Model Risk Quantitative Analyst, VP

3 days ago

Gurgaon, Haryana, India RBS Full time ₹ 12,00,000 - ₹ 36,00,000 per year

Join us as a Model Risk Quantitative Analyst

  • If you have excellent quantitative modelling skills and a talent for problem solving, we think you'll enjoy a real sense of purpose in this role
  • You'll be harnessing your mathematical prowess to evaluate and validate sophisticated and widely used pricing models across our bank
  • It's a chance to deepen your knowledge, develop your profile and explore your potential in a truly purpose-led role and inclusive team
  • We're offering this role at vice president level
What you'll do

In today's rapidly changing world, our ability to understand tomorrow and make better decisions today is key. But while we can't see into the future, we can use data to predict it. And when we use this data and the assumptions derived from it to model what our future could look like, we can begin to navigate the unknown, alleviate uncertainty and uncover valuable insights.

But using these models invariably presents model risk. And as our Model Risk Quantitative Analyst, it'll be your job to review and independently validate our pricing models to determine their adequacy, limitations, and the level of model risk they pose.

Day to day, you'll be:

  • Assessing and performing Prudential Valuation and Model Risk Valuation Adjustment calculations
  • Facilitating model risk analysis to satisfy our regulatory responsibilities
  • Sharing your findings and any significant risks with your stakeholders
  • Providing oversight of our first line of defence model assurance activities
  • Reviewing analysis, code and reports developed by our Model Development teams
  • Developing our codebase by adding functionality, fixing issues and testing code
The skills you'll need

With a degree in a quantitative subject like Mathematics, Physics or Quantitative Finance, you'll bring the determination and perseverance that comes with tackling ideas that are hard to understand and problems that are hard to solve. And with great communication skills, you'll be able to assimilate highly technical information, simplify complex concepts, and deliver clear mathematical exposition too.

You'll also bring great working habits like being organised, thorough and painstaking in your work, good at working under pressure, and equally content working on your own or together as a team.  

And you'll bring this all together with:

  • Advanced quantitative modelling skills
  • Post-graduate experience in model valuation
  • A basic understanding of the risks and issues posed by pricing models
  • An understanding of derivatives pricing, ideally relating to rates derivatives, FX derivatives or xVA
  • Programming experience in Python, R, C# or another relevant language

Hours

45

Job Posting Closing Date:

19/10/2025

  • Model Risk Analyst

    2 days ago

    Gurgaon, Haryana, India Sbi Cards And Payment Services Limited Full time ₹ 12,00,000 - ₹ 36,00,000 per year

    Senior Manager - Model Risk Analyst About the company SBI Card is a leading pure-play credit card issuer in India, offering a wide range of credit cards to cater to diverse customer needs. We are constantly innovating to meet the evolving financial needs of our customers, empowering them with digital currency for seamless payment experience and indulge...

  • Quantitative Analyst

    7 days ago

    Gurgaon, Haryana, India Graviton Research Capital LLP Full time US$ 1,50,000 - US$ 2,00,000 per year

    Graviton is a privately funded quantitative trading firm striving for excellence in financial markets' research. We trade across a multitude of asset classes and trading venues using a gamut of concepts and techniques ranging from time series analysis, filtering, classification, stochastic models, pattern recognition to statistical inference analysing...

  • Risk Quants Associate

    3 days ago

    Gurgaon, Haryana, India RBS Full time ₹ 15,00,000 - ₹ 28,00,000 per year

    Join us as a Risk Quants AssociateThis is a great opportunity for someone with experience in a quantitative role to join our Risk functionYou'll be working closely with quantitative analysts across asset classes to identify and assess diffusion models and pricer approximationsThis role will provide you with a platform to keep building your knowledge and...

  • Risk Quants Associate

    6 days ago

    Gurgaon, Haryana, India NatWest Group Full time ₹ 15,00,000 - ₹ 25,00,000 per year

    Risk Quants Associate Join us as a Risk Quants AssociateThis is a great opportunity for someone with experience in a quantitative role to join our Risk function You'll be working closely with quantitative analysts across asset classes to identify and assess diffusion models and pricer approximations This role will provide you with a platform to keep...

  • Data Modeler,VP

    2 weeks ago

    Gurgaon, Haryana, India RBS Full time ₹ 20,00,000 - ₹ 25,00,000 per year

    Join us as a Data ModellerWorking closely with our business analysts and data management specialists, you'll translate data requirements into structured representations of data using data modelling toolsYou'll participate in data design review workshops, and you'll have ownership of data design and data models across different areasThis is an opportunity to...

  • Associate - Model Risk Management, Model Validation Team

    2 weeks ago

    Gurgaon, Haryana, India BLACKROCK Full time ₹ 10,000 - ₹ 25,000 per year

    Job Description About this role Business Overview The Risk & Quantitative Analysis (RQA) group provides independent oversight of BlackRocks fiduciary and enterprise risks. RQAs mission is to advance the firms risk management practices and deliver independent risk advice and constructive challenge to drive better business and investment outcomes. RQAs...

  • Quantitative Developer

    2 days ago

    Gurgaon, Haryana, India Findoc Full time ₹ 15,00,000 - ₹ 25,00,000 per year

    We are seeking a highly skilled and motivatedQuantitative Developerto join our [trading / quantitative research / risk] team. In this role, you will work at the intersection of software engineering and quantitative research, building robust, high-performance systems that drive trading strategies and risk management.You will collaborate closely with...

  • Data Modeler

    1 week ago

    Gurgaon, Haryana, India NatWest Group Full time ₹ 20,00,000 - ₹ 25,00,000 per year

    Data Modeler,VP Join us as a Data ModellerWorking closely with our business analysts and data management specialists, you'll translate data requirements into structured representations of data using data modelling tools You'll participate in data design review workshops, and you'll have ownership of data design and data models across different areas ...

  • Senior Analyst- Model Development-Credit Risk

    2 weeks ago

    Gurgaon, Haryana, India Evalueserve Full time ₹ 20,00,000 - ₹ 25,00,000 per year

    Elevate Your Impact Through Innovation and LearningEvalueserve is a global leader in delivering innovative and sustainable solutions to a diverse range of clients, including over 30% of Fortune 500 companies. With a presence in more than 45 countries across five continents, we excel in leveraging state-of-the-art technology, artificial intelligence, and...

  • Quantitative Trader

    1 week ago

    Gurgaon, Haryana, India SKS Enterpprises - Human Resource Planning and Management Full time ₹ 12,00,000 - ₹ 36,00,000 per year

    Position Name:Quant Trader/ResearcherLocation:GurgaonExperience Range: 3+years as a Quant Trader in Indian MarketRole Overview :We are seeking a highly motivated and analytical Quantitative Trader to join our dynamic trading team. In this role, you will design, implement, and execute data-driven trading strategies across various asset classes under Indian...