Market Risk Model Validation

Key Responsibilities: -Validate models in accordance with client’s model risk management policy to assess model usage, documentation, conceptual soundness, data integrity and the control environment.Communicate results via formal model validation reports, as well as presentations to model owners and senior management.Evaluate model performance monitoring...

1. Backtest & re-calibrate each modeldesigned and developed by the business, hence a thoroughunderstanding of model development under Basel & IFRS norms is critical.2. Choose adequate model outcome analysis techniques such as:a. Model estimates vs realized values (e.G. back-testing for some models); b. Stability of model outcomes; c. Benchmarking: model...

About Northern Trust: Northern Trust, a Fortune 500 company, is a globally recognized, award-winning financial institution that has been in continuous operation since 1889. Northern Trust is proud to provide innovative financial services and guidance to the world’s most successful individuals, families, and institutions by remaining true to our...

About Northern Trust: Northern Trust, a Fortune 500pany, is a globally recognized, award-winning financial institution that has been in continuous operation since 1889.Northern Trust is proud to provide innovative financial services and guidance to the world's most successful individuals, families, and institutions by remaining true to our enduring...

Elevate Your Impact Through Innovation and LearningEvalueserve is a global leader in delivering innovative and sustainable solutions to a diverse range of clients, including over 30% of Fortune 500 companies. With presence in more than 45 countries across five continents, we excel in leveraging stateof-the-art technology, artificial intelligence, and...

Description : Job Title: Risk Manager/Senior Risk Manager - Model Validation Location: Pune DWS Group (DWS) is one of the world's leading asset managers with EUR 841bn of assets under management (as of 31 March 2023). Building on more than 60 years of experience, it has a reputation for excellence in Germany, Europe, the Americas and...

1. Backtest & re-calibrate each model designed and developed by the business, hence a thoroughunderstanding of model development under Basel & IFRS norms is critical.2. Choose adequate model outcome analysis techniques such as:a. Model estimates vs realized values (e.g. back-testing for some models);b. Stability of model outcomes;c. Benchmarking: model...

1. Backtest & re-calibrate each model designed and developed by the business, hence a thorough understanding of model development under Basel & IFRS norms is critical. 2. Choose adequate model outcome analysis techniques such as: a. Model estimates vs realized values (e.g. back-testing for some models); b. Stability of model outcomes; c. Benchmarking: model...

Description DWS Group (DWS) is one of the world's leading asset managers with EUR 841bn of assets under management (as of 31 March 2023). Building on more than 60 years of experience, it has a reputation for excellence in Germany, Europe, the Americas and Asia. DWS is recognised by clients globally as a trusted source for integrated investment...

The Model Validation team is responsible for Model Risk Management for Bread Financial Models and Bank Models for the entire organization. Members of this team work with teams across the business (Marketing, Pricing, finance, etc.) that build the models to understand and validate the methodology. The Model Validation, Manager is a key member of the Model...

The Model Validation team is responsible for Model Risk Management for Bread Financial Models and Bank Models for the entire organization. Members of this team work with teams across the business (Marketing, Pricing, finance, etc.) that build the models to understand and validate the methodology. The Model Validation, Manager is a key member of the Model...

Role Responsibilities Support GMV senior manager in performing an independent validation of new and existing models that are used in risk management, capital calculation, stress testing etc. Qualitative review of model development process including underlying assumptions & theoretical basis. Quantitative assessment of model performance via...

The Risk division is responsible for credit, market and operational risk, model risk, independent liquidity risk, and insurance throughout the firm. RISK BUSINESSThe Risk Business identifies, monitors, evaluates, and manages the firm’s financial and non-financialrisks in support of the firm’s Risk Appetite Statement and the firm’s strategic plan....

Job Description: 1. Market risk Model lifecycle support (data preparation, development, validation, implementation in production systems, monitoring, governance) 2. Counterparty credit risk Model lifecycle support Models for underlying risk factors, calculation of future potential exposures, aggregation across products and...

Toast is driven by building the all-in-one restaurant platform that helps restaurants operate their business, increase sales, engage guests, and keep employees happy. The Toast Enterprise Risk and Compliance Management Program provides a coordinated, company-wide approach to identify, measure, monitor, mitigate and treat risks while enabling the business to...

About Northern Trust:Northern Trust, a Fortune 500 company, is a globally recognized, award-winning financial institution that has been in continuous operation since 1889.Northern Trust is proud to provide innovative financial services and guidance to the world’s most successful individuals, families, and institutions by remaining true to our enduring...

Hi Folks,We are hiring for one of the Big 4 for Bangalore location.Credit Risk RoleSkills: Model Development, IRB LGD PD, EAD, Credit Risk, BASEL, SASExperience 2 to 12 yearsResponsibility Should have prior experience in model development, model validation or model monitoring with GSIBs or Indian Banks. Good understanding of Credit Risk Model Development...

With a startup spirit and 115,000+ curious and courageous minds, we have the expertise to go deep with the world’s biggest brands – and we have fun doing it. We dream in digital, dare in reality, and reinvent the ways companies work to make an impact far bigger than just our bottom line. We’re harnessing the power of technology and humanity to create...

You are a strategic thinker passionate about driving solutions in Finance. You have found the right team. As a Valuation Control professional in our Corporate sector, you will spend each day defining, refining and delivering set goals for our firm The Valuation Control Group (VCG) is an independent group within Finance whose primary responsibility is to...

About Northern Trust: Northern Trust, a Fortune 500pany, is a globally recognized, award-winning financial institution that has been in continuous operation since 1889.Northern Trust is proud to provide innovative financial services and guidance to the world's most successful individuals, families, and institutions by remaining true to our enduring...