Quantitative Model Validator
3 days ago
Reviews and analysis require a good understanding of mathematical models used, implementation methods, products traded in these markets, and the associated risks. You will provide input to model stakeholders including Front Office Trading, Front Office Quants, Market Risk Managers and Finance Controllers. Your responsibilities will include ensuring early and proactive identification of Model Risks and effectively managing and mitigating Model Risks.
You will be responsible for establishing Model Risk metrics and designing and implementing a strong Model Risk Management and governance framework. You will create bank-wide Market Risk policies and establish a culture of continuous learning within the team. You will also have opportunities for training and development to help you excel in your career and coaching and support from experts in your team.
The successful candidate will have excellent communication skills and a strong interest in financial markets and quantitative analysis. They will have experience coding in high-level languages and be able to apply their knowledge of stochastic calculus, partial differential equations, monte carlo methods and numerical algorithms to real-world problems. They will also have an academic degree in a quantitative discipline such as mathematical finance or statistics and a focus on application.
We welcome applications from all people and promote a positive, fair and inclusive work environment. We offer flexible benefits that you can tailor to suit your needs and sponsorships for Industry relevant certifications and education. Deutsche Bank offers comprehensive Hospitalization Insurance for you and your dependents and Accident and Term life Insurance. We also provide Employee Assistance Program for you and your family members and Complementary Health screening for 35 yrs. and above. Our company website provides further information about our mission and values.
-
Senior Quantitative Analyst
3 days ago
Mumbai, Maharashtra, India Deutsche Bank Full timeJob OverviewThe Pricing Model Validation team is responsible for the independent review and analysis of all derivative pricing models used for valuation and pricing across Deutsche Bank. We are looking for a skilled Senior Quantitative Analyst - Model Validation to join our team in Mumbai.Key ResponsibilitiesIndependently review and analyze derivative...
-
Quantitative Modelling Expert
4 weeks ago
Mumbai, Maharashtra, India Poonawalla Fincorp Full time**Job Description for Poonawalla Fincorp** Purpose and Scope:The role of a Quantitative Modelling Expert in Model Risk Governance is to conduct independent validation and back-testing of quantitative models used by the organisation. This ensures that the models are performing as expected and meeting regulatory standards. Key Responsibilities:**Conduct...
-
Financial Model Validator
4 days ago
Mumbai, Maharashtra, India Deutsche Bank Full timeJob DescriptionThe Risk Model Validation Specialist will be responsible for:Reviewing and analyzing market risk modelsUnderstanding mathematical models and implementation methodsVerifying models and numerical schemesCommunicating outcomes with key stakeholdersRequired skills and qualifications include:Master's or Ph.D. level qualification in a quantitative...
-
AVP Model Validation
2 weeks ago
Mumbai, Maharashtra, India The Edge Partnership - The Edge in Asia Full timeWe are currently hiring one of our clients which is a leading global banking firm which provides industry-focused services for clients across geographies. We are currently looking for a looking for a Quantitative Analyst to support the development and validation of Counterparty Exposure Models, including Potential Future Exposure (PFE) and Initial Margin...
-
AVP Model Validation
3 weeks ago
Mumbai, Maharashtra, India The Edge Partnership Full timeJob DescriptionWe are currently hiring one of our clients which is a leading global banking firm which provides industry-focused services for clients across geographies. We are currently looking for a looking for a Quantitative Analyst to support the development and validation of Counterparty Exposure Models, including Potential Future Exposure (PFE) and...
-
AVP Model Validation
3 weeks ago
Mumbai, Maharashtra, India The Edge Partnership - The Edge in Asia Full timeWe are currently hiring one of our clients which is a leading global banking firm which provides industry-focused services for clients across geographies. We are currently looking for a looking for a Quantitative Analyst to support the development and validation of Counterparty Exposure Models, including Potential Future Exposure (PFE) and Initial Margin...
-
Quantitative Analyst
5 days ago
Mumbai, Maharashtra, India Citigroup Full timeIn Risk Analytics Modeling Validation, you will play a crucial role in ensuring the accuracy and reliability of Consumer risk scoring and segmentation models. Your expertise in quantitative methods and analytical tools will help identify potential risks and recommend improvements. As part of the Consumer Valuation Models group, you will work closely with...
-
AVP Model Validation
3 weeks ago
Mumbai, Maharashtra, India The Edge Partnership - The Edge in Asia Full timeWe are currently hiring one of our clients which is a leading global banking firm which provides industry-focused services for clients across geographies. We are currently looking for a looking for a Quantitative Analyst to support the development and validation of Counterparty Exposure Models, including Potential Future Exposure (PFE) and Initial Margin...
-
Mumbai, Maharashtra, India Deutsche Bank Full timeJob Title Market Risk and Portfolio Model Validation Specialist AS Location Mumbai India Role Description The Risk division plays a critical role in identifying and managing a wide range of risks to which Deutsche Bank is exposed as part of its global operations from credit and market risks to non-financial risks As an integral...
-
Treasury Model Validation Specialist, AVP
5 days ago
Mumbai, Maharashtra, India Deutsche Bank Full timeJob DescriptionTreasury Model Validation Specialist, AVPPosition OverviewJob Title: Treasury Model Validation SpecialistCorporate Title: Assistant Vice PresidentLocation: Mumbai, IndiaRole Description- Model Risk Management (MoRM) is responsible for the management of model risk in DB Group. This includes the independent validation of risk models as well as...
-
Mumbai, Maharashtra, India Deutsche Bank Full timeJob DescriptionPosition OverviewJob Title: Market Risk and Portfolio Model Validation Specialist, ASLocation: Mumbai, IndiaRole Description- The Risk division plays a critical role in identifying and managing a wide range of risks to which Deutsche Bank is exposed as part of its global operations from credit and market risks to non-financial risks. As an...
-
Mumbai, Maharashtra, India Deutsche Bank Full timeJob DescriptionModel Validation Specialist- Derivative Pricing, ASPosition OverviewIn Scope of Position based Promotions (INTERNAL only)Job Title: Model Validation Specialist- Derivative Pricing, ASLocation: Mumbai, IndiaRole DescriptionModel Risk Management's mission is to manage, independently and actively, model risk globally in line with the bank's risk...
-
Model/Anlys/Valid Sr Analyst
1 week ago
Mumbai, Maharashtra, India Citigroup Full time+ The Model/Anlys/Valid Sr Analyst is a seasoned professional role. Applies in-depth disciplinary knowledge, contributing to the development of new techniques and the improvement of processes and work-flow for the area or function. Integrates subject matter and industry expertise within a defined area. Requires in-depth understanding of how areas...
-
Model Validation Specialist
10 hours ago
Mumbai, Maharashtra, India Deutsche Bank Full timeAbout the JobThis role requires a strong understanding of mathematical and statistical concepts, as well as excellent analytical and problem-solving skills. You will be working closely with the US model validation team to develop and implement robust model validation frameworks.Key ResponsibilitiesValidate IB Stress testing models used within the larger CCAR...
-
Quantitative Risk Associate
14 hours ago
Mumbai, Maharashtra, India Deutsche Bank Full timeAbout the RoleWe are seeking a highly skilled and detail-oriented Quantitative Risk Associate to join our team. As a Quantitative Risk Associate, you will be responsible for validating IB Stress testing models used within the larger CCAR PPNR umbrella for DB USA.Key ResponsibilitiesPerform model performance testing, scenario analysis, sensitivity analysis,...
-
Manager – Model Risk Management
3 weeks ago
Mumbai, Maharashtra, India Poonawalla Fincorp Full timeJob Summary The ideal candidate will be responsible for conducting thorough validations and back-testing of quantitative models to assess their performance. They will also support the organisation's Model Risk governance, identify model limitations and potential risks, and provide recommendations for improvements. Key Responsibilities: Conduct independent...
-
Model Risk Analyst
3 days ago
Mumbai, Maharashtra, India Deutsche Bank Full timeJob Description\ \The Pricing Model Validation team is responsible for the independent review and analysis of all derivative pricing models used for valuation and pricing across the bank.\ \About the Role\ \\The role involves independently reviewing and analysing derivative models for pricing and risk management across Credit, Securitization and Research...
-
Mumbai, Maharashtra, India Deutsche Bank Full timeJob DescriptionMarket Risk and Portfolio Model Validation Specialist, ASPosition OverviewJob Title: Market Risk and Portfolio Model Validation Specialist, ASLocation: Mumbai, IndiaRole Description- The Risk division plays a critical role in identifying and managing a wide range of risks to which Deutsche Bank is exposed as part of its global operations -...
-
Mumbai, Maharashtra, India Deutsche Bank Full timeJob DescriptionModel Validation Senior Specialist- Derivative Pricing, AVPPosition OverviewJob Title: Model Validation Senior Specialist- Derivative Pricing, AVPLocation: Mumbai, IndiaRole DescriptionModel Risk Management's mission is to manage, independently and actively, model risk globally in line with the bank's risk appetite with responsibility for:-...
-
Manager – Model Risk Management
4 weeks ago
Mumbai, Maharashtra, India Poonawalla Fincorp Full timeRoles and Responsibilities :a) Conduct independent validation and back-testing of quantitative models to assess their performanceb) Support for managing Model Risk governance in the organisationc) Identify model limitations and potential risks, providing recommendations for improvementsd) Collaborate with various departments, including risk management,...