Rates Model Risk Associate/VP
2 weeks ago
We are looking for a new member to join our Interest Rates team in the Model Risk Governance and Review Group which is responsible for end-to-end model risk management across the firm.
As a Quant Model Risk Associate/VP you will assess and help mitigate the model risk of complex models used in the context of valuation, risk measurement, the calculation of capital, and more broadly for decision-making purposes. Additionally, you will have an opportunity for exposure to a variety of business and functional areas as well as will work closely with model developers and users.
Job responsibilities
Carries out model reviews: analyze conceptual soundness of complex pricing models, engines, and reserve methodologies; assess model behavior and suitability of pricing models/engines to particular products/structures. Provides guidance on model usage and act as first point of contact for the business on all new models and changes to existing models. Develop and implement alternative model benchmarks and compare the outcome of various models; Design model performance metrics. Liaises with model developers, Risk and Valuation Control Groups and provide guidance on model risk. Evaluates model performance on a regular basis. Manage and develop junior members of the team.Required qualifications, capabilities, and skills
We are looking for someone excited to join our organization. If you meet the minimum requirements below, you are encouraged to apply to be considered for this role.
Excellence in probability theory, stochastic processes, statistics, partial differential equations, and numerical analysis MSc, PhD or equivalent in a quantitative discipline Inquisitive nature, ability to ask right questions and escalate issues Excellent communication skills (written and verbal) Good understanding of option pricing theory (. quantitative models for pricing and hedging derivatives) Good coding skills, for example in C/C++ or Python 3+ years of experience in a FO or model risk quantitative role.Preferred qualifications, capabilities, and skills
The following additional items will be considered but are not required for this role:
Experience with interest rates derivatives.-
Rates Model Risk Associate/VP
3 weeks ago
Mumbai, India JP Morgan Chase & Co. Full timeJob Description We are looking for a new member to join our Interest Rates team in the Model Risk Governance and Review Group which is responsible for end-to-end model risk management across the firm. As a Quant Model Risk Associate/VP you will assessand helpmitigate the model risk of complex models used in the context of valuation, risk measurement, the...
-
Rates Model Risk Associate/VP
2 weeks ago
Mumbai, India JPMorgan Chase & Co. Full timeWe are looking for a new member to join our Interest Rates team in the Model Risk Governance and Review Group which is responsible for end-to-end model risk management across the firm. As a Quant Model Risk Associate/VP you will assess and help mitigate the model risk of complex models used in the context of valuation, risk measurement, the calculation...
-
Rates Model Risk Associate/VP
1 day ago
Mumbai, Maharashtra, India JPMorgan Chase Full time ₹ 12,00,000 - ₹ 36,00,000 per yearWe are looking for a new member to join our Interest Rates team in the Model Risk Governance and Review Group which is responsible for end-to-end model risk management across the firm. As a Quant Model Risk Associate/VP you will assess and help mitigate the model risk of complex models used in the context of valuation, risk measurement, the calculation of...
-
(Immediate Start) Rates Model Risk Associate/VP
2 weeks ago
Mumbai, India JPMorganChase Full timeJob Description Job Description We are looking for a new member to join our Interest Rates team in the Model Risk Governance and Review Group which is responsible for end-to-end model risk management across the firm. As a Quant Model Risk Associate/VP you will assess and help mitigate the model risk of complex models used in the context of valuation, risk...
-
Credit Risk Model Governance
4 weeks ago
Mumbai, India Risk Inn Full timeApply Now:Join a top-tier firm and contribute to high-impact projects in a rapidly evolving risk and analytics landscape. Please Read the Job Description and apply if you fulfil the criteria. Click this link to submit your application after reviewing the details below: We are currently supporting our client in India, a leadingRisk Analytics and Consulting...
-
Mumbai, Maharashtra, India Deutsche Bank Full time ₹ 20,00,000 - ₹ 25,00,000 per year**Job Description:Job Title: Model Validation Investment Management Models, VPCorporate Title: VPLocation: Mumbai, IndiaRole DescriptionDWS Group (DWS) is one of the world's leading asset managers with EUR 841bn of assets under management (as of 31 March Building on more than 60 years of experience, it has a reputation for excellence in Germany, Europe, the...
-
Pricing Model Validation Lead
1 week ago
Mumbai, India Deutsche Bank Full timeJob Description Position Overview Job Title: Model Validation Lead- Derivative Pricing Corporate Title: VP Location: Mumbai, India Role Description Model Risk Management's mission is to manage, independently and actively, model risk globally in line with the bank's risk appetite with responsibility for: - Performing robust independent model validation; -...
-
Quantitative Research
8 hours ago
Santacruz East, Mumbai, Maharashtra, India JPMorgan Chase & Co Full time**JOB DESCRIPTION** Quantitative Research (QR) is an expert quantitative modeling group in J.P. Morgan, as well as a leader in financial engineering, data analytics, statistical modeling and portfolio management. As a global team,Quantitative Research partners with traders, marketers and risk managers across all products and regions, contributes to sales and...
-
Trading Enabler
4 weeks ago
Mumbai, Maharashtra, India Deutsche Bank Full timeJob Title Trading Enabler - VP Location Mumbai India Role Description The candidate will be part of the Asset Liability Management ALM function and responsible for reducing model risk associated with interest rate risk in the banking book IRRBB measurements The team acts as an intermediary in treasury itself and between the business units and...
-
Trading Enabler
1 week ago
Mumbai, Maharashtra, India Deutsche Bank Full timeIn Scope of Position based Promotions INTERNAL only Job Title Trading Enabler - VP Location Mumbai India Role Description The candidate will be part of the Asset Liability Management ALM function and responsible for reducing model risk associated with interest rate risk in the banking book IRRBB measurements The team acts as an intermediary in treasury...
