Market Risk Model Performance Monitoring

Market Risk MV Model Validation, Model Development (Market Risk): 4-8 years of experience. - Proven experience in market risk, risk modeling or model validation. Assess the model's conceptual soundness and methodology. Models - Value at Risk, Counterparty Risk Exposure models, Pricing of plain vanilla and exotic derivatives, FVA, PVA, IPV, Pricing of Credit...

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...

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...

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...

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...

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

Description - External Some Careers grow faster than others. If you’re looking for a career where you can make a real impression, join HSBC and discover how valued you’ll be. HSBC is one of the largest banking and financial services organisations in the world, with operations in 64 countries and territories. We aim to be where the growth is,...

RESPONSIBILITIES Strategy The Senior Manager, Model Risk System, will support the team and colleagues in their role of managing and improving model risk systems to internal / external stakeholders by: Supporting model risk systems stakeholders across all stages of the model risk lifecycle and all model families in the group. Delivering and...

Minimum 2 Years’ experience in Model Development - Knowledge of Logistic Regression, Decision Tree - Experience in Programming languages R/Python Knowledge of Logistic Regression, Decision Tree is a must - Should have developed risk/collection models using R/Python - Experience of designing and implementing machine learning algorithms is a plus -...

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...

**JOB DESCRIPTION** As part of Risk Management and Compliance, you are at the center of keeping JPMorgan Chase strong and resilient. You help the firm grow its business in a responsible way by anticipating new and emerging risks, and using your expert judgement to solve real-world challenges that impact our company, customers and communities. Our culture in...

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 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...

Join us as a Risk Modelling Lead AnalystYou'll be developing and maintaining compliant and fit for purpose models used in the bank's risk frameworkWith your skills and expertise, you'll be able to provide clear and well-presented analysisJoin a collaborative and supportive team environment, where you'll be valued for sharing your ideas and learning from...

**About this role**: Wells Fargo is seeking an Investment Risk Associate... **In this role, you will**: - Provide focused oversight of significant fiduciary and investment risks for the company and its customers. Responsible for measuring and analyzing the client's portfolio risk, model portfolio risk, fiduciary and investment related product risk, and...

We are looking for Credit Risk Manager with having certification of FRM Level 1 or 2. Or Knowledge in Credit risk is must or Market Risk Job Monitoring portfolio distribution, concentration, and segmental risk.- Monitor portfolio performance and risks emanating from the same across product, geography, program etc.- Monitoring Portfolio risk through...

Responsibilities:- Development, Implement and Review of Credit Risk Models & Associated Frameworks in an unsecured rural/semi-urban lending context.- Implement & Monitor Credit Risk strategies across the lending life cycle-acquisition, underwriting, cross-sell & collections.- Review portfolio on periodic basis across various risk metrics for early warning...

The Risk division is responsible for credit, market and operational risk, model risk, independent liquidity risk, and insurance throughout the firm. The Risk division is responsible for credit, market and operational risk, model risk, independent liquidity risk, and insurance throughout the firm. The Goldman Sachs Group, Inc. is a leading global investment...

**About epiFi** Who we are: Simply put, a neo-banking startup for digital natives. Our mission is to help our users demystify their finances, maximize their savings and spend intelligently. We are building a highly secure - hub a savings account that allows you to consolidate your finances in a single intuitive view. Who we - re looking for: Exceptional,...

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...