Model Validation

Demonstrated programming (SAS, SQL, R, etc.). Knowledge of tools like VBA preferable.Basic knowledge of secured/unsecured banking products and US banking.Good communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences.Proven analytical skills, with the ability to identify root causes and...

Demonstrated programming (SAS, SQL, R, etc.). Knowledge of tools like VBA preferable.Basic knowledge of secured/unsecured banking products and US banking.Good communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences.Proven analytical skills, with the ability to identify root causes and...

Your role Are you an expert in analytics, statistics and finance? Are you keen to apply your knowledge to analyze and validate models? Would you like to interact with stakeholders? We're looking for a Model Validator to: scrutinize the appropriateness, quality and handling of input data assess conceptual soundness and methodology, review calibration...

**Your field of responsibility** Your responsibilities include: - The truly global scope of model risk means that this role will involve working with an exceptionally broad group of business partners from every part of the firm, investigating model risk and model governance standards and performing detailed validation of risk models. - Validation of models...

Consultant at a VP level with 5+ years min experience in derivative pricing models.Job requirements: Previous experience (for around 5 years) on derivative pricing models gained in a development or validation role In rates or hybrids area. Will challenge model assumptions, mathematical formulation, and implementation; Will conduct independent testing to...

Your role Are you an expert in analytics? Are you an innovative thinker who likes to challenge the status quo? Do you know how to work well within a team and deliver effective solutions? We're looking for someone like that to carry out independent validation of models used across different areas in UBS, by- assessing the model's conceptual soundness and...

Your field of responsibilityYour responsibilities include: The truly global scope of model risk means that this role will involve working with an exceptionally broad group of business partners from every part of the firm, investigating model risk and model governance standards and performing detailed validation of risk models. Validation of models and...

Americas Model Validation - AVP:Job ID:R0302408Full/Part-Time:Full-timeRegular/Temporary:RegularListed: Location:MumbaiPosition Overview:In Scope of Position based Promotions (INTERNAL only)**Job Title- Model Validation Specialist**Location Mumbai**Role DescriptionThe Chief Risk Office function has Group-wide responsibility for the management and control of...

**Your field of responsibility** As a part of the MRM Enterprise Risk Management Validation team, you will get exposure to modeling in a wide variety of risk areas such as credit risk, market risk, operational risk etc. The models include economic risk capital models, financial projection models, resolution models etc. The current heightened regulatory...

Job Title - AVP in Algo Trading Model ValidationLocation - MumbaiCRO Overview The Chief Risk Office function has Groupwide responsibility for the management and control of all credit, market, operational, enterprise and liquidity risks and has the responsibility of continual development of methods for risk measurement, frameworks and creating a bank wide...

**Americas Model Validation - AVP**: **Job ID**:R0302408**Full/Part-Time**:Full-time**Regular/Temporary**:Regular**Listed**:2023-11-24**Location**:Mumbai**Position Overview**: **In Scope of Position based Promotions (INTERNAL only)** **Job Title - **Model Validation Specialist** **Location - Mumbai** **Role Description** The Chief Risk Office function...

Stress Testing Model Validator - AVP:Job ID:R0270567Full/Part-Time:Full-timeRegular/Temporary:RegularListed: Location:MumbaiPosition Overview:Job Title: Model Validation SpecialistCorporate Title: AVPLocation: MumbaiCRO Overview The Chief Risk Office function has Groupwide responsibility for the management and control of all credit, market, operational,...

Job Title: Model Validation SpecialistCorporate Title: AVPLocation: MumbaiCRO Overview The Chief Risk Office function has Groupwide responsibility for the management and control of all credit, market, operational, enterprise and liquidity risks and has the responsibility of continual development of methods for risk measurement, frameworks and creating a bank...

India - Risk - Group Functions **Job Reference #** - 274745BR **City** - Mumbai **Job Type** - Full Time **Your role** - Are you an expert in analytics? Are you an innovative thinker who likes to challenge the status quo? Do you know how to work well within a team and deliver effective solutions? We're looking for someone like that to carry out...

Consultant at a VP level with 5+ years min experience in derivative pricing models. Job requirements: - Previous experience (for around 5 years) on derivative pricing models gained in a development or validation role In rates or hybrids area. - Will challenge model assumptions, mathematical formulation, and implementation; - Will conduct independent...

**Job Title - AVP in Algo Trading Model Validation** **Location - Mumbai** **CRO Overview** - The Chief Risk Office function has Group-wide responsibility for the management and control of all credit, market, operational, enterprise and liquidity risks and has the responsibility of continual development of methods for risk measurement, frameworks and...

**Job Title - IMM Model Validator - AVP** **Location - Mumbai, India** **CRO Overview** - The Chief Risk Office function has Group-wide responsibility for the management and control of all credit, market, operational, enterprise and liquidity risks and has the responsibility of continual development of methods for risk measurement, frameworks and creating...

**Americas Model Validation - AVP**: **Job ID**:R0323063**Full/Part-Time**:Full-time**Regular/Temporary**:Regular**Listed**:2024-03-14**Location**:Mumbai**Position Overview**: **In Scope of Position based Promotions (INTERNAL only)** **Job Title - **Model Validation Specialist** **Location - Mumbai, India** **Role Description** The Chief Risk Office...

**Your field of responsibility** Join us as senior model validation quant in the Model Risk Management team, focusing on the vali-dation of quantitative models in the areas of Incremental Risk Charge (IRC), FRTB Default Risk Charge (DRC), Credit Economic Risk Capital (ERC), and Operational Risk (OR). This role will help you develop a deep understanding of...

**Responsibilities**: - Develops, enhances, and validates the methods of measuring and analyzing risk, for all risk types including market, credit and operational. Also, may develop, validate and strategize uses of scoring models and scoring model related policies. - Manages model risk across the model life-cycle including model validation, ongoing...