Senior Model Validator - Quant Securitized Products - Investment Bank

Job location: [{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Mumbai","addressCountry":"IN"}}] Work arrangement: Employment type: FULL_TIME Salary: "" Experience requirements: {"monthsOfExperience":96,"educational":{"credentialCategory":"bachelor degree"}} Education requirements: "" Role Overview: Minimum 3 years of experience in model validation or as a model developer for the Front Office models or Risk Models (Counterparty or Market Risk Models) at a major financial institution. Global Model Validation Group, responsible for validating models used across the Agency mortgage and securitized products businesses. Total Experience: 8 - 15 years Key Responsibilities: - Evaluate model conceptual soundness, ongoing monitoring frameworks, and model outcomes to assess appropriateness for intended use. - Identify, analyze, and quantify potential model risk, including sensitivity to assumptions, calibration accuracy, performance stability, and robustness of model outputs. - Produce comprehensive model validation documentation, including validation findings and risk based assessments of model limitations and assumptions. - Present validation results and risk assessments to senior management, model risk governance committees, and business stakeholders. - Build collaborative partnerships with stakeholders while maintaining independent and principled challenge.