Senior Quantitative Analytics Specialist( Gen AI)

Overview

Senior Quantitative Analytics Specialist in Model Risk Management (MRM). The role involves end-to-end model validation and documentation focused on Mortgage, Credit and Market Risk models.

What you'll do

• Perform highly complex activities related to creation, implementation, and documentation.
• Forecast losses and compute capital requirements using quantitative analysis.
• Conduct model performance assessments and contribute to test model development.
• Manage market, credit, and operational risks to support loss forecasting and capital requirements.
• Produce detailed standard analytical reporting for governance and regulatory compliance.
• Discuss analytical strategies, modeling and forecasting methods with stakeholders.

What you'll need

• 4+ years of Quantitative Analytics experience (or equivalent).
• Bachelor’s degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science.
• Strong mathematical, statistical, analytical and computational skills.
• Demonstrated knowledge of advanced topics including Monte Carlo, stochastic calculus, differential equations, linear algebra, applied probability, statistics, and machine learning (as stated).
• Strong communication skills for verbal and written audiences including senior management and regulators.

Details

• Location: Bengaluru, India.