Join us as a "BA4 Global Markets" at Barclays, where business provides derivatives, structured products and strategic investments for clients worldwide. The team works with a range of clients and is a recognized global leader in constructing structured solutions, for both sides of the balance sheet. Platform Issuance Development (PID) team is tasked with transforming overall Quantitative Investment Strategy business through major automation initiatives, QIS platform development, marketing efforts and robust governance. It operates globally within larger Global Equity Structuring team within Capital Markets. The automation vertical within PID is tasked with "electronification" of the Quantitative Investment Strategy business globally: building front-to-back automated flows starting from pre-trade governance controls and product issuance, to trade lifecycle, fees calculation, licensing related legal documentation, etc. You may be assessed on the key critical skills relevant for success in role, such as experience with BA4 Global Markets, as well as job-specific skillsets. To be successful as a BA4 Global Markets, you should have experience to: #1- Project manage various equity derivatives/ Quantitative Investment Strategy platform growth initiatives, generally focused on developing a clean database of Indices, Rules, Licensing/Service/Calc Agent Agreements. #2- Manage the process for PID Automation workstream requests to design processes to calculate incoming/outgoing fees and Manage core Programme Issuance Utilisation process across Markets programmes to demonstrate more robust governance & controls around our QIS index launch, amendment and retirement procedures. #3- Manage the process for PID Automation workstream requests for all sales, structuring, and trading in close collaboration with IT partners; inclusive of business case, requirement gathering, UAT testing, and post implementation control/checks. #4- Work as a team player on project based work involving many touch points across the bank. #5- Communicate across desks within Markets and infrastructure. #6- Manage risk and increase transactional efficiency. Some other highly valued skills include: #1- Commit to continuous learning and developing the business lines and processes. #2- Passionate advocate of the human capital and citizenship agenda. #3- Solutions focused mentality with a desire to constantly exceed client expectations. #4- Organised self-starter who completes deliverables to short deadlines. #5- Balanced skillset across numerical, legal, administrative and communication aspects #6- Comfortable with detail and calm in a pressured environment. Candidate is expected to have: * Ensure that all activities and duties are carried out in full compliance with regulatory requirements, Enterprise Wide Risk Management Framework and internal Barclays Policies and Policy Standards. * Strong practical programming experience preferably in Python. * Understands market developments and has the ability to identify & exploit opportunities for further business. * Demonstrates presentation skills and has the ability to influence and negotiate with their peer group, Is an effective communicator at all levels in the business. * Manages projects and associated timelines, whilst making daily business decisions. * Understanding of software development lifecycles and experience working with IT subject matter experts. * Experience in project management with a proven track record in engaging and influencing others to ensure project tasks are delivered per timelines. * General understanding of Investment Banking Technology. * Outstanding verbal and written communication skills and ability to influence through all levels of an organization. This role will be based out of Mumbai. Purpose of the role To develop and implement structured financial products and solutions to meet the needs of clients and optimize the bank's market exposure and profitability. Accountabilities Development of innovative structured financial products and solutions to address the specific needs of clients, including derivatives, structured notes, and other structured investment products. Risk analysis and management associated with structured products, including market risk, credit risk, and operational risk, to ensure compliance with regulatory requirements and bank policies. Assessment of pricing and valuation of structured products, including the use of mathematical models and financial instruments, and liaising with trading to ensure competitive pricing. Collaboration with traders, risk managers, and other stakeholders to ensure effective product implementation and risk mitigation. Analyst Expectations To perform prescribed activities in a timely manner and to a high standard consistently driving continuous improvement. Requires in-depth technical knowledge and experience in their assigned area of expertise Thorough understanding of the underlying principles and concepts within the area of expertise They lead and supervise a team, guiding and supporting professional development, allocating work requirements and coordinating team resources. If the position has leadership responsibilities, People Leaders are expected to demonstrate a clear set of leadership behaviours to create an environment for colleagues to thrive and deliver to a consistently excellent standard. The four LEAD behaviours are: L - Listen and be authentic, E - Energise and inspire, A - Align across the enterprise, D - Develop others. OR for an individual contributor, they develop technical expertise in work area, acting as an advisor where appropriate. Will have an impact on the work of related teams within the area. Partner with other functions and business areas. Takes responsibility for end results of a team s operational processing and activities. Escalate breaches of policies / procedure appropriately. Take responsibility for embedding new policies/ procedures adopted due to risk mitigation. Advise and influence decision making within own area of expertise. Take ownership for managing risk and strengthening controls in relation to the work you own or contribute to. Deliver your work and areas of responsibility in line with relevant rules, regulation and codes of conduct. Maintain and continually build an understanding of how own sub-function integrates with function, alongside knowledge of the organisations products, services and processes within the function. Demonstrate understanding of how areas coordinate and contribute to the achievement of the objectives of the organisation sub-function. Make evaluative judgements based on the analysis of factual information, paying attention to detail. Resolve problems by identifying and selecting solutions through the application of acquired technical experience and will be guided by precedents. Guide and persuade team members and communicate complex / sensitive information. Act as contact point for stakeholders outside of the immediate function, while building a network of contacts outside team and external to the organisation.

Model development/validation/audit/review primarily for market risk including but not limited to Value at Risk models, and/or derivative pricing and valuation models for CCAR/DFAST reporting including CVA models. CTC-upto 36L Palak - 9811885043

Functional Responsibility Having sound knowledge on banking domain (Wholesale, retail, core banking & financial accounting) Experience and in-depth understanding of Credit Risk -Basel III along with RBI Regulatory guidelines and reporting, Market Risk Supporting clients by providing user manuals, trainings, conducting workshops and preparing case studies. Process Adherence Review the initial and ongoing development of products Responsible for documenting, validating, communicating and coordinating requirements. Provide support to business development by preparing proposals, concept presentations and outreach activities Maintaining and updating tracker, reviewing test cases, providing training to internal as well as external stakeholders Client Management / Stakeholder Management Interact with clients in relation to assignment execution and manage operational relationships effectively People Development Co-ordinate with assignment-specific team of consultants, developers, QA and monitor performance to ensure timely and effective delivery

The team works in various asset classes like Interest Rate, Credit, Equity, Commodity, FX and XVA on models that are used for pricing, risk management and stress testing. Work activities include but will not be limited to the data and code preparation, data analysis, model testing and documentation of assigned model In this role, you will: Perform highly complex activities related to creation, implementation, and documentation Use highly complex statistical theory to quantify, analyze and manage markets Forecast losses and compute capital requirements providing insights, regarding a wide array of business initiatives Utilize structured securities and provide expertise on theory and mathematics behind the data Manage market, credit, and operational risks to forecast losses and compute capital requirements Participate in the discussion related to analytical strategies, modeling and forecasting methods Identify structure to influence global assessments, inclusive of technical, audit and market perspectives Collaborate and consult with regulators, auditors and individuals that are technically oriented and have excellent communication skills Required Qualifications: Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science Desired Qualifications: Participating in the creation, execution and development of Front Office test plans Participation in the creation, execution and development of model monitoring plans Checking the consistency and accuracy of quantitative models Performing an extensive set of tests to ensure that Front Office models are robust, consistent and well-behaved under current and distressed market conditions. These activities are formally part of the model development process, and should not be confused with testing that is performed as part of the independent model validation process Writing code (Python, VBA, C++ etc.) and refactoring code Support the Trading Desk if required on any quant related issues Compiling and presenting results Participating in the production of formal summary and analysis documentation and reporting Actively participating and contributing in team discussions on project specific areas/assignments Maintaining proper documentation of all processes and keeping the code up to date Answering ad hoc questions from various stakeholders including US Front Office Quants, populating templates or creating new reports/extracts as requested by stakeholders A Masters or PhD in a quantitative field such as math, statistics, engineering, physics, economics, computer sciences, etc. 4+ Years of experience in Quantitative Analytics and Derivative Pricing Computer programing skills (Python, VBA, C++ or other programming languages) Writing documents using Microsoft Office tools, LaTeX or other word processing programs Ability to learn quickly and work collaboratively within a team in a dynamic and fast paced environment with multiple responsibilities but still following strict deadlines Job Expectations: Strong mathematical, statistical, analytical and computational skills Good knowledge of financial mathematics and financial models Good verbal, written, presentation and interpersonal communication skills Strong programing skills and use of software packages such as Python, VBA, C++ Eagerness to contribute collaboratively on projects and discussions

About The Role : Job Title Model Validation Senior Specialist- Derivative Pricing, AVP LocationMumbai, India Role Description Model Risk Managements mission is to manage, independently and actively, model risk globally in line with the bank's risk appetite with responsibility for: Performing robust independent model validation; Ensuring early and proactive identification of Model Risks; Designing and recommending Model Risk Appetite; Effectively managing and mitigating Model Risks; Establishing Model Risk metrics; Designing and implementing a strong Model Risk Management and governance framework; Creating bank-wide Market Risk policies The Pricing Model Validation team as part of MoRM is responsible for the independent review and analysis of all derivative pricing models used for valuation and pricing across the bank. What we'll offer you As part of our flexible scheme, here are just some of the benefits that youll enjoy Best in class leave policy Gender neutral parental leaves 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Employee Assistance Program for you and your family members Comprehensive Hospitalization Insurance for you and your dependents Accident and Term life Insurance Complementary Health screening for 35 yrs. and above Your key responsibilities The role is to independently review and analyse derivative models for pricing and risk management across Rates, FX and Hybrids. The role as a Quantitative Analyst in Mumbai will work closely with the pricing validation team in London and Berlin to produce, analyse and document validation testing. Reviews and analysis require a good understanding of the mathematical models used, implementation methods, products traded in these markets, and the associated risks. The outcome of review and analysis and independent implementation will form the basis of discussion with key model stakeholders including Front Office Trading; Front Office Quants; Market Risk Managers; and Finance Controllers. Your skills and experience Excellent mathematical ability with an understanding of Stochastic Calculus, Partial Differential Equations, Monte-Carlo Methods, Finite Difference Methods, and Numerical Algorithms. Strong interest in financial markets (especially derivative pricing) demonstrated by qualifications and/or experience. Experience coding in a high level language primarily Python. Excellent communication skills both written and oral. Education/Qualifications Academic degree in a quantitative discipline (e.g. Mathematical Finance / Statistics, Maths, Physics, Engineering) with a focus on application. How we'll support you Training and development to help you excel in your career Coaching and support from experts in your team A culture of continuous learning to aid progression A range of flexible benefits that you can tailor to suit your needs About us and our teams Please visit our company website for further information: https://www.db.com/company/company.htm We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively. Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group. We welcome applications from all people and promote a positive, fair and inclusive work environment.

About The Role : Job TitleBusiness Product Senior Analyst, AVP LocationMumbai, India Role Description The Advisory Solutions team is responsible for managed investment solutions including funds, alternative investments, and ETFs. The team works closely with client advisors to provide a range of managed investment solutions to meet client objectives. This includes assessing product needs, creating fundsolutions / positioning along with regular follow-on updates. In addition to supporting the sales function, the team is also involved in ongoing product management and the maintenance of the funds and alternatives platform globally. What we'll offer you As part of our flexible scheme, here are just some of the benefits that youll enjoy Best in class leave policy Gender neutral parental leaves 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Employee Assistance Program for you and your family members Comprehensive Hospitalization Insurance for you and your dependents Accident and Term life Insurance Complementary Health screening for 35 yrs. and above Your key responsibilities Collaborate with regional Advisory Solutions teams to generate actionable investment ideas and create compelling product content/materials for the client advisors (i.e., Investment Managers, Relationship Managers) with private wealth clients consumption in mind. Support the production of marketing material and regular fund updates to facilitate sales and ensure effective communication through newsletters, virtual events, and internal platforms. Oversee the lifecycle management of product-related materials to maintain information accuracy and ensure up-to-date content. Prepare sales and exposure reports for key stakeholders, ensuring sales efforts are effectively monitored and directed. Ensure that the information related to products and platforms is accurate, adhering to Deutsche Bank Private Banks internal processes. Support the regional / global teams on project-based, sales enablement initiatives through process, systems and/or analytics. Work with a multi-location team spread across different regions in a coordinated approach. Maintain organized records of DB internal approvals, review existing processes for effectiveness and devise new processes or streamline as needed. Your skills and experience Minimum post graduate degree with focus on Finance, Management or similar. CFA / FRM / CA / CAIA will be preferred. Experience in the financial services industry with prior experience working in product team serving global funds will be preferred. Possess a creative flair in articulating key concepts and selling points through the varied communication mediums. Marketing know-how and brand management experience a plus. Adept in Microsoft Office (Excel, PowerPoint, and Word) and computer literacy to navigate internal systems with other technical computing knowledge (e.g., Bloomberg Terminal, etc.) an advantage. Demonstrated ability to work both independently, as a team member, and as a collaborative partner. How we'll support you Training and development to help you excel in your career Coaching and support from experts in your team A culture of continuous learning to aid progression A range of flexible benefits that you can tailor to suit your needs

About The Role : In Scope of Position based Promotions (INTERNAL only) Job TitleModel Validation Specialist- Derivative Pricing, AS LocationMumbai, India Role Description Model Risk Managements mission is to manage, independently and actively, model risk globally in line with the bank's risk appetite with responsibility for: Performing robust independent model validation; Ensuring early and proactive identification of Model Risks; Designing and recommending Model Risk Appetite; Effectively managing and mitigating Model Risks; Establishing Model Risk metrics; Designing and implementing a strong Model Risk Management and governance framework; Creating bank-wide Market Risk policies The Pricing Model Validation team as part of MoRM is responsible for the independent review and analysis of all derivative pricing models used for valuation and pricing across the bank. What we'll offer you As part of our flexible scheme, here are just some of the benefits that youll enjoy Best in class leave policy Gender neutral parental leaves 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Employee Assistance Program for you and your family members Comprehensive Hospitalization Insurance for you and your dependents Accident and Term life Insurance Complementary Health screening for 35 yrs. and above Your key responsibilities The role is to independently review and analyse derivative models for pricing and risk management across Credit, Securitization and Research domains. The role as a Quantitative Analyst in Mumbai will work closely with the pricing validation team in London and Berlin to produce, analyse and document validation testing. Reviews and analysis require a good understanding of the mathematical models used, implementation methods, products traded in these markets, and the associated risks. The outcome of review and analysis and independent implementation will form the basis of discussion with key model stakeholders including Front Office Trading; Front Office Quants; Market Risk Managers; and Finance Controllers. Your skills and experience Excellent mathematical ability with an understanding of Stochastic Calculus, Partial Differential Equations, Monte-Carlo Methods, Finite Difference Methods, and Numerical Algorithms. Strong interest in financial markets (especially derivative pricing) demonstrated by qualifications and/or experience. Experience coding in a high-level language especially Python. Excellent communication skills both written and oral. Education/Qualifications Academic degree in a quantitative discipline (e.g. Mathematical Finance / Statistics, Maths, Physics, Engineering) with a focus on application. How we'll support you Training and development to help you excel in your career Coaching and support from experts in your team A culture of continuous learning to aid progression A range of flexible benefits that you can tailor to suit your needs

About The Role : Job TitleTreasury Model Validation Specialist Corporate TitleAssistant Vice President LocationMumbai, India Role Description Model Risk Management (MoRM) is responsible for the management of model risk in DB Group. This includes the independent validation of risk models as well as the identification, monitoring & controlling of model risk. Our aim is to identify, aggregate, manage and mitigate model risk across all risk types (market, credit, liquidity, operational and business risk). MoRM is located in Frankfurt, London, New York, Berlin, Bonn and Mumbai. For our team Treasury Model Validation, being responsible for the validation of all models owned by Deutsche Bank Treasury and legal entities like BHW, which includes IRRBB (Interest Rate Risk in the Banking Book) and liquidity risk models, we are looking for a model validation specialist located in Mumbai. What we'll offer you As part of our flexible scheme, here are just some of the benefits that youll enjoy, Best in class leave policy. Gender neutral parental leaves 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Employee Assistance Program for you and your family members Comprehensive Hospitalization Insurance for you and your dependents Accident and Term life Insurance Complementary Health screening for 35 yrs. and above Your key responsibilities Challenge, analyse, test, and independently validate mathematical and statistical risk models used by DB Treasury (mainly interest rate risk and liquidity models). Design and implementation of challenger models. Creation of validation reports and communication of validation results in various fora. Collaborating in the development and maintenance of an internal Python library to improve the efficiency of testing and documentation. Engaging with the due diligence aspects of the New Product Approval Process, and oversight of model governance for Treasury products. Your skills and experience Graduate degree in mathematics or mathematical finance, statistics, physics, or a comparable education or equivalent qualification (PhD or equivalent is not required but would be beneficial). At least 3 years of experience for AVP in model validation, other quantitative risk management role or Front Office quantitative discipline or experience in academic research. Strong understanding in financial markets (especially of risk management models, methodologies, and regulations for banking book), demonstrated by qualifications and experience. Prior experience with Interest Rate Risk / Liquidity risk will be very useful. Strong analytical skills & proven ability to structure and solve problems independently. Experience with programming languages and using related tools (e.g. Python, LaTeX). The ability to explain complex mathematical concepts and results to stakeholders. Self-motivated and solution-oriented team player. Excellent written and verbal skills in English. How we'll support you Training and development to help you excel in your career. Coaching and support from experts in your team. A culture of continuous learning to aid progression. A range of flexible benefits that you can tailor to suit your needs. About us and our teams Please visit our company website for further information: https://www.db.com/company/company.htm We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively. Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group. We welcome applications from all people and promote a positive, fair and inclusive work environment.

About The Role : Job TitleModel Validation Specialist- Derivative Pricing Corporate TitleAVP LocationMumbai, India Role Description Model Risk Managements mission is to manage, independently and actively, model risk globally in line with the bank's risk appetite with responsibility for: Performing robust independent model validation; Ensuring early and proactive identification of Model Risks; Designing and recommending Model Risk Appetite; Effectively managing and mitigating Model Risks; Establishing Model Risk metrics; Designing and implementing a strong Model Risk Management and governance framework; Creating bank-wide Market Risk policies The Pricing Model Validation team as part of MoRM is responsible for the independent review and analysis of all derivative pricing models used for valuation and pricing across the bank. What we'll offer you As part of our flexible scheme, here are just some of the benefits that youll enjoy Best in class leave policy Gender neutral parental leaves 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Employee Assistance Program for you and your family members Comprehensive Hospitalization Insurance for you and your dependents Accident and Term life Insurance Complementary Health screening for 35 yrs. and above Your key responsibilities The role is to independently review and analyse derivative models for pricing and risk management across Rates, FX and Hybrids. The role as a Quantitative Analyst in Mumbai will work closely with the pricing validation team in London and Berlin to produce, analyse and document validation testing. Reviews and analysis require a good understanding of the mathematical models used, implementation methods, products traded in these markets, and the associated risks. The outcome of review and analysis and independent implementation will form the basis of discussion with key model stakeholders includingFront Office Trading; Front Office Quants; Market Risk Managers; and Finance Controllers. Your skills and experience Excellent mathematical ability with an understanding of Stochastic Calculus, Partial Differential Equations, Monte-Carlo Methods, Finite Difference Methods, and Numerical Algorithms. Strong interest in financial markets (especially derivative pricing) demonstrated by qualifications and/or experience. Experience coding in Python an advantage. Excellent communication skills both written and oral. Education/Qualifications Academic degree in a quantitative discipline (e.g. Mathematical Finance / Statistics, Maths, Physics, Engineering) with a focus on application. How we'll support you Training and development to help you excel in your career Coaching and support from experts in your team A culture of continuous learning to aid progression A range of flexible benefits that you can tailor to suit your needs About us and our teams Please visit our company website for further information: https://www.db.com/company/company.htm We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively. Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group. We welcome applications from all people and promote a positive, fair and inclusive work environment.

About The Role : Job Title: Investment Risk Models Senior Risk Manager LocationMumbai, India Corporate TitleVP Role Description About DWS Today, markets face a whole new set of pressures but also a whole lot of opportunity too. Opportunity to innovate differently. Opportunity to invest responsibly. And opportunity to make change. Join us at DWS, and you can be part of an industry-leading firm with a global presence. You can lead ambitious opportunities and shape the future of investing. You can support our clients, local communities, and the environment. Were looking for creative thinkers and innovators to join us as the world continues to transform. As whole markets change, one thing remains clear; our people always work together to capture the opportunities of tomorrow. Thats why we are Investors for a new now. As investors on behalf of our clients, it is our role to find investment solutions. Ensuring the best possible foundation for our clients financial future. And in return, well give you the support and platform to develop new skills, make an impact and work alongside some of the industrys greatest thought leaders. This is your chance to achieve your goals and lead an extraordinary career. About DWS Investment Risk The Chief Risk Office within DWS is an independent function responsible for protecting the business as well as being a trusted adviser and partner for supporting sustainable business growth. As part of the Chief Risk Office, the DWS Investment Risk team is in charge of independent oversight of investment risk of DWS fiduciary portfolios. The Investment Risk Models team manages the models owned by the DWS Investment Risk function including execution of model risk management processes assigned to model owners. Standard text - to be updated by HR DWS India if necessary. What we'll offer you As part of our flexible scheme, here are just some of the benefits that youll enjoy Best in class leave policy Gender neutral parental leaves 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Employee Assistance Program for you and your family members Comprehensive Hospitalization Insurance for you and your dependents Accident and Term life Insurance Complementary Health screening for 35 yrs. and above Your key responsibilities Lead the delivery of the Investment Risk Models teams book of work (ongoing performance monitoring (OPM) and testing, analysis of OPM exceedances and escalation, reporting of model risk, model documentation, development of compensating controls ,and remediation of model risk findings) Organize and supervise teams work output including execution of the OPM program, compensating controls, and update of model parameters Design processes for the management of investment risk models Work closely with the different DWS Investment Risk teams on topics including model quality/gaps, model transparency, and model enhancements Collaborate with DWS Model Risk Management and model vendors on various projects including model validation Train team members on risk models (market risk and liquidity risk models) Your skills and experience University degree in Finance or quantitative field, Chartered Financial Analyst or Financial Risk Manager designations a plus At least 9 years of proven experience in the financial services industry, with experience in model risk management Proven experience in model development, model testing, and model documentation Previous experience with BlackRock Solutions Aladdin preferred Strong knowledge of valuation and risk management models including VaR across a diverse set of instrument and risk types (market, liquidity, counterparty) Strong interpersonal and communication skills; role requires regular interaction with individuals within the global risk organization, and external vendors Excellent verbal and written communications skills, with ability to communicate issues to management proactively and effectively Strong organizational skills and ability to manage competing priorities Strong working knowledge of MS Word, Excel, PowerPoint, SQL, and Python How we'll support you Training and development to help you excel in your career Coaching and support from experts in your team A culture of continuous learning to aid progression A range of flexible benefits that you can tailor to suit your needs About us and our teams Please visit our company website for further information: https://www.db.com/company/company.htm

Join our collaborative environment, where youll contribute to the Portfolio Management and Governance process by creating, managing, and analyzing a broad array of data and analytics . Dont miss this opportunity to be part of a dynamic team and promote innovation in customer experiences. As a Associate in Portfolio Management and Governance in the Data Analytics & Reporting Team (DART) you will create analytical solutions by creating, managing, and analyzing a broad array of data and analytics. You will be in a position to utilize a mix of techno-functional skills and the strategic vision to help evolve our analytical tools and models across Investment Solutions. As a valued member of the team, you have the opportunity to learn and grow in a dynamic and fast-paced environment, making a tangible impact on our products and customer experiences. Job responsibilities Developing quantitative tools to enhance investment process for multi-asset portfolios. Provide day-to-day support to Portfolio Managers, including data aggregation, analytics and reporting Conducting research and ad-hoc analysis on performance attribution, risk management and portfolio construction Propose new and redesign existing process flows, models and excel based models/tools to achieve efficiencies and controls. Work with model governance groups for model review and maintenance Implement risk management techniques to mitigate portfolio risks, including monitoring and adjusting asset allocations, setting risk limits, and employing hedging strategies when necessary. Propose new and redesign existing process flows, models and excel based models/tools to achieve efficiencies and controls. Prepare and present comprehensive investment reports to clients, summarizing portfolio performance, asset allocation, and investment strategy updates. Required qualifications, capabilities, and skills 3+ years of work experience in Quantitative research / modelling or equivalent data science role in an asset/wealth management organization Under Graduate /Graduate Degree in a quantitative discipline such as mathematics, physics, statistics, engineering, etc. Fluent programming skills in Python required Experience executing process automation or user tool automation projects Basic understanding of statistics is required Excellent written and verbal communication skills, with the ability to present logically, precisely and in a simple manner, complex and technical issues Ability to parse complex tasks and juggle priorities in a highly dynamic professional environment Preferred qualifications, capabilities, and skills Experience in R or Matlab good to have Hands-on experience with econometric analysis and market risk modeling is a plus Keen interest in financial markets. Certifications like PRM/FRM, CFA and CQF are a good to have

Min exp 3 years in model validation/development Package upto 38 lpa Bangalore location Pls Call Vikas 8527840989 Email vikasimaginators@gmail.com

Required Skills- Model development or model validation of Traded Risk models such as Value at Risk (VaR), IRC, Risk not in VaR/model etc. Derivative pricing or independent price verification Kindly send your updated CV at jatin@smrd.in

Role & responsibilities Computation and monitoring liquidity risk & IRRBB measures in line with Banks risk appetite and regulatory framework. Ensure adequate governance, exercise risk control and carry out reporting for liquidity risk and IRRBB including coordination with different stakeholders in the Bank and at Head Office. • Liase with auditors to ensure resolution of issues and compliance Interact with senior management and committees in areas relating to liquidity risk & IRRBB .

Functional Responsibility Having sound knowledge on banking domain (Wholesale, retail, core banking & financial accounting) Experience and in-depth understanding of Credit Risk –Basel III along with RBI Regulatory guidelines and reporting, Market Risk Supporting clients by providing user manuals, trainings, conducting workshops and preparing case studies. Process Adherence Review the initial and ongoing development of products Responsible for documenting, validating, communicating and coordinating requirements. Provide support to business development by preparing proposals, concept presentations and outreach activities Maintaining and updating tracker, reviewing test cases, providing training to internal as well as external stakeholders Client Management / Stakeholder Management Interact with clients in relation to assignment execution and manage operational relationships effectively People Development Co-ordinate with assignment-specific team of consultants, developers, QA and monitor performance to ensure timely and effective delivery

The Senior Manager - Model Validation role at IndusInd Bank involves overseeing key operations, ensuring compliance, and driving business growth. Responsibilities include managing customer interactions, improving service efficiency, and coordinating with various teams to achieve operational excellence. The ideal candidate should possess strong analytical skills, excellent communication, and a proactive approach to problem-solving. Prior experience in a similar role is preferred. Candidates must demonstrate leadership qualities and adaptability to dynamic banking environments. This position offers a great opportunity to grow within the banking sector.

The Head Model Validation role at IndusInd Bank involves overseeing key operations, ensuring compliance, and driving business growth. Responsibilities include managing customer interactions, improving service efficiency, and coordinating with various teams to achieve operational excellence. The ideal candidate should possess strong analytical skills, excellent communication, and a proactive approach to problem-solving. Prior experience in a similar role is preferred. Candidates must demonstrate leadership qualities and adaptability to dynamic banking environments. This position offers a great opportunity to grow within the banking sector.

Join us as a Risk Stress Testing Associate You ll support all aspects of stress testing, from the design of stress tests to their execution Expect to grow your network and gain significant exposure both for you and your work This role is available at associate level What youll do You ll support all aspects of stress testing, from the design of stress testing tools, methodology and infrastructure to the execution of stress tests. Day to day, you ll be: Orchestrating stress tests in Market Risk and providing stress test results to satisfy relevant regulatory requirements Providing relevant management information, reports and analysis on the back of the stress results Developing a robust governance framework for market risk stress testing, including the management and resolution of control issues Making sure that well defined and documented stress testing processes and procedures are aligned to the relevant policy and regulatory requirements Coordinating our stress testing committees, ensuring its relevance and value Implementing regulatory stress testing projects for the function, facing off to stakeholders in the business, Enterprise Wide Risk Management and the regulator The skills youll need We re looking for someone with a broad understanding of risk concepts and modelling approaches across all risk and asset classes. You ll also need: Experience of analysing issues, processes and systems Good communication and collaboration skills Great problem solving skills and the ability to offer alternative solutions The ability to integrate and influence views and opinions Effective time management skills Considerable experience working in a banking environment or other financial institution

Some careers have more impact than others. We are currently seeking an experienced professional to join our team in the role of Vice President - Traded Risk Stewardship Business: Risk Compliance Principal responsibilities Support in the definition and scoping of the Traded Credit Risk Assurance function, promoting and implementing synergies and efficiencies while securing an optimal and best in class control environment. Challenge the first line control and risk owners to ensure that risk management activities are working effectively. This includes the following activities for Traded Credit Risk Leadership (i.e. manages people - professionals, manager of managers, Provide subject matter expertise, advice, guidance, and effective challenge to the Risk and Control Owners; Monitor compliance of the minimum requirements applicable to the management of Traded Credit Risk, as set out in relevant policies. Report on the risk and control profile, including impacts of external environment changes, emerging risks and changes to the business strategy; Work with the business to understand the impact of emerging risks that require changes to controls, resources and business operations to ensure they remain within appetite; Support definition of the Risk and Control Library, including minimum control standards, with input from Risk Owners, and Control Owners, specifying key risks and key controls and providing guidance on continuous monitoring expectations. Requirements CA / MBA in Finance or Masters in similar and relevant field At least 10+ years of work experience in a Big4 / Financial services firm in area of internal audit, assurance or traded risk management Good experience in Market Risk Good working knowledge of counterparty credit risk reporting requirements and regulations, across standardised and internal model approaches Good understanding of various counterparty credit risk reporting metrics and the calculation of them Practical experience of counterparty credit risk management /or control within a financial institution Ability to provide independent and effective review and challenge of key counterparty credit risk processes including regulatory reporting Good understanding of assurance techniques obtained in a big 4 accounting firm or internal audit department of a financial institution Ability to challenge stakeholders at various level and build relationships with a diverse range of stakeholders A good understanding of Traded Credit Risk and associated processes You ll achieve more at HSBC

Min exp 3 years in model validation/development Package upto 38 lpa Bangalore location Call on 7042331616 or drop cv n supreet.imaginators@gmail.com

We are looking for a highly skilled and experienced professional to join our dynamic Risk Department If you are a strategic thinker with a deep understanding of financial risk management, particularly in the microfinance sector , and have significant experience in Credit Risk , Market Risk , Asset Liability Management (ALM) , and Expected Credit Loss (ECL) , we would love to hear from you. Key Responsibilities: Credit Risk Management: Assess and monitor credit risk exposure across the organization, including portfolios in microfinance and MSMEs, and develop models to predict and manage risks. Expected Credit Loss (ECL): Oversee ECL models and ensure compliance with IFRS 9 . Collaborate with internal teams for accurate reporting and backtesting. Liquidity and Market Risk: Prepare and monitor LCR , evaluate market risk factors, and optimize funding strategies in collaboration with treasury and finance teams. Internal Capital Adequacy Assessment Process (ICAAP): Assist with ICAAP execution, ensuring capital adequacy and performing stress testing and scenario analysis. Risk Monitoring & Governance: Lead risk assessments, monitor KRIs , and ensure regulatory compliance while identifying risk mitigation strategies. Qualifications: Education: CA, MBA (Finance/Economics), and relevant Risk Management certifications (FRM, CRM). Experience: Minimum 10-12 years of experience in risk management , with at least 5-6 years in microfinance , lending operations , and RBI compliances . Skills: Strong leadership, strategic thinking, communication skills, and problem-solving abilities. Location: Gurugram Salary & Benefits: Competitive salary and benefits package, commensurate with experience. To Apply: If interested, Please send your resume to Pooja.jain@satincreditcare.com

Join us as a Regulatory Controller In this crucial role, you ll be maximising returns on financial assets by establishing financial policies, procedures, controls and reporting systems We ll look to you to prepare budgets, make new schedules, and create new plans after carefully reviewing our financial data This is a fantastic opportunity to hone your skills since you ll be making financial reports and conducting various audits for the bank Were offering this role at vice president level What Youll Do As a Regulatory Controller for the bank, you ll be guiding financial decisions by establishing, monitoring and enforcing policies and procedures, while developing and maintaining strong internal and external stakeholder relationships. Additionally, you ll be providing the status of financial condition collecting, interpreting and reporting financial data. Day-to-day, you ll be: Preparing reports and submissions requested by regulators Managing our data quality and making sure they meet our required standards across the aligned business portfolios Reviewing key financial data and measuring and monitoring financial performance Making improvements to our systems and making sure that we deliver projects that meet our customers requirements within agreed timelines Driving continuous improvement to optimise the production process, creating additional capacity and supporting the business in reducing the cost base The Skills Youll Need To work with us as a Regulatory Controller, you ll have an MBA, CFA or an FRM degree with post qualification experience in the financial services industry. You ll also need extensive experience of risk and reporting techniques, including credit or market risk data analysis, reporting and systems, methodology and processes. Additionally, you ll demonstrate: At least ten years of experience and experience in regulatory reporting Solid experience in managing a team, influencing at managerial level and maintaining ongoing relationships with stakeholders The ability to work effectively and supervise colleagues in fast-changing environments with a strong customer focus Strong interpersonal skills and being able to communicate various ideas with the team efficiently The ability to interpret financial data, build reporting systems, and suggest new procedures based on said interpretations

Responsibilities You will be a Risk Analyst responsible for supporting Market Risk related work requests. The role requires an understanding of financial markets across various asset classes (IRD, Fixed Income, Commodities, FX) and mianly in Risk areas like VaR. You will work closely with the existing Luxoft delivery teams and interact with both business and client technology functions. Contributing to Requirement Analysis in Risk space for various projects Contributing to understanding the business needs, identifying business solutions, and validating the pros and cons of technical solution options Interact with Risk users and interface between Business and IT with respect to Murex. Configure the application as part of the implementation Follow up with Murex as and when necessary to resolve bugs and issues. There is a possibility to work also in the Front Office stream Skills Must have 0-2 years of experience in a banking or capital markets role. The role requires a strong financial markets background across a range of asset classes (Treasury, Commodities) and exposure to CVA and collateral. Knowledge of at least two asset classes (Risk and Pricing) including Commodities, FXD, FX Cash, and IRD, within the Murex product suite. Preferred qualifications: CFA/FRM certification, CA, or a strong background in capital markets. Good communication skills. Nice to have Experience in Front Office business analysis, requirements gathering, and documentation Front Office system configuration (Curves, pricing, eTradepad, simulation views) Pretrade workflow knowledge, GOM is preferred Murex migration/upgrade experience Strong analytical skills required (quantitative analysis ability is a plus) Strong

Location(s): Quay Building 8th Floor, Bagmane Tech Park, Bengaluru, IN Line Of Business: CSS(CSS) Job Category: Credit Analysis Research Experience Level: Experienced Hire Skills and competencies Programming Languages: Proficiency in R, Python, MATLAB, SQL, and preferably C++. Model Validation Experience: Expertise in credit risk, counterparty credit risk, or market risk Key Responsibilities: Model Validation: Independent validation of models and scorecards for credit rating methodologies, ESG frameworks, and AI models. Assessment: Evaluate model inputs, performance, assumptions, limitations, and weaknesses. Replication and Development: Replicate models and develop challenger models for sensitivity and benchmarking analyses. Documentation: Create validation test plans and draft detailed validation reports. Ad-hoc Analyses: Perform additional analyses as needed This role requires an individual that has the following attributes: Organized and Efficient: Highly organized, detail-oriented, and accurate. Multitasking: Excellent organizational skills, capable of prioritizing work effectively. Pressure Management: Ability to work under pressure, meet tight deadlines, and manage time efficiently. Communication: Strong English written and spoken communication skills, capable of working independently and collaboratively. Qualifications and Experience: Academic Background: Strong background in mathematics, physics, or engineering, preferably with a post-graduate degree. Quantitative Finance: Deep understanding of quantitative finance, modeling, and model validation. Experience: 2-4 years of experience in model development or validation roles within financial institution About the team We are seeking a dedicated and detail-oriented Quantitative Analyst/Senior Quantitative Analyst to join our team. The successful candidate will provide comprehensive support to the Methodology Review Group (MRG), focusing on model/scorecard validation and methodology reviews. The role involves validating models/scorecards used in credit rating methodologies across asset classes, including corporate finance, financial institutions, structured finance, and public and infrastructure finance.

Location: Chennai or Pune Overall purpose of role To ensure that the firms FI Credit portfolio is appropriately valued, based on a combination of analysis of market data inputs and review/assessment of the pricing models and methodologies used at both a portfolio and individual trade level. Key Accountabilities Be part of the Valuation Control function managing and leading following products and main responsibilities: Valuation coverage for Credit and Securitized Products businesses Lead operations and pricing developments in the respective businesses: price testing; FVA s; IFRS13 levelling; prudent valuation; etc Price testing to consensus, exchange, broker, or other data of pricing inputs and model outputs for fair value positions. Fundamental understanding of Credit and Securitized Products valuation in bond/loans markets, enterprise valuation techniques, securitization valuation, etc. Calculation of applicable Fair Value, Additional Valuation Adjustments and Prudential Valuation for fair value positions. Review of methodologies. Able and confident to discuss, report and escalate to front office and senior management of price testing results, prudent valuation, and reserves, IFRS13 levelling, day 1 PL, general modelling issues / uncertainties for specific products / markets. Liaising with trading/business heads, product control, risk management and quantitative departments on valuation and modelling issues. Involvement in regional and global ad hoc projects / investigation. Review new models from valuation perspective to provide approval as part of the model validation process. Investigation of pricing / model uncertainty in methodology and parameters used, testing model calibration employed. Stakeholder Management and Leadership Effectively manage relationships across departments and the desk. Ability to discuss, present and explain valuation results with senior business management Collaborate within a team responsible for the calculation of price testing results, fair value and prudential valuation adjustments. management experience Person Specification A proven team player who can work in a dynamic and fast paced team environment. Proven ability of influencing and motivating others in the delivery of key projects in pressurised circumstances. Actively support the development of team members in identifying strengths and weaknesses, in providing suggestions for improvements and in maintaining a constructive and open feedback culture. Proactively seeking opportunities for continuous development of personal capability and identifying potential sources for new ideas and approaches, leading to an improved performance Ability to interact confidently with FO and other quantitative departments of the bank in discussing pricing and modelling issues. Essential Skills/Basic Qualifications: Masters in quantitative discipline or a similar qualification and/or professional qualification (e.g. CFA, FRM) is preferred. Minimum 10 years experience in a Valuation Control function, Product Control Line, risk management or trading role of a top tier investment bank. Robust experience in a Credit Valuation Control function (preferably Flow and Special Situations/Distressed products), risk management or trading role of a top tier investment bank. Experience and proven track record in dealing with junior and senior members of Front office, Line Product Control, Risk management teams across various locations. Proactive and assertive in identifying control or valuation concerns, challenging the Business and driving control improvement for their area. Desirable skills/Preferred Qualifications: Strong financial product knowledge and attention to detail. Strong interpersonal skills and stakeholder management and ability to work independently to resolve unstructured problems. Team player. Strong communication skills and ability to present / explain complex issues in simple terms with stakeholders from Trading, Finance, Market Risk and IT across different levels. Proactive and assertive in identifying control or valuation concerns and driving control improvement for their area. Able to work under pressure to tight deadlines. Able to multi-task and prioritize own request. Purpose of the role To conduct the accurate and timely valuation of financial instruments, and establishment of valuation methodologies, monitoring of market conditions, and provision of valuation insights to support financial reporting, risk management, and business decisions. Accountabilities Development and maintenance of valuation methodologies for various financial instruments, and implementation of appropriate valuation models based on the characteristics of the financial instruments and market conditions. Management of valuation process for the bank s trading portfolio, including regular valuations of financial instruments and approval of valuations performed by colleagues. Analysis of market data to assess valuation inputs, assumptions, and potential valuation risks. Preparation and review of valuation reports, and support in preparing regulatory filings and financial statements. Provision of valuation insights to traders, risk professions and senior colleagues, and identification of areas for improvement in valuation methodologies and processes. Director Expectations To manage a business function, providing significant input to function wide strategic initiatives. Contribute to and influence policy and procedures for the function and plan, manage and consult on multiple complex and critical strategic projects, which may be business wide.. They manage the direction of a large team or sub-function, leading other people managers and embedding a performance culture aligned to the values of the business. Or for an individual contributor, they lead organisation wide projects and act as deep technical expert and thought leader, identifying new ways of working and collaborating cross functionally. They will train, guide and coach less experienced specialists and provide information affecting long term profits, organisational risks and strategic decisions.. Provide expert advice to senior functional management and committees to influence decisions made outside of own function, offering significant input to function wide strategic initiatives. Manage, coordinate and enable resourcing, budgeting and policy creation for a significant sub-function. Escalates breaches of policies / procedure appropriately. Foster and guide compliance, ensure regulations are observed that relevant processes in place to facilitate adherence. Focus on the external environment, regulators, or advocacy groups to both monitor and influence on behalf of Barclays, when appropriate. Demonstrate extensive knowledge of how the function integrates with the business division / Group to achieve the overall business objectives. Maintain broad and comprehensive knowledge of industry theories and practices within own discipline alongside up-to-date relevant sector / functional knowledge, and insight into external market developments / initiatives. Use interpretative thinking and advanced analytical skills to solve problems and design solutions in often complex/ sensitive situations. Exercise management authority to make significant decisions and certain strategic decisions or recommendations within own area. Negotiate with and influence stakeholders at a senior level both internally and externally. Act as principal contact point for key clients and counterparts in other functions/ businesses divisions. Mandated as a spokesperson for the function and business division. All Senior Leaders are expected to demonstrate a clear set of leadership behaviours to create an environment for colleagues to thrive and deliver to a consistently excellent standard. The four LEAD behaviours are: L - Listen and be authentic, E - Energise and inspire, A - Align across the enterprise, D - Develop others. All colleagues will be expected to demonstrate the Barclays Values of Respect, Integrity, Service, Excellence and Stewardship - our moral compass, helping us do what we believe is right. They will also be expected to demonstrate the Barclays Mindset - to Empower, Challenge and Drive - the operating manual for how we behave.