Ba4 Model Risk Pricing Model Validation

Job Title: AVP Model Risk Pricing Model Validation Location: Mumbai 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...

. Join us as a "Model Risk pricing Validation speacalist " at Barclays, where you'll spearhead the evolution of our digital landscape, driving innovation and excellence. You'll harness cutting-edge technology to revolutionize our digital offerings, ensuring unapparelled customer experiences. Location-Mumbai The Traded Models IVU team is responsible for...

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...

Quantitative Risk Management - Model Validation Model Validation: The Model Validation Group (MVG) is globally responsible for independently validating the integrity and comprehensiveness of Risk Models and Valuation Models in the firm. MVG also develops measures of Model Risk, monitoring Model Risk vs. the firm’s Model Risk Appetite and escalates...

Quantitative Risk Management - Model Validation Model Validation: The Model Validation Group (MVG) is globally responsible for independently validating the integrity and comprehensiveness of Risk Models and Valuation Models in the firm. MVG also develops measures of Model Risk, monitoring Model Risk vs. the firm’s Model Risk Appetite and escalates model...

Quantitative Risk Management - Model Validation Model Validation:The Model Validation Group (MVG) is globally responsible for independently validating the integrity and comprehensiveness of Risk Models and Valuation Models in the firm. MVG also develops measures of Model Risk, monitoring Model Risk vs. the firm’s Model Risk Appetite and escalates model...

Quantitative Risk Management - Model ValidationModel Validation:The Model Validation Group (MVG) is globally responsible for independently validating the integrity and comprehensiveness of Risk Models and Valuation Models in the firm. MVG also develops measures of Model Risk, monitoring Model Risk vs. the firm’s Model Risk Appetite and escalates model...

Quantitative Risk Management - Model ValidationModel Validation:The Model Validation Group (MVG) is globally responsible for independently validating the integrity and comprehensiveness of Risk Models and Valuation Models in the firm. MVG also develops measures of Model Risk, monitoring Model Risk vs. the firm’s Model Risk Appetite and escalates model...

Quantitative Risk Management - Model ValidationModel Validation:The Model Validation Group (MVG) is globally responsible for independently validating the integrity and comprehensiveness of Risk Models and Valuation Models in the firm. MVG also develops measures of Model Risk, monitoring Model Risk vs. the firm’s Model Risk Appetite and escalates model...

Location - Mumbai- Industry - Banking, Financial Services & Insurance- Contract Type - Permanent- Published - 8 months ago - Contact - Reference - 29-3-7601- Academic title - MBA/PGDMJob description - Ensure that the model meets its stated objective - This would include reviewing the theoretical assumptions and the implementation of the model - for instance,...

Quantitative Risk Management - Model Validation Model Validation:The Model Validation Group (MVG) is globally responsible for independently validating the integrity and comprehensiveness of Risk Models and Valuation Models in the firm. MVG also develops measures of Model Risk, monitoring Model Risk vs. the firm’s Model Risk Appetite and escalates model...

Quantitative Risk Management - Model Validation Model Validation:The Model Validation Group (MVG) is globally responsible for independently validating the integrity and comprehensiveness of Risk Models and Valuation Models in the firm. MVG also develops measures of Model Risk, monitoring Model Risk vs. the firm’s Model Risk Appetite and escalates model...

Quantitative Risk Management - Model Validation Model Validation:The Model Validation Group (MVG) is globally responsible for independently validating the integrity and comprehensiveness of Risk Models and Valuation Models in the firm. MVG also develops measures of Model Risk, monitoring Model Risk vs. the firm’s Model Risk Appetite and escalates model...

Quantitative Risk Management - Model Validation Model Validation: The Model Validation Group (MVG) is globally responsible for independently validating the integrity and comprehensiveness of Risk Models and Valuation Models in the firm. MVG also develops measures of Model Risk, monitoring Model Risk vs. the firm’s Model Risk Appetite and escalates model...

India - Risk - Group Functions **Job Reference #** - 296278BR **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...

Citi’s **Risk Management** organization oversees risk-taking activities and assesses risks and issues independently of the front-line units. We establish and maintain the enterprise risk management framework that ensures the ability to consistently identify, measure, monitor, control and report material aggregate risks. Being part of our team means that...

**In Scope of Position based Promotions (INTERNAL only)** **Job Title: Model Validation Specialist** **Corporate Title: AVP** **Location: Mumbai** **Role Description** 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...

Key ResponsibilitiesValidate Treasury models, including assumptions, methodology, and data quality, in accordance with internal policies and regulatory requirements, such as Basel III, LCR, and NSFR.Collaborate with model owners and business experts to ensure the accuracy and integrity of Treasury models.Develop independent views on model methodology and...

Key ResponsibilitiesValidate Treasury models, focusing on assumptions, methodology, and data quality to ensure compliance with internal policies and regulatory requirements such as Basel III, LCR, and NSFR.Collaborate closely with model owners and business experts to develop a comprehensive understanding of Treasury models.Enforce sound practices in model...

Key ResponsibilitiesThe successful candidate will be responsible for validating Treasury models, ensuring data quality, and collaborating with model owners and business experts to ensure compliance with internal policies and regulatory requirements.Role RequirementsBachelor's or Master's degree in a quantitative field such as Mathematics, Statistics,...