Senior Manager, Model Validation
1 week ago
Role OverviewThe Model Validation Analyst/Manager is responsible for independently validating risk models used across the bank’s Credit Risk and Market Risk functions. This includes assessing model methodology, assumptions, data quality, performance, and regulatory compliance to ensure models are robust, reliable, and fit for purpose.Key ResponsibilitiesIndependently validate Credit Risk models (PD, LGD, EAD, Scorecards, IFRS 9/CECL) and Market Risk models (VaR, SVaR, Expected Shortfall, Stress Testing, FRTB models).Assess model design, conceptual soundness, statistical techniques, calibration approach, and underlying assumptions.Review input data quality, conduct back-testing, benchmarking, sensitivity analysis, and model performance monitoring.Develop comprehensive validation reports, model risk assessments, and challenge papers for stakeholders and regulators.Ensure alignment with regulatory requirements such as Basel II/III/IV, SR 11-7, OCC/FRB guidelines, IFRS 9/CECL standards, and FRTB for market risk.Partner with Model Development, Risk, Audit, and Regulatory teams to present validation results and challenge model enhancements.Establish model monitoring frameworks and periodic validation routines.Required Skills & QualificationsStrong understanding of credit risk modelling (PD, LGD, EAD), market risk models (VaR, ES, Greeks), and stress testing methodologies.Proficiency in statistical and quantitative techniques—regression, time series, machine learning basics, Monte Carlo simulations.Hands-on experience with Python, R, SAS, SQL for model testing and analysis.Knowledge of Basel framework, IFRS 9/CECL, FRTB, and global model risk guidelines (e.G., SR 11-7).
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Model Validation
4 weeks ago
Delhi, India Tata Consultancy Services Full timeRole name: Quant Analytics Sr. Associate- Model RiskYear of Experience- 6 to 15 YearsLocation-Bangalore, Hyderabad, Chennai, Pune, KolkataAbout The JobAs a Senior Quantitative Analytics Associate, you will be responsible for leading independent validations and reviews of the bank's various risk models. This role ensures that models are functioning as...
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Model Validation
4 weeks ago
Delhi, India Tata Consultancy Services Full timeRole name: Quant Analytics Sr. Associate- Model Risk Year of Experience- 6 to 15 Years Location-Bangalore, Hyderabad, Chennai, Pune, Kolkata About The Job As a Senior Quantitative Analytics Associate, you will be responsible for leading independent validations and reviews of the bank's various risk models. This role ensures that models are functioning as...
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Model Validation
4 weeks ago
New Delhi, India Tata Consultancy Services Full timeRole name: Quant Analytics Sr. Associate- Model Risk Year of Experience- 6 to 15 Years Location-Bangalore, Hyderabad, Chennai, Pune, KolkataAbout The JobAs a Senior Quantitative Analytics Associate, you will be responsible for leading independent validations and reviews of the bank's various risk models. This role ensures that models are functioning as...
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Model Validation
1 week ago
New Delhi, India Tata Consultancy Services Full timeRole name: Quant Analytics Sr. Associate- Model Risk Year of Experience- 6 to 15 Years Location-Bangalore, Hyderabad, Chennai, Pune, KolkataAbout The JobAs a Senior Quantitative Analytics Associate, you will be responsible for leading independent validations and reviews of the bank's various risk models. This role ensures that models are functioning as...
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Quantitative Model Validation Specialist
1 week ago
delhi, India beBeeQuantitative Full timeJob Title: Quantitative Analytics LeadAre you a detail-oriented and analytical professional seeking a new challenge? Do you have experience with statistical and AI/ML model development or validation?About the Role:We are seeking a Senior Quantitative Analytics Associate to join our team. As a key member of our risk management function, you will be...
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Expert Risk Model Validator
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delhi, India beBeeRisk Full timeJob Title:Metric Validation ExpertAbout the Role:A Metric Validation Expert will lead thorough examinations of risk models to ensure they function correctly, adhere to regulatory standards, and accurately assess risks for senior management. Responsibilities:Perform detailed quantitative model validation/review, encompassing testing of conceptual soundness,...
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Senior Analyst
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New Delhi, India MUFG Full timeAbout Us: MUFG Bank, Ltd. is Japan’s premier bank, with a global network spanning in more than 40 markets. Outside of Japan, the bank offers an extensive scope of commercial and investment banking products and services to businesses, governments, and individuals worldwide. MUFG Bank’s parent, Mitsubishi UFJ Financial Group, Inc. (MUFG) is one of the...
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Model Validation Ba4
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Delhi, India Barclays Full timeJob Title Model Validation BA4 Location: Noida About Barclays Barclays is a British universal bank. We are diversified by business, by different types of customers and clients, and by geography. Our businesses include consumer banking and payments operations around the world, as well as a top-tier, full service, global corporate and investment bank, all of...
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Manager - Model Validation [T500-16607]
4 weeks ago
New Delhi, India MUFG Full timeAbout Us: MUFG Bank, Ltd. is Japan’s premier bank, with a global network spanning in more than 40 markets. Outside of Japan, the bank offers an extensive scope of commercial and investment banking products and services to businesses, governments, and individuals worldwide. MUFG Bank’s parent, Mitsubishi UFJ Financial Group, Inc. (MUFG) is one of the...
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Manager - Model Validation [T500-16607]
1 week ago
New Delhi, India MUFG Full timeAbout Us: MUFG Bank, Ltd. is Japan’s premier bank, with a global network spanning in more than 40 markets. Outside of Japan, the bank offers an extensive scope of commercial and investment banking products and services to businesses, governments, and individuals worldwide. MUFG Bank’s parent, Mitsubishi UFJ Financial Group, Inc. (MUFG) is one of the...
