Risk Model Expert
9 hours ago
Job SummaryThe successful candidate will serve as a subject matter expert for risk models, with an in-depth understanding of FRTB guidelines. They will collaborate closely with model users, including Risk managers.Expertise in all FRTB capital models, as well as PLA/ RFET, is essential.A strong background in Market Risk RWA modelling, preferably on FRTB SA and IMA models, along with Python coding skills, are required.Proficiency in SQL and Excel is also necessary.Key responsibilities include ensuring that FRTB SA & IMA models meet their stated objectives by developing robust methodologies for SBA, RRAO, SA DRC, Risk factor eligibility test tools, NMRF SES, IMA DRC, and IMA ESF.
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Scorecards, Modeling, Risk analytics
3 weeks ago
Mumbai, India YES BANK Full timeKey Responsibilities:· Develop predictive models using latest machine learning / statistical methods across the domains of Risk, customer & sales· Define and establish robust model evaluation & governance framework· Engage with the Risk & Model Committees· Responsible for the end-to-end development and implementation of all scorecards/risk monitoring...
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Scorecards, Modeling, Risk analytics
3 weeks ago
Mumbai, India YES BANK Full timeKey Responsibilities: · Develop predictive models using latest machine learning / statistical methods across the domains of Risk, customer & sales · Define and establish robust model evaluation & governance framework · Engage with the Risk & Model Committees · Responsible for the end-to-end development and implementation of all scorecards/risk monitoring...
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Scorecards, Modeling, Risk analytics
3 weeks ago
Mumbai, India YES BANK Full timeKey Responsibilities : · Develop predictive models using latest machine learning / statistical methods across the domains of Risk, customer & sales · Define and establish robust model evaluation & governance framework · Engage with the Risk & Model Committees · Responsible for the end-to-end development and implementation of all scorecards/risk...
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Scorecards, Modeling, Risk analytics
3 weeks ago
Mumbai, India YES BANK Full timeKey Responsibilities : · Develop predictive models using latest machine learning / statistical methods across the domains of Risk, customer & sales· Define and establish robust model evaluation & governance framework· Engage with the Risk & Model Committees· Responsible for the end-to-end development and implementation of all scorecards/risk monitoring...
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Scorecards, Modeling, Risk analytics
2 weeks ago
mumbai, India YES BANK Full timeKey Responsibilities:· Develop predictive models using latest machine learning / statistical methods across the domains of Risk, customer & sales· Define and establish robust model evaluation & governance framework· Engage with the Risk & Model Committees· Responsible for the end-to-end development and implementation of all scorecards/risk monitoring...
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Risk Modeler
7 days ago
Mumbai, India Citi Full time**Job Purpose**: The Risk Modeler will be part of a team supporting Citi’s risk transformation Initiative to address rapidly evolving regulatory requirements in various jurisdictions for implementing “Fundamental Review of the Trading Book (FRTB)”. The team will be responsible for actively participating in and supporting the development of computation...
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Model Risk Intern
2 weeks ago
Mumbai, India Deutsche Bank Full time**Job Title - **MoRM Treasury Model Validation Specialist (NCT)** **Location - Mumbai** **Role Description** Within Deutsche Bank’s Risk division, Model Risk Management (MoRM) works globally with all business and infrastructure divisions. Model Risk Management’s mission is to manage, independently and actively, model risk globally in line with the...
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Scorecards, Modeling, Risk analytics
3 weeks ago
Mumbai Metropolitan Region, India YES BANK Full timeKey Responsibilities : · Develop predictive models using latest machine learning / statistical methods across the domains of Risk, customer & sales · Define and establish robust model evaluation & governance framework · Engage with the Risk & Model Committees · Responsible for the end-to-end development and implementation of all scorecards/risk...
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Scorecards, Modeling, Risk analytics
4 weeks ago
Mumbai Metropolitan Region, India YES BANK Full timeKey Responsibilities:· Develop predictive models using latest machine learning / statistical methods across the domains of Risk, customer & sales· Define and establish robust model evaluation & governance framework· Engage with the Risk & Model Committees· Responsible for the end-to-end development and implementation of all scorecards/risk monitoring...
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Scorecards, Modeling, Risk analytics
2 weeks ago
Mumbai City District, India Yes Bank Full time ₹ 12,00,000 - ₹ 36,00,000 per yearKey Responsibilities:Develop predictive models using latest machine learning / statistical methods across the domains of Risk, customer & salesDefine and establish robust model evaluation & governance frameworkEngage with the Risk & Model CommitteesResponsible for the end-to-end development and implementation of all scorecards/risk monitoring framework...