Vp - Model Risk Management
5 days ago
Role OverviewThe Model Validation Analyst/Manager is responsible for independently validating risk models used across the bank's Credit Risk and Market Risk functions. This includes assessing model methodology, assumptions, data quality, performance, and regulatory compliance to ensure models are robust, reliable, and fit for purpose.Key Responsibilities- Independently validate Credit Risk models (PD, LGD, EAD, Scorecards, IFRS 9/CECL) and Market Risk models (VaR, SVaR, Expected Shortfall, Stress Testing, FRTB models).- Assess model design, conceptual soundness, statistical techniques, calibration approach, and underlying assumptions.- Review input data quality, conduct back-testing, benchmarking, sensitivity analysis, and model performance monitoring.- Develop comprehensive validation reports, model risk assessments, and challenge papers for stakeholders and regulators.- Ensure alignment with regulatory requirements such as Basel II/III/IV, SR 11-7, OCC/FRB guidelines, IFRS 9/CECL standards, and FRTB for market risk.- Partner with Model Development, Risk, Audit, and Regulatory teams to present validation results and challenge model enhancements.- Establish model monitoring frameworks and periodic validation routines.Required Skills & Qualifications- Strong understanding of credit risk modelling (PD, LGD, EAD), market risk models (VaR, ES, Greeks), and stress testing methodologies.- Proficiency in statistical and quantitative techniques—regression, time series, machine learning basics, Monte Carlo simulations.- Hands-on experience with Python, R, SAS, SQL for model testing and analysis.- Knowledge of Basel framework, IFRS 9/CECL, FRTB, and global model risk guidelines (e.G., SR 11-7).
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VP - Model Risk Management
4 days ago
New Delhi, India Client of Mancer Full timeRole Overview The Model Validation Analyst/Manager is responsible for independently validating risk models used across the bank’s Credit Risk and Market Risk functions. This includes assessing model methodology, assumptions, data quality, performance, and regulatory compliance to ensure models are robust, reliable, and fit for purpose. Key Responsibilities...
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VP - Model Risk Management
6 days ago
Greater Delhi Area, India Client of Mancer Full timeRole OverviewThe Model Validation Analyst/Manager is responsible for independently validating risk models used across the bank’s Credit Risk and Market Risk functions. This includes assessing model methodology, assumptions, data quality, performance, and regulatory compliance to ensure models are robust, reliable, and fit for purpose.Key...
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VP - Model Risk Management
7 days ago
Greater Delhi Area, IN Client of Mancer Full timeRole OverviewThe Model Validation Analyst/Manager is responsible for independently validating risk models used across the bank’s Credit Risk and Market Risk functions. This includes assessing model methodology, assumptions, data quality, performance, and regulatory compliance to ensure models are robust, reliable, and fit for purpose.Key...
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VP - Model Risk Management
6 days ago
New Delhi, India Client of Mancer Full timeRole OverviewThe Model Validation Analyst/Manager is responsible for independently validating risk models used across the
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Delhi, India Career Zoom Pte. Ltd. Full timePosition OverviewOur client is seekinga Risk & Finance Technology (VP, Data & Enterprise Services)to join their Mumbai-based Data & Enterprise Services team. This is a senior hands-on engineering role supporting technology delivery across bothFinance Technology (Accounting, Treasury, GL) and Risk Technology (Market Risk, Credit Risk) .The individual will...
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VP - Electronic Trading/Algorithmic Trading
2 weeks ago
New Delhi, India Company Full timeHi,Role - VP Electronic Trading/Algorithmic Trading Exp - 7-12 years Skills - Algo Trading, Python/R/MATLAB VP to VP Title• Analyzing as well as developing mathematical models for systematic quantitative trading strategies for example Electronic trading Algorithms, Market Making, Index Arbitrage, Execution Algorithms, Statistical Arbitrage, Portfolio...
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Risk Management – Quantitative Risk Management
3 weeks ago
New Delhi, India Nomura Full timeNomura Overview:Nomura is a global financial services group with an integrated network spanning approximately 30 countries and regions. By connecting markets East & West, Nomura services the needs of individuals, institutions, corporates and governments through its three business divisions: Wealth Management, Investment Management, and Wholesale (Global...
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Risk Management – Quantitative Risk Management
2 weeks ago
New Delhi, India Nomura Full timeNomura Overview:Nomura is a global financial services group with an integrated network spanning approximately 30 countries and regions. By connecting markets East & West, Nomura services the needs of individuals, institutions, corporates and governments through its three business divisions: Wealth Management, Investment Management, and Wholesale (Global...
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New Delhi, India Nomura Full timeNomura Overview:Nomura is a global financial services group with an integrated network spanning approximately 30 countries and regions. By connecting markets East & West, Nomura services the needs of individuals, institutions, corporates and governments through its three business divisions: Wealth Management, Investment Management, and Wholesale (Global...
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Risk Management – Quantitative Risk Management
2 weeks ago
New Delhi, India Nomura Full timeNomura Overview:Nomura is a global financial services group with an integrated network spanning approximately 30 countries and regions. By connecting markets East & West, Nomura services the needs of individuals, institutions, corporates and governments through its three business divisions: Wealth Management, Investment Management, and Wholesale (Global...
