Quantitative Risk and MRM role

Role Overview: Tiger Analytics is looking for an experienced Quantitative Risk and Model Validation Lead Analyst to join the Banking and Financial Services practice. As a part of the Model Risk and Validation team, you will be involved in designing and validating complex quantitative and mathematical models across market risk, counterparty credit risk, and credit portfolio risk assessment. Your role will require you to collaborate with Finance, Treasury, and Business stakeholders to develop, validate, and implement models supporting economic capital, risk measurement, pricing, and performance analytics. Additionally, you will have the opportunity to mentor junior analysts, oversee model governance, and ensure compliance with regulatory frameworks. Responsibilities: - Design and validate advanced mathematical and statistical models for economic and capital markets evaluation - Build numerical simulation models for credit risk valuation and pricing in various credit exposures - Translate quantitative research into business tools for performance measurement, risk-adjusted pricing, and capital allocation - Support model development aligned with regulatory frameworks such as Basel, FDIC, and Federal Reserve - Engage with stakeholders across Finance and Risk functions for proper integration and utilization of economic capital models - Lead or contribute to documentation, compliance, and internal/external audit requirements - Mentor junior team members and review modeling deliverables for quality Qualification Required: - Degree in a quantitative discipline like Mathematics, Statistics, or Physics - 10+ years of experience in quantitative modeling, financial risk analytics, or model validation in banking or financial institutions - Strong foundation in stochastic processes, time series modeling, portfolio theory, and option valuation - Deep understanding of mathematical finance theories and their applications in credit and market risk - Experience in designing models aligned with regulatory frameworks like Basel, CCAR, and FDIC - Proficiency in statistical and mathematical software tools and relational databases Company Details: Tiger Analytics is a global leader in AI and analytics, offering full-stack AI and analytics services to Fortune 1000 companies. With a team of over 4000 technologists and consultants globally, they work closely with clients across various industries. The company has been recognized by analyst firms and ranked among the Best and Fastest Growing analytics firms. They are committed to innovation and excellence, providing a Great Place to Work-certified environment with additional benefits like health insurance and virtual wellness platforms.,