating data or information in response to ad-hoc internal and external requests relating to model risk.

- Work as a key member of a team responsible for establishing new practices for model risk management

Overall, the candidate will need to work closely with teams in Asia-Pacific and/or London and/or New York and will need to be proactive to improve desk efficiencies, access and learn J. P. Morgan's highly sophisticated solutions.

Desired Candidate Profile

Required Skills:

- Knowledge of financial math and math modeling

- Excellent analytical and problem solving skills

- Affinity with model validation or model governance

- Python or C++ software development with emphasis on numerical methods

- Good communication skills

- PhD or Master's degree or equivalent from top tier schools/programs in Mathematics, Mathematical Finance, Computer Science, Physics, or Engineering

Preferred Skills:

- Experience in model validation and understanding of model risk

- Experience with object oriented design

- Machine learning experience


About Company

BLACK TURTLE is a premier talent management consultancy firm. The Indian arm was established in the year 2000. Since then the unit has grown manifold and is ranked among the Top 10 across various services and functions.

BLACK TURTLE offers a wide range of services spread across various industries and functions. These services range from executive recruitment to consultancy in devising HR policies to attract and retain the best talent. It includes servicing niche recruitment needs to RPO. We offer multiple solutions under one roof.

BLACK TURTLE is headquartered in Mumbai and has presence across seven cities in the country. It has over 50 consultants spread across with Mumbai being the PDC (Principal Delivery Centre).
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