AVP - Risk (Model Validation)
4 weeks ago
Job Description Job Description Job Title: Credit Risk Analyst - ECL, PD, LGD Modelling Job Brief: We are seeking a detail-oriented and analytical Credit Risk Analyst to join our team. The ideal candidate will specialize in credit risk modelling, particularly in the areas of Expected Credit Loss (ECL) under CECL/IFRS 9, and the development and validation of PD (Probability of Default) and LGD (Loss Given Default) models. This role is critical in supporting the organization's credit risk strategy and ensuring compliance with regulatory standards. Key Responsibilities: Credit Risk Assessment & Modelling 1. Interact with senior management for driving Business growth and optimizing risk though analytical solutions 2. Use sophisticated statistical techniques to design advanced analytical scorecards for customer acquisition, customer lifecycle management and collections 3. Credit Risk Analytics with prime exposure to Ind AS, ECL, BASEL and IFRS9 Modelling. Maintain documentation and controls in line with internal and external audit standards 4. Development, validation and Implementation of credit risk models - ECL: PD, LGD estimation, CECL - forward looking PD estimation using Time Series, OpVar Calculation, recovery estimation, portfolio valuation (buyouts, sell-down). 5. Compile and analyse macroeconomic and borrower-specific data for model inputs. 6. Analyse financial data and borrower behaviour to assess creditworthiness 7. Portfolio Analysis and deep dive on various segments/cohorts 8. Manage Bureau relationship and leverage it for market trends/insights 9. Data augmentation through external/Alternate Data providers partners for better scoring 10. Use of Machine Learning algorithm for advanced analytics 11. Collaborate with business users for implementation and monitoring of scorecards/solutions and impact on business and risk 12. Implementation of analytical solutions through IT platform Cross-functional Collaboration . Work with Risk, credit, finance, and data teams to align risk models with business needs. . Provide insights and recommendations to optimize credit decisions Qualifications: . Bachelor's or Master's degree in Finance, Economics, Statistics, or related field.(From premium Institutes like DSE, MSE, ISI, IIT) . 3+ years of experience in credit risk analysis or financial modelling. . Proficiency in statistical software (e.g., SAS, R, Python) and Excel. . Strong understanding of CECL/IFRS 9 frameworks and credit risk metrics. . Excellent analytical, problem-solving, and communication skills
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Risk Manager/Senior Risk Manager
3 weeks ago
Bengaluru, India Deutsche Bank Full timeJob Description Risk Manager/Senior Risk Manager - Model Validation, AVP Position Overview Job Title: Risk Manager/Senior Risk Manager - Model Validation Corporate Title: AVP Location: Bangalore, India Role Description The Risk platform is the independent risk oversight function of DWS. Model Risk is part of the Risk function and is designed to provide...
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(15h Left) Risk Manager/Senior Risk Manager
3 weeks ago
Bengaluru, India Deutsche Bank Full timeJob Description Position Overview Job Title: Risk Manager/Senior Risk Manager - Model Validation Corporate Title: AVP Location: Bangalore, India Role Description The Risk platform is the independent risk oversight function of DWS. Model Risk is part of the Risk function and is designed to provide governance and control to manage a variety of models used in...
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Senior Consultant, Model Validation
4 weeks ago
Bengaluru, India Northern Trust Full timeJob Description About Northern Trust Northern Trust, a Fortune 500 company, is a globally recognized, award-winning financial institution that has been in continuous operation since 1889. Northern Trust is proud to provide innovative financial services and guidance to the world's most successful individuals, families, and institutions by remaining true to...
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Noida, India Barclays Full timeJob Description Step into the role of Model Risk Measurement & Quantification- AVP. At Barclays, we are more than a bank we are a force for progress. You will be responsible for the framework design and end to-end assessment of model uncertainty (at model level & in aggregate where multiple models are used within larger frameworks to produce key risk...
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Mumbai, India Deutsche Bank Full timeJob Description Position Overview In Scope of Position based Promotions (INTERNAL only) Job Title: Model Validation Senior Specialist- Derivative Pricing, AVP 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: -...
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Mumbai Nirlon Knowledge Pk B, India Deutsche Bank Full time ₹ 8,00,000 - ₹ 24,00,000 per yearModel Validation Senior Specialist- Derivative Pricing, AVP Job Description: In Scope of Position based Promotions (INTERNAL only) Job Title: Model Validation Senior Specialist- Derivative Pricing, AVP Location: Mumbai, India Role Description Model Risk Management's mission is to manage, independently and actively, model risk globally in...
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Mumbai Nirlon Know. Pk B, India Deutsche Bank Full time ₹ 12,00,000 - ₹ 36,00,000 per yearMoRM Americas Model Validation Specialist - Associate Job Description: In Scope of Position based Promotions (INTERNAL only) Job Title: MoRM Americas Model Validation Specialist - Associate Location: Mumbai, India Role Description Model Risk Management's mission is to manage, independently and actively, model risk globally in line with the...
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Data Modeller
4 weeks ago
Pune, India Deutsche Bank Full timeJob Description Position Overview Job Title: Data Modeller - AVP Location: Pune, India Role Description - As an AVP, Data Modeler within Deutsche Bank's Data Governance and Architecture team for Private Bank, you will be a key driver in shaping the bank's enterprise data landscape. - You will apply your extensive expertise (1215 years) in data modeling...
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Risk Analyst, Model Risk Management
4 weeks ago
Hyderabad, India ICE Full timeJob Description Job Description Job Purpose The Model Risk Management (MRM) team, a part of the global Enterprise Risk Management function at ICE, is looking for a Risk Analyst. The successful candidate will assist the MRM team in performing independent validation of quantitative models used across ICE's business units, as well as communication of testing...
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Model Validation Specialist
1 week ago
Mumbai Nirlon Knowledge Pk B, India Deutsche Bank Full time ₹ 12,00,000 - ₹ 36,00,000 per yearModel Validation Specialist - Associate Job Description: In Scope of Position based Promotions (INTERNAL only) Job Title: Model Validation Specialist- Derivative Pricing 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...
