Quantitative Risk Modeler

2 days ago


Bengaluru, Karnataka, India Acuity Knowledge Partners Full time
Job Title: Quantitative Risk Modeler

Award-winning Acuity Knowledge Partners is seeking an experienced Quantitative Risk Modeler to join our team in New York. As a key member of our risk management group, you will play a crucial role in ensuring the accuracy and reliability of our quantitative models.

We are offering a competitive salary of $120,000 per year, along with comprehensive benefits and opportunities for career growth. If you have a passion for mathematical modeling and a strong background in finance, we encourage you to apply.

About the Role:

As a Quantitative Risk Modeler, you will be responsible for validating and verifying our proprietary models used for risk assessment and decision-making. You will work closely with cross-functional teams to identify areas for improvement and develop solutions to enhance model performance. Your expertise will help us maintain a competitive edge in the market and ensure compliance with regulatory requirements.

Key Responsibilities:

- Validate CCAR stress testing models used for internal risk management and regulatory submissions
- Analyze model outcomes, track ongoing model performance, and run stress tests on models based on company-specific or regulatory stressed economic scenarios
- Provide guidance to model owners for remediation of issues identified during validation to achieve MRM policy adherence
- Support client's model risk management group in meeting their regulatory commitments
- Interact proactively and build strong relationships with various model owners/stakeholders

Requirements:

- M.Sc/PhD in Mathematics / Statistics / Economics or MBA Finance with experience in an MRM role
- Exposure to CCAR modelling in an applied setting
- Working knowledge in stochastic calculus, linear algebra, differential equations, statistics, simulation, computational methods, and numerical analysis
- Strong knowledge in mathematical techniques used in VaR computation, risk charge calculations, and tail risk modeling

Benefits:

- Competitive salary: $120,000 per year
- Comprehensive health insurance
- 401(k) retirement plan
- Generous paid time off
- Opportunities for professional growth and development

  • Bengaluru, Karnataka, India Acuity Knowledge Partners Full time

    At Acuity Knowledge Partners, we are seeking a seasoned Quantitative Risk Modeling Lead to join our team. This is a pivotal role that will lead the risk modeling and quantitative research team, responsible for developing and maintaining proprietary risk models and statistical analyses for use in risk analysis, measurement, and portfolio reporting.About the...


  • Bengaluru, Karnataka, India Goldman Sachs Full time

    At Goldman Sachs, we're committed to delivering innovative solutions for risk management. As a Quantitative Risk Modeling Engineer, you'll play a pivotal role in shaping our risk management framework.Job OverviewWe're seeking a highly analytical and skilled engineer to join our Risk Engineering team in Bengaluru. This is an exciting opportunity to work with...


  • Bengaluru, Karnataka, India E902 DWS India Private Limited, Maharashtra Branch Full time

    Company OverviewE902 DWS India Private Limited, Maharashtra Branch is a leading asset manager with EUR 841bn of assets under management. With over 60 years of experience, we have a reputation for excellence in the industry.Job DescriptionWe are seeking a highly skilled Risk Validation Expert - Quantitative Modeling to join our team. In this role, you will be...


  • Bengaluru, Karnataka, India Goldman Sachs Full time

    Unlock Opportunities in Quantitative Risk ModelingAt Goldman Sachs, we're dedicated to fostering a diverse and inclusive environment that encourages growth and success. As a Quantitative Risk Modeling Engineer in our Bengaluru office, you'll have the opportunity to work with a talented team of professionals who share your passion for innovation and...


  • Bengaluru, Karnataka, India Acuity Knowledge Partners Full time

    We are seeking a highly skilled Quantitative Risk Model Specialist to join our team at Acuity Knowledge Partners. As a critical member of our risk management group, you will play a key role in supporting our engagements with leading financial institutions.About the RoleThis is an exciting opportunity for a talented individual with expertise in market risk...


  • Bengaluru, Karnataka, India WELLS FARGO BANK Full time

    About This RoleWe are seeking a skilled Quantitative Modeling Specialist to join our team at Wells Fargo Bank. As a Senior Quantitative Analytics Specialist, you will play a critical role in developing and implementing regulatory Credit risk models, RRP Valuation, and PPNR models for Commercial portfolios.ResponsibilitiesDevelop and implement complex...


  • Bengaluru, Karnataka, India Northern Trust Full time

    Job Title: Quantitative Model ValidatorNorthern Trust is seeking a talented Quantitative Model Validator to join our team.Estimated Salary: $150,000 - $220,000 per year.About the Role:You will be responsible for validating quantitative models used for Liquidity Risk Management and Market Risk Management. This includes stress testing, liquid asset buffer,...


  • Bengaluru, Karnataka, India MUFG Global Service Private Limited Full time

    Job Title: Quantitative Model ValidatorAbout the Role:We are seeking a highly skilled Quantitative Model Validator to join our team at MUFG Global Service Private Limited. As a key member of our Model Risk Management function, you will be responsible for ensuring that all quantitative models used by MUFG in EMEA are validated and comply with regulatory...


  • Bengaluru, Karnataka, India Genpact Full time

    Job DescriptionWe are seeking a highly skilled Senior Quantitative Risk Model Validation Expert to join our team in India (Bangalore, Gurgaon or Kolkata). This role offers an estimated salary of ₹25,00,000 per annum.About the Role:In this position, you will work closely with our Enterprise's Model Risk Management Teams to validate credit risk models for a...


  • Bengaluru, Karnataka, India Moody's Full time

    Company OverviewMoodys is a global integrated risk assessment firm that empowers organizations to make better decisions. With a developmental culture that values growth and diversity, we are committed to creating an inclusive environment where each person can reach their full potential.Job DescriptionWe are seeking a skilled Quantitative Modeling Expert to...


  • Bengaluru, Karnataka, India Genpact Full time

    About the RoleWe are seeking a highly skilled Senior Quantitative Model Validator to join our team. As a key member of our Enterprise's Model Risk Management team, you will be responsible for validating credit risk models for one of our leading BFS clients in North America.Key ResponsibilitiesWork with the Model Risk Management team to validate credit risk...


  • Bengaluru, Karnataka, India KPMG India Full time

    KPMG India is a professional services firm with a strong presence in the country since August 1993. Our professionals leverage our global network and are conversant with local laws, regulations, markets, and competition. With offices across India, we offer services to national and international clients across various sectors.About the RoleWe are seeking a...


  • Bengaluru, Karnataka, India MUFG Global Service Private Limited Full time

    Job Description: We are looking for a skilled Risk Modelling Analyst to join our Model Risk Management team at MUFG Global Service Private Limited. The successful candidate will be responsible for designing, implementing, and validating risk models used by MUFG in EMEA. This includes conducting quantitative analysis, reviewing model frameworks, assumptions,...


  • Bengaluru, Karnataka, India Gallagher Full time

    About the RoleWe are seeking a skilled Quantitative Risk Specialist to join our team at Gallagher. As a key member of our Catastrophe Modeling team, you will be responsible for analyzing and quantifying risk exposures for insurance companies. Your expertise in modeling complex insurance and reinsurance terms will play a crucial role in helping us deliver...


  • Bengaluru, Karnataka, India Goldman Sachs Full time

    Unlock Your Potential as a Quantitative Risk EngineerAre you ready to take your career to the next level in a dynamic and fast-paced environment? We are seeking a skilled Quantitative Risk Engineer to join our team in Bengaluru. As a key member of our group, you will play a vital role in developing and implementing advanced quantitative models to manage risk...


  • Bengaluru, Karnataka, India Genpact Full time

    Genpact is a global professional services firm delivering outcomes that shape the future. Our team of experts, with their innate curiosity and entrepreneurial agility, drives our relentless pursuit of a world that works better for people.We are inviting applications for the role of Senior Quantitative Analyst - Credit Risk Model Validation. In this position,...


  • Bengaluru, Karnataka, India Genpact Full time

    Job DescriptionWe are seeking a highly skilled and experienced Senior Quantitative Model Validation Expert to join our team in India (Bangalore, Gurgaon or Kolkata). As a key member of our Enterprise's Model Risk Management Team, you will be responsible for validating credit risk models for a BFS client in North America.In this role, you will work closely...


  • Bengaluru, Karnataka, India First Abu Dhabi Bank Full time

    Job Summary: We are seeking an experienced Senior Quantitative Risk Model Validator and Governance Lead to lead model validation and monitoring for non-Retail models within our Global Banking Services (GBS) team. The ideal candidate will have a strong background in statistical science, technical knowledge of risk models, and industry experience with...


  • Bengaluru, Karnataka, India Flipped Full time

    Flipped is seeking a highly skilled Quantitative Modeling Expert to join our team in Bangalore, Karnataka. The estimated salary for this role is ₹25-40 lakhs per annum.About the CompanyFlipped is a dynamic and innovative company that aims to achieve superior returns over the mid to long term through advanced quantitative models.Job DescriptionThe...


  • Bengaluru, Karnataka, India Goldman Sachs Full time

    At Goldman Sachs, we're seeking a highly skilled Quantitative Modeling Specialist to join our team in Bengaluru. As a key member of our quantitative analytics group, you will play a critical role in developing and implementing advanced mathematical models to drive business growth and optimize risk management.About the RoleThe ideal candidate will possess a...