Quantitative Risk Analyst – Model Validation

Market Risk: The Market Risk department is a specialized unit in Finance Operations that operates in the Chennai and Manila centers. The team has front line responsibility for risk measurement; deal valuation, exposure reporting and price validation. The department pulls together a range of expert skills that ensure accurate and timely reporting, and allow...

, IndiaJob Family Group:FinanceWorker Type:RegularPosting Start Date:January 18, 2024Business unit:FinanceExperience Level: Experienced ProfessionalsJob Description: Market Risk: The Market Risk department is a specialized unit in Finance Operations that operates in the Chennai and Manila centers.  The team has front line responsibility for risk...

The Model Validation team is responsible for Model Risk Management for Bread Financial Models and Bank Models for the entire organization. Members of this team work with teams across the business (Marketing, Pricing, finance, etc.) that build the models to understand and validate the methodology. The Model Validation, Manager is a key member of the Model...

The Model Validation team is responsible for Model Risk Management for Bread Financial Models and Bank Models for the entire organization. Members of this team work with teams across the business (Marketing, Pricing, finance, etc.) that build the models to understand and validate the methodology. The Model Validation, Manager is a key member of the Model...

Role Responsibilities Support GMV senior manager in performing an independent validation of new and existing models that are used in risk management, capital calculation, stress testing etc. Qualitative review of model development process including underlying assumptions & theoretical basis. Quantitative assessment of model performance via data...

Key Responsibilities: -- Validate models in accordance with client’s model risk management policy to assess model usage, documentation, conceptual soundness, data integrity and the control environment.- Communicate results via formal model validation reports, as well as presentations to model owners and senior management.- Evaluate model performance...

The Risk division is responsible for credit, market and operational risk, model risk, independent liquidity risk, and insurance throughout the firm. RISK BUSINESS The Risk Business identifies, monitors, evaluates, and manages the firm’s financial and non-financial risks in support of the firm’s Risk Appetite Statement and the firm’s strategic plan....

Key Responsibilities: -Validate models in accordance with client’s model risk management policy to assess model usage, documentation, conceptual soundness, data integrity and the control environment.Communicate results via formal model validation reports, as well as presentations to model owners and senior management.Evaluate model performance monitoring...

Key Responsibilities: - Validate models in accordance with client’s model risk management policy to assess model usage, documentation, conceptual soundness, data integrity and the control environment. Communicate results via formal model validation reports, as well as presentations to model owners and senior management. Evaluate model performance...

Key Responsibilities: -Validate models in accordance with client’s model risk management policy to assess model usage, documentation, conceptual soundness, data integrity and the control environment.Communicate results via formal model validation reports, as well as presentations to model owners and senior management.Evaluate model performance monitoring...

Market Risk MV Model Validation, Model Development (Market Risk): 4-8 years of experience. - Proven experience in market risk, risk modeling or model validation. Assess the model's conceptual soundness and methodology. Models - Value at Risk, Counterparty Risk Exposure models, Pricing of plain vanilla and exotic derivatives, FVA, PVA, IPV, Pricing of Credit...

In this role you will be responsible development of stress test models as part of the annual CCAR/CECL exercise. You will also have an opportunity to use your experience with econometric/statistical modeling, data manipulation, query efficiency techniques, reporting and automation. You will be a part of Group Retail Modeling team and are responsible for...

1. Backtest & re-calibrate each model designed and developed by the business, hence a thoroughunderstanding of model development under Basel & IFRS norms is critical.2. Choose adequate model outcome analysis techniques such as:a. Model estimates vs realized values (e.g. back-testing for some models);b. Stability of model outcomes;c. Benchmarking: model...

1. Backtest & re-calibrate each model designed and developed by the business, hence a thoroughunderstanding of model development under Basel & IFRS norms is critical.2. Choose adequate model outcome analysis techniques such as:a. Model estimates vs realized values (e.g. back-testing for some models);b. Stability of model outcomes;c. Benchmarking: model...

AXA XL Investments manages the investment portfolio of AXA XL.Within Investments, the team builds the overall Strategic Asset allocation model, performs Asset Liability Management, and performs economic and regulatory capital modelling for market and asset credit risk. DISCOVERyour opportunity What will your essential responsibilities include? ...

The Goldman Sachs Group, Inc. is a leading global financial services firm providing investment banking, securities and investment management services to a substantial and diversified client base that includes corporations, financial institutions, governments and high-net-worth individuals. Founded in 1869, the firm is headquartered in New York and maintains...

You are a strategic thinker passionate about driving solutions in Finance. You have found the right team. As a Valuation Control professional in our Corporate sector, you will spend each day defining, refining and delivering set goals for our firm The Valuation Control Group (VCG) is an independent group within Finance whose primary responsibility is to...

Finance Engineering - Analyst Corporate Treasury Strats  Corporate Treasury Organization Description: Corporate Treasury Strats team is looking for world class quants to work closely with Corporate Treasury business partners and help build, enhance, maintain quantitative models and analytics used by the group to drive our divisional mandates. These...

The Risk Modeling Team is part of the Consumer Banking Risk Management function. This team is responsible to build machine learning models, and develop prototypes that promote data-driven strategies and solutions for the clients.In this role, you'll have the opportunity to use your experience with advanced machine learning modeling to design, build and...

The Risk Modeling Team is part of the Consumer Banking Risk Management function. This team is responsible to build machine learning models, and develop prototypes that promote data-driven strategies and solutions for the clients.  In this role, you'll have the opportunity to use your experience with advanced machine learning modeling to design, build and...