AVP - Risk Analytics/ Modeling Mastermind Network

6.0 - 9.0 years

6 - 9 Lacs

mumbai, maharashtra, india

On-site

- Developing Treasury Models/ PPNR/ IRBB/ Interest risk / credit risk models/CCAR models - Development of econometric forecasting models for key Balance sheet and income statement line items for capital and business planning purposes - Manage the model life cycle from first line of defense perspective and participate in Segmentation - End-to-End model development includes econometric forecasting models for key Balance sheet and income statement line items for capital and business planning purposes. - Responsible for understanding changes to quantitative requirements published by MRM in Model Testing Guidance and presenting the key changes to senior model development leads - Model governance ...

Posted 2 months ago

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Head of Traded Risk Models Barclays

7.0 - 11.0 years

0 Lacs

maharashtra

On-site

You will be responsible for participating in the development and maintenance of regulatory and internal risk models such as IMM, VaR, IRC, CRM, and Regulatory CVA. Your tasks will include theoretical modeling, empirical testing, historical back-testing, statistical analysis of market data, numerical implementations, model documentation, supporting risk applications, and providing analytical assistance to Risk Managers. In addition, you will be managing a local team to ensure smooth integration and strong cross-regional engagement with global teams. Your key accountabilities will involve applying cutting-edge quantitative risk methodologies to enhance Market and Counterparty credit risk monit...

Posted 5 months ago

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Lead Quantitative Analytics Specialist ALM Modeling Wells Fargo

5.0 - 10.0 years

7 - 17 Lacs

Bengaluru

Work from Office

Lead Quantitative Analytics Specialist ALM Modeling Balance sheet modeling IRRBB EVE FTP Deposit models Liquidity Risk models- Corporate Risk helps Wells Fargo businesses identify and manage risk. The team focuses on three key risk areas: credit risk, operational risk and market risk. As the company's second line of defense, Corporate Risk or Independent Risk Management provides independent oversight of risk-taking activities. Independent Risk Management establishes and maintains Wells Fargo's risk management program and provides oversight, including challenges to and independent assessment of the frontline's execution of its risk management responsibilities. Corporate Risk roles depend on a...

Posted 6 months ago

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Lead Quantitative Analytics Specialist ALM Modeling Balance sheet Wells Fargo

5 - 9 years

7 - 17 Lacs

Bengaluru

Work from Office

Lead Quantitative Analytics Specialist ALM Modeling Balance sheet modeling IRRBB EVE FTP Deposit models Liquidity Risk models About this role: Wells Fargo is seeking a Lead Quantitative Analytics Specialist. Corporate Risk helps Wells Fargo businesses identify and manage risk. The team focuses on three key risk areas: credit risk, operational risk and market risk. As the company's second line of defense, Corporate Risk or Independent Risk Management provides independent oversight of risk-taking activities. Independent Risk Management establishes and maintains Wells Fargo's risk management program and provides oversight, including challenges to and independent assessment of the frontline's ex...

Posted 7 months ago

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