Stress Testing Model Validation

**Responsibilities**: - Document end-to-end methodology for Rapid Stress Testing, coordinating with heads of Forecasting and Analytics groups and Risk Model Utility leads. - Implement a quarterly process for gap assessment between the Material Risk Inventory and scenario suite. - Implement process to update scenarios based on quarterly gap assessment. -...

**Job Title**: WCR Portfolio - Stress Testing **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...

Responsible for Consumer Retail Credit Loss Forecasting Models Oversight and Governance in Asia and European countries. - With in-depth understanding of the model life cycle and model risk management, ensure compliance of applicable policies and regulatory requirements pertaining to model development, validation, usage and on-going performance assessment; -...

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...

**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...

You are a strategic thinker passionate about driving solutions in **Financial Analysis **. You have found the right team. As a Stress Testing - Associate, within Corporate Finance, you will contribute to the execution of the Comprehensive Capital Analysis & Review and Risk Appetite stress testing forecasts as they relate to our $30B portfolio of products. In...

About KPMG in IndiaKPMG entities in India are professional services firms with a strong presence across the country. Our professionals leverage the global network of firms, and are conversant with local laws, regulations, markets, and competition. Established in India in 1993, we have offices in major cities such as Ahmedabad, Bengaluru, Chandigarh, Chennai,...

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,...

**JOB DESCRIPTION** You are a strategic thinker passionate about driving solutions in **Financial Analysis**. You have found the right team. As a Stress Testing - Associate, within Corporate Finance, you will contribute to the execution of the Comprehensive Capital Analysis & Review and Risk Appetite stress testing forecasts as they relate to our $30B...

Job description **Qualification - CA / MBA Finance** **Exp - up to 2 years** **Skills**: Financial modelling, Presentation Analysis, Teaser Preparation. Job Location - Fort Mumbai Timings - 11am - 7pm Mon - Sat Job Roles - Leverages industry, economic, and market information to perform model development and other model related activities statement...

Key responsibilities Validate Treasury models, including assumptions, methodology, and data quality. Collaborate with model owners and business experts. Ensure compliance with internal policies and regulatory requirements (Basel III, LCR, NSFR). Develop independent views on model methodology and challenge assumptions. Prepare validation documents...

Description -: 1. Prepare / Review Project Design basis for Stress Analysis. 2. Prepare Stress Critical Line List. 3. Expertise in piping stress analysis 4. Execute Stress analysis using software Caesar-II / ROHR2. 5. Independently perform stress analysis task. 6. Mark-up stress related data (routing changes, support location and types, etc.) on...

Description Model Risk Management (MRM) is an independent oversight function. The Mumbai center is one of the five MRM locations across the globe and is responsible for development and maintenance of Model Risk Management Policy and procedures, for evaluation and approval of very high, high and medium high risk models used in global consumer risk...

**JOB DESCRIPTION** You are a strategic thinker passionate about driving solutions in **financial analysis**. You have found the right team. Financial Planning & Analysis (FP&A) is primarily responsible for leading and coordinating the budgeting and forecasting process, including the short - and long-term projection of earnings and capital over varying...

Description -: 1. Prepare / Review Project Design basis for Stress Analysis. 2. Prepare Stress Critical Line List. 3. Expertise in piping stress analysis 4. Execute Stress analysis using software Caesar-II / ROHR2. 5. Independently perform stress analysis task. 6. Mark-up stress related data (routing changes, support location and types, etc.) on...

**JOB DESCRIPTION** You are a strategic thinker passionate about driving solutions in Finance. You have found the right team. As a Financial Analysis professional in our Corporate & Investment Banking, you will spend each day defining, refining and delivering set goals for our firm Financial Planning & Analysis (FP&A) is primarily responsible for leading...

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...

Job Title: BA4 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...

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...