Senior Manager Quant Model Validation Financial KPO
15 hours ago
We are hiring for a leading Financial KPO organization based at Bangalore Gurugram KolkattaPosition Sr Manager Quant Model ValidationExperience 8 10 yrs in experience in model validation development quantitative modellingStrong understanding of model risk validation frameworks and regulatory requirements Strong technical skills in python for model development Education B tech Masters MBA in Economics Mathematics Statistics Finance Computer scienceRole Responsibilities Responsible for being validator for a wide range of models like IRRBB credit risk market risk counterparty credit risk fraud detection Stress Testing AML and forecasting models Working with independent model validation function of a large banking client and will involve end to end validation of risk and regulatory models Independent model validation especially comprehensive model validation within 2nd line of defense using SR 11 7 or similar guidelines Exhaustive model validation will include conceptual assessment of models use method assumptions limitations and on going monitoring and control models outcome analysis Assessment of the model monitoring and implementation process Assessment of the model calibration techniques Good understanding of vanilla and exotic derivatives in all asset classes and their impact on various market risk VaR SVaR FRTB SBM DRC and RRAO and CCR components Thorough understanding of stochastic processes and their models stochastic volatility models yield curve models Good understanding of conventions of various markets like treasury fixed income equities commodities etc
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Risk Quants Associate
2 weeks ago
Gurgaon, India NatWest Markets Full timeOur people work differently depending on their jobs and needs. From home working to job sharing, visit the remote and flexible working page on our website to find out more. This role is based in India and as such all normal working days must be carried out in India. Join us as a Risk Quants Associate - This is a great opportunity for someone with...
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Risk Quants Associate
2 weeks ago
Gurgaon, India NatWest Group Full timeOur people work differently depending on their jobs and needs. From home working to job sharing, visit the remote and flexible working page on our website to find out more. This role is based in India and as such all normal working days must be carried out in India. Join us as a Risk Quants Associate - This is a great opportunity for someone with...
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Financial Quant
7 days ago
Kolkata, India 2palpha Full timeQuantitative Research Lead / Quant Trading Bot Developer US Stock Market Position: Full-timeLocation: Remote / WFH (US market overlap hours) Compensation: Competitive base salary + profit sharing from live strategies About Us Quant 2P Alpha is a quantitative trading and research startup focused on the US stock market. We are building our quant stack from...
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Senior Analyst
1 week ago
Bangalore, India MUFG Full timeAbout Us: MUFG Bank, Ltd. is Japan’s premier bank, with a global network spanning in more than 40 markets. Outside of Japan, the bank offers an extensive scope of commercial and investment banking products and services to businesses, governments, and individuals worldwide. MUFG Bank’s parent, Mitsubishi UFJ Financial Group, Inc. (MUFG) is one of the...
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Senior Analyst
1 week ago
bangalore, India MUFG Full timeAbout Us:MUFG Bank, Ltd. is Japan’s premier bank, with a global network spanning in more than 40 markets. Outside of Japan, the bank offers an extensive scope of commercial and investment banking products and services to businesses, governments, and individuals worldwide. MUFG Bank’s parent, Mitsubishi UFJ Financial Group, Inc. (MUFG) is one of the...
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Manager - Model Validation [T500-16607]
1 week ago
bangalore, India MUFG Full timeAbout Us:MUFG Bank, Ltd. is Japan’s premier bank, with a global network spanning in more than 40 markets. Outside of Japan, the bank offers an extensive scope of commercial and investment banking products and services to businesses, governments, and individuals worldwide. MUFG Bank’s parent, Mitsubishi UFJ Financial Group, Inc. (MUFG) is one of the...
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Manager - Model Validation [T500-16607]
1 week ago
Bangalore, India MUFG Full timeAbout Us: MUFG Bank, Ltd. is Japan’s premier bank, with a global network spanning in more than 40 markets. Outside of Japan, the bank offers an extensive scope of commercial and investment banking products and services to businesses, governments, and individuals worldwide. MUFG Bank’s parent, Mitsubishi UFJ Financial Group, Inc. (MUFG) is one of the...
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Risk Quants Associate
2 weeks ago
Gurgaon, Haryana, India RBS Full time ₹ 15,00,000 - ₹ 28,00,000 per yearJoin 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...
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Quantitative Modeler-CVA/XVA
6 days ago
bangalore, India Live Connections Full timeJob Title: Quantitative Analyst – CVA / XVA (Front Office Support)Location: BengaluruWork Model: HybridAbout the RoleWe are looking for an experienced Quantitative Analyst (Desk Quant) to join a leading investment banking environment. This role involves supporting traders directly on the desk, developing pricing models for interest rate and cross-currency...
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Quantitative Modeler-CVA/XVA
4 days ago
Bangalore, India Live Connections Full timeJob Title: Quantitative Analyst – CVA / XVA (Front Office Support) Location: Bengaluru Work Model: Hybrid About the Role We are looking for an experienced Quantitative Analyst (Desk Quant) to join a leading investment banking environment. This role involves supporting traders directly on the desk, developing pricing models for interest rate...
