Model/Anlys/Valid Analyst I

The Model/Anlys/Valid Intmd Anlyst is a developing professional role. Deals with most problems independently and has some latitude to solve complex problems. Integrates in-depth specialty area knowledge with a solid understanding of industry standards and practices. Good understanding of how the team and area integrate with others in accomplishing the...

**Responsibilities**: - Develops, enhances, and validates the methods of measuring and analyzing risk, for all risk types including market, credit and operational. Also, may develop, validate and strategize uses of scoring models and scoring model related policies. - Manages model risk across the model life-cycle including model validation, ongoing...

The Model/Anlys/Valid Analyst II is a developing professional role. Applies specialty area knowledge in monitoring, assessing, analyzing and/or evaluating processes and data for Artificial Intelligence and Machine Learning models (AI/ML). Identifies policy gaps and formulates policies. Interprets data and makes recommendations. Researches and interprets...

The Model/Anlys/Valid Mgr provides full leadership and supervisory responsibility. Provides operational/service leadership and direction to team(s). Applies in-depth disciplinary knowledge through provision of value-added perspectives or advisory services. May contribute to the development of new techniques, models and plans within area of expertise. Strong...

Key ResponsibilitiesValidate Treasury models, including assumptions, methodology, and data quality, in accordance with internal policies and regulatory requirements, such as Basel III, LCR, and NSFR.Collaborate with model owners and business experts to ensure the accuracy and integrity of Treasury models.Develop independent views on model methodology and...

Key ResponsibilitiesValidate Treasury models, focusing on assumptions, methodology, and data quality to ensure compliance with internal policies and regulatory requirements such as Basel III, LCR, and NSFR.Collaborate closely with model owners and business experts to develop a comprehensive understanding of Treasury models.Enforce sound practices in model...

Job Summary:The Model/Anlys/Valid Sr Analyst is a seasoned professional role at 12542 Citicorp Services India Private Limited. This position requires a seasoned professional with in-depth disciplinary knowledge, contributing to the development of new techniques and the improvement of processes and work-flow for the area or function.Key...

Treasury Model Validation Role:Validate Treasury models, including assumptions, methodology, and data quality, to ensure compliance with internal policies and regulatory requirements.Collaborate with model owners and business experts to develop independent views on model methodology and challenge assumptions.Prepare validation documents and manage model...

Key responsibilities Validate Treasury models, including assumptions, methodology, and data quality. Collaborate with model owners and business experts. Ensure compliance with internal policies and regulatory requirements (Basel III, LCR, NSFR). Develop independent views on model methodology and challenge assumptions. Prepare validation documents...

Consultant at a VP level with 5+ years min experience in derivative pricing models. Job requirements: - Previous experience (for around 5 years) on derivative pricing models gained in a development or validation role In rates or hybrids area. - Will challenge model assumptions, mathematical formulation, and implementation; - Will conduct independent...

Quantitative Risk Management - Model Validation Model Validation: The Model Validation Group (MVG) is globally responsible for independently validating the integrity and comprehensiveness of Risk Models and Valuation Models in the firm. MVG also develops measures of Model Risk, monitoring Model Risk vs. the firm’s Model Risk Appetite and escalates...

Quantitative Risk Management - Model Validation Model Validation: The Model Validation Group (MVG) is globally responsible for independently validating the integrity and comprehensiveness of Risk Models and Valuation Models in the firm. MVG also develops measures of Model Risk, monitoring Model Risk vs. the firm’s Model Risk Appetite and escalates model...

India - Risk - Group Functions **Job Reference #** - 298497BR **City** - Mumbai **Job Type** - Full Time **Your role** - Are you a data scientist with hands-on working style and enthusiasm to assure that models are fit for purpose? - In your role as Compliance Model Validation Quantitative Analyst, you’ll: - assess the model's conceptual soundness,...

Location - Mumbai- Industry - Banking, Financial Services & Insurance- Contract Type - Permanent- Published - 8 months ago - Contact - Reference - 29-3-7601- Academic title - MBA/PGDMJob description - Ensure that the model meets its stated objective - This would include reviewing the theoretical assumptions and the implementation of the model - for instance,...

Quantitative Risk Management - Model ValidationModel Validation:The Model Validation Group (MVG) is globally responsible for independently validating the integrity and comprehensiveness of Risk Models and Valuation Models in the firm. MVG also develops measures of Model Risk, monitoring Model Risk vs. the firm’s Model Risk Appetite and escalates model...

Quantitative Risk Management - Model ValidationModel Validation:The Model Validation Group (MVG) is globally responsible for independently validating the integrity and comprehensiveness of Risk Models and Valuation Models in the firm. MVG also develops measures of Model Risk, monitoring Model Risk vs. the firm’s Model Risk Appetite and escalates model...

Quantitative Risk Management - Model ValidationModel Validation:The Model Validation Group (MVG) is globally responsible for independently validating the integrity and comprehensiveness of Risk Models and Valuation Models in the firm. MVG also develops measures of Model Risk, monitoring Model Risk vs. the firm’s Model Risk Appetite and escalates model...

Quantitative Risk Management - Model Validation Model Validation:The Model Validation Group (MVG) is globally responsible for independently validating the integrity and comprehensiveness of Risk Models and Valuation Models in the firm. MVG also develops measures of Model Risk, monitoring Model Risk vs. the firm’s Model Risk Appetite and escalates model...

Quantitative Risk Management - Model Validation Model Validation:The Model Validation Group (MVG) is globally responsible for independently validating the integrity and comprehensiveness of Risk Models and Valuation Models in the firm. MVG also develops measures of Model Risk, monitoring Model Risk vs. the firm’s Model Risk Appetite and escalates model...

Quantitative Risk Management - Model Validation Model Validation:The Model Validation Group (MVG) is globally responsible for independently validating the integrity and comprehensiveness of Risk Models and Valuation Models in the firm. MVG also develops measures of Model Risk, monitoring Model Risk vs. the firm’s Model Risk Appetite and escalates model...