April 8, 2026 
Mumbai 
Full-time Job Description…
Description :
We are hiring for a leading Investment bank based at Mumbai for AVP – Model Development (Quantitative)
Experience :
5-9 yrs in Model Development/Model Validation for PPNR Models treasury models/ IRBB / with good Python programming skills
Education : Masters / MBA; in Economics, Mathematics, Statistics, Finance, Computer science From Tier 1 with good knowledge in Quant/ Treasury Models/ Liquidity models
Role & Responsibilities :
– Developing Treasury Models/ PPNR/ IRBB/ Interest risk /
– Development of econometric forecasting models for key Balance sheet and income statement line items for capital and business planning purposes
– Manage the model life cycle from first line of defense perspective and participate in Segmentation.
-Developing best in class treasury and liquidity models using industry leading model development frameworks & methodologies, work in a global quant team,
– End-to-End model development includes econometric forecasting models for key Balance sheet and income statement line items for capital and business planning purposes.
-Hand on experience in Model Development and/or Model Validation (core development experience preferred)/Model Implementation.
-Experience in IRRBB, RRP, TWD, Hegde accounting, Liquidity Modelling, FX rate risk, ICAAP VAR model, Balance-sheet Modelling, Cash Flow Forecasting
– Contribute to model convergence initiatives as part of firms Transformation journey for different businesses.
– Domain knowledge and experience in PPNR, Fixed Income Securities, Mortgage Modeling, Deposit Modeling, Asset Liability Management, Interest Rate Risk,
Rate Risk,