Associate Director: Quantitative Services

Job Description

Job Duties:

Manage and lead a team of 8-10 direct subordinates (Senior Quantitative Analysts, Lead Analysts, and Quantitative Analysts). Lead large, complex engagements and effectively manage the team to ensure exceptional execution. Manage team's recruitment, attendance, and work allocation. Lead growth and development of team members through active feedback and contribute to performance assessments. Be part of a leadership team and drive thought leadership and training.

Expand and deepen existing relationships with banks, asset managers, lenders, private credit funds, and other non-bank financial institutions. Identify client's key issues and needs. Identify new areas for growth and emerging trends. Initiate new client relationships and partnerships for business development. Act as the Subject Matter Expert and liaise with front office and risk managers to implement, review, and signoff on new risk models and existing model upgrades.

Make key analytical decisions regarding risk modelling for loans, bonds, and related derivatives. Document the model development, testing, and validation procedures. Work within target time frames to meet deliverable and task deadlines. Contribute to project management activities governing controls implementation. Develop and manage client-facing relationship and run day-to-day interaction with the client. Speak publicly and represent the company at external industry events.

Ensure a risk aware culture through leading by example. Increase Crisil's ability to serve our clients efficiently and effectively.

Education
:
Master's or equivalent in Mathematics, Financial Engineering, Economics, Computational Finance, Public Administration, or related quantitative discipline.

Experience
: 48 months of experience as a/an Model Risk Management (MRM) Lead or related. Additionally, all candidates must possess experience in regulatory policies and frameworks such as CCAR, DFAST, CECL and IFRS9; and risk models and methodologies with specific focus on credit risk, stress testing, backtesting, and benchmarking.