Rates Model Risk Associate/VP
3 hours 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.
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Rates Model Risk Associate/VP
5 days ago
Mumbai, Maharashtra, India JPMorganChase Full time ₹ 20,00,000 - ₹ 40,00,000 per yearDescriptionWe 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...
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Rates Model Risk Associate/VP
7 days 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...
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Rates Model Risk Associate/VP
7 days ago
Mumbai, Maharashtra, India JPMorganChase Full time ₹ 20,00,000 - ₹ 40,00,000 per yearDescriptionWe 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...
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Pricing Model Validation Lead
4 weeks ago
Mumbai, India Deutsche Bank Full timeJob 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; Ensuring early and proactive...
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Pricing Model Validation Lead
3 weeks ago
Mumbai, India Deutsche Bank Full timeJob 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; Ensuring early and proactive...
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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...
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Model Validation
4 weeks ago
Mumbai, India Deutsche Bank Full timeJob Title: Model Validation - Investment Management Models, VP Corporate Title: VP Location: Mumbai, India Role 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...
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Model Validation
3 weeks ago
Mumbai, India Deutsche Bank Full timeJob Title: Model Validation - Investment Management Models, VP Corporate Title: VP Location: Mumbai, India Role 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...
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Trading Enabler
4 days ago
Mumbai, 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 other...
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Trading Enabler
2 weeks ago
Mumbai, India Deutsche Bank Full timeJob Description Position Overview 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 itself...
