Financial Model Risk Manager

1 day ago


Delhi, Delhi, India Acuity Knowledge Partners Full time

About the Role

We are seeking a highly skilled Financial Model Risk Manager to join our team at Acuity Knowledge Partners. As a key member of our team, you will be responsible for ensuring the integrity and accuracy of financial models used by leading financial institutions.

Key Responsibilities

  • Gain a deep understanding of the model inventory and the model risk management framework and lifecycle of the client
  • Validate CCAR Stress Testing for PPNR, balance sheet, scenario design and loss forecasting models used for internal risk management and provisioning as well as regulatory submissions
  • Assess the data requirements of the model, assumptions, and model methodology, 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 the development of best practices for model validation, assessment, and documentation
  • Mentor junior quantitative analysts and conduct training sessions on mathematical modelling, quantitative analytics, and risk management

Qualifications

  • Master's degree in STEM field from a Tier 1 college
  • Experience with CCAR modelling in an applied setting
  • Working knowledge of Stochastic Calculus, Linear Algebra, Differential Equations, Statistics, Simulation, Computational Methods, and Numerical Analysis
  • Strong knowledge of mathematical techniques used in the development of VaR computation, Risk Charge calculations, Tail Risk modelling
  • Well-versed in regression modelling (Multiple Linear, Logistic, Polynomial, Beta, Poisson, and Time Series) as well as regularization techniques used in regression such as Ridge/Lasso/Elastic Net
  • Proficient in one of R/Python and MS Excel

Estimated Salary: $120,000 - $180,000 per annum, depending on location and experience. We offer a competitive benefits package and opportunities for professional growth and development.



  • Delhi, Delhi, India Codvo Full time

    **Company Overview**Codvo is a global technology services company that empowers innovation through people and software transformations.We foster a culture of respect, fairness, growth, agility, and inclusiveness to deliver measurable results and outside-the-box thinking.Our digital strategy, design, architecture, and product management capabilities continue...


  • Delhi, Delhi, India Fi Full time

    Job DescriptionAbout Fi: A Money Management App Revolutionizing Financial GoalsWe are a deep-tech startup building a highly innovative and secure financial hub for a digital-first generation.We take pride in our pursuit of making more intelligent and faster decisions at Fi through analytics, while having fun creating value for ourselves and the...


  • Delhi, Delhi, India Codvo Full time

    About the RoleAt Codvo, we're a global empathy-led technology services company that's all about people and software transformations. Our core values of Respect, Fairness, Growth, Agility, and Inclusiveness guide us every day as we expand our digital strategy, design, architecture, and product management capabilities.Job OverviewThis role is focused on...


  • Delhi, Delhi, India Finteger Global Full time

    Finteger Global seeks a Strategic Financial Modelling Manager to support our clients in developing results-driven strategies, including financial modelling and critical industry analysis. As a key member of our team, you will work closely with senior professionals at client organisations to deliver high-quality financial models.ResponsibilitiesDevelop and...


  • Delhi, Delhi, India Emkay Global Financial Services Ltd Full time

    Job OverviewWe are seeking a highly skilled Senior Risk Management Professional to join our team at Emkay Global Financial Services Ltd. The successful candidate will be responsible for managing risk and providing exposure limits to clients, while ensuring smooth operations and data management.


  • Delhi, Delhi, India InCred Financial Services Full time

    About InCred Financial ServicesInCred Financial Services is a leading financial institution dedicated to providing innovative lending solutions.Job SummaryWe are seeking a highly skilled Senior Credit Risk Specialist to join our team. This is an exciting opportunity to work with a dynamic team and contribute to the growth of our business.Key...


  • Delhi, Delhi, India Genpact Full time

    As a Senior Financial Risk Management Lead at Genpact, you will play a crucial role in ensuring the effective management of financial crime risk. This is an exciting opportunity to join a dynamic team that prioritizes innovation and customer satisfaction.About GenpactGenpact is a global leader in providing business process and technology services. Our...


  • Delhi, Delhi, India Sumitomo Mitsui Banking Corporation – SMBC Group Full time

    Job SummaryThe Risk Management Specialist will play a pivotal role in managing and controlling risks across various domains, including Enterprise, Operational, ESG, New Products, In-Office Inspection, and ICAAP. This individual will be responsible for developing and implementing risk frameworks, policies, and procedures aligned with business objectives and...


  • Delhi, Delhi, India Aditya Birla Management Corporation Pvt Ltd Full time

    About Us:Aditya Birla Management Corporation Pvt Ltd is a leading management corporation in the industry, known for its expertise and excellence.Job Summary:We are seeking a highly skilled Financial Risk Management Specialist to join our team. This is a unique opportunity to work with a renowned company and contribute to its growth and...


  • Delhi, Delhi, India Jinko Power Technology Co., Ltd. Full time

    About the RoleWe are seeking a highly skilled Financial Model Strategist to join our team at Jinko Power Technology Co., Ltd.As a key member of our organization, you will be responsible for building, developing, and running financial models for Solar PV and Energy Storage projects.The ideal candidate will have a strong background in finance, accounting, or...


  • Delhi, Delhi, India GIC Housing Finance Ltd (GICHFL) Full time

    Job Description:GIC Housing Finance Ltd (GICHFL) seeks a Financial Risk Mitigation Specialist to join our team in Mumbai.About Us:GICHFL is a leading housing finance company in India, established in 1989. We provide housing loans to individuals and entities involved in residential construction across the country.Salary:The estimated salary for this role is...


  • Delhi, Delhi, India Vivriti Capital Full time

    Vivriti Capital is a dynamic and spirited institution that boasts of a large appetite for success through its vision of creating the largest and most valuable platform for enterprise finance.As a Risk Manager at Vivriti Capital, you will play a critical role in analysing financial statements and assessing credit risks. You will be responsible for:Analysing...


  • Delhi, Delhi, India Mizuho Full time

    Mizuho Global Services Pvt Ltd is a subsidiary company of Mizuho Bank, one of Japan's largest banks.Established in 2020 as part of Mizuho's strategy to create a global processing centre for remotely handling banking and IT operations worldwide.About UsWe foster an ethical culture that values diversity in all its forms.Our guiding principles - Mutual Respect,...


  • Delhi, Delhi, India SAEL Full time

    About SAEL GroupSAEL Group is a pioneering force in the renewable energy sector, harnessing agricultural waste as fuel to produce renewable power around the clock. With the largest capacity of waste-to-energy generation, we are making strides in the renewable energy space. Our ambitious endeavor aligns with the Government of India's vision to achieve 500 GW...


  • Delhi, Delhi, India Anplify Full time

    About the RoleWe are seeking a highly skilled and experienced Senior Financial Modeling Professional to join our team at Anplify, a leading provider of financial modeling services to Global Investment Banks and Private Equity Funds.As a Senior Financial Modeling Professional, you will be responsible for developing investment pro-forma & financial models;...


  • Delhi, Delhi, India Anplify Full time

    About the RoleWe are seeking a highly skilled Financial Modeling and Analysis Specialist to join our team at Anplify, a leading provider of financial services to global investment banks and private equity funds. The successful candidate will be responsible for developing and maintaining complex financial models, analyzing financial data, and preparing...


  • Delhi, Delhi, India Vedanta Group Full time

    Vedanta, a pioneer in the natural resources industry, is seeking a seasoned Strategic Risk Management Specialist to join its team. This exciting opportunity will be based at one of our global locations.The role involves designing and executing comprehensive risk management strategies across various business portfolios. With annual volumes exceeding 10...

  • Credit Risk Analyst

    2 weeks ago


    Delhi, Delhi, India Acies Consulting Full time

    About the RoleWe are seeking a skilled Credit Risk Specialist to join our team at Acies Consulting. As a key member of our credit risk modeling department, you will have the opportunity to work on exciting projects with leading banks, financial institutions, and corporates.Job SummaryThe successful candidate will be responsible for developing and...


  • Delhi, Delhi, India SAEL Full time

    About SAEL Group:We are a pioneering force in the renewable energy sector, dedicated to harnessing the power of solar and biomass to drive sustainable growth. Our vision is to establish a world-class portfolio of renewable assets, spanning 5 GW of capacity by 2030, in line with the Government of India's ambitious targets.As a key player in this endeavour,...


  • Delhi, Delhi, India Genpact Full time

    About the RoleWe are seeking a highly skilled and experienced Senior Model Validation Lead to join our team in India. As a key member of our Model Risk Management team, you will be responsible for leading independent model validation activities for credit risk models, ensuring compliance with regulatory guidelines.