306 Model Validation Jobs

Role Overview: The Risk Testing Group (RTG) at Goldman Sachs is a multidisciplinary group responsible for independent oversight of all financial and non-financial risks. As a Vice President in RTG, you will work on challenging projects to ensure holistic risk management practices. This role involves interactions with stakeholders across the firm and regulators globally, providing exposure to various financial products, risk management tools, quantification techniques, and a wide-ranging technology stack. Key Responsibilities: - Develop an understanding of the firm's risk management framework, models, methodology, techniques, and processes. - Conduct independent reviews of key regulatory and internal initiatives, and communicate results through formal reports. - Perform validation of the firm's qualitative models by verifying conceptual soundness, methodology, and implementation. - Develop and maintain effective stakeholder relationships, and present results to senior management committees and regulators. Qualifications Required: - Minimum of a bachelor's degree required; Masters in a quantitative discipline preferred. - Qualified Chartered Accountants (CAs) can also be considered. - CFA, FRM, or equivalent professional certifications preferred. Additional Details: Goldman Sachs, founded in 1869, is a leading global investment banking, securities, and investment management firm headquartered in New York. The company is committed to fostering diversity and inclusion within the workplace and beyond, providing opportunities for professional and personal growth. Goldman Sachs is dedicated to finding reasonable accommodations for candidates with special needs or disabilities during the recruiting process.,

Role Overview: The incumbent will play a critical role in leveraging data analytics to assess, identify, and mitigate risks. This role is pivotal in developing and implementing risk models and early warning signals to safeguard portfolio health and enhance decision-making. Key Responsibilities: 1. Conduct comprehensive credit risk assessments and implement mitigation strategies. 2. Develop and deploy risk models tailored to organizational needs. 3. Implement and monitor Early Warning Signals (EWS) for proactive risk management. 4. Own and manage model validation, portfolio risk metrics, and EWS performance metrics. Key Skills & Competencies: - Proficiency in SQL, Python/R for data analysis and model development. - Expertise in data manipulation/statistics. - In-depth knowledge of credit risk concepts and frameworks. - Candidates from similar roles in organizations specializing in risk management, financial services, or analytics-driven functions. Profile Requirements: Education: - Minimum: Graduation or Master's degree. - Preferred: Graduation/Master's with Statistics as one of the subjects. Experience: - Required: 3-5 years of hands-on experience in data analysis and risk modeling. - Preferred: Exposure to dimensionality reduction, regularization techniques, and feature selection.

As an engineer at Lennox, you will be responsible for designing, fabricating, modifying, and evaluating complex mechanical and electro-mechanical components, sub-systems, and systems. You may also provide work leadership for lower-level employees. Your duties will include, but not be limited to: - Developing high-fidelity digital twin models of refrigeration systems using Modelica and GT-SUITE. - Simulating and analyzing thermal, fluid, and control system behaviors under various operating conditions. - Collaborating with cross-functional teams to integrate simulation models into product development workflows. - Validating simulation models against experimental or field data and refining models for accuracy and performance. - Supporting system-level optimization, scaling models, diagnostics, and predictive maintenance strategies using digital twin insights. - Documenting methodologies, assumptions, and results for internal and external stakeholders. Qualifications required for this position include: - Bachelor's or Master's degree in Mechanical Engineering, Thermal Engineering, or a related field. - Minimum 7 years of experience with Modelica-based tools (e.g., Dymola, OpenModelica) or GT-SUITE. - Proficiency in Refrigeration or HVAC systems (design and simulation). - Strong understanding of thermodynamics, heat transfer, and fluid dynamics. - Experience with system modeling, parameter estimation, and model validation. - Familiarity with control systems and embedded software integration is a plus. - Excellent problem-solving, communication, and documentation skills. Preferred skills for this role include: - Knowledge of scripting languages (e.g., Python, MATLAB) for automation and data analysis. - Exposure to cloud-based simulation platforms or IoT integration for digital twins. Join Lennox's team to contribute to innovative, sustainable products and services while growing your career in a supportive environment that values your contributions.,

As a Quant Analytics Treasury - Vice President at Barclays, you will be spearheading the evolution of the Risk function by developing best-in-class credit risk models using industry-leading frameworks and methodologies. You will work in a global quant team, collaborate with regulators worldwide, and utilize cutting-edge technology. Your role will also involve effective stakeholder management, leadership, and decision-making to support business strategy and risk management. **Key Responsibilities:** - Develop credit risk models such as Treasury Risk, Liquidity Modelling, Hedge accounting, ICAAP VAR Model, PRA110 liquidity reporting, and Model Implementation. - Utilize hands-on working knowledge in areas like IRRBB, RRP, TWD, Hedge accounting, FX rate risk, Balance-sheet Modelling, and Cash Flow Forecasting. - Demonstrate proficiency in technology, including recent coding experience in Python, Python-OOP, C/C++, and Version control methods. - Engage in Stress Testing/Scenarios Modelling, Model Development, Model Validation, Statistical Modelling, and understanding of regulatory frameworks. **Qualifications Required:** - Advanced Technical Degree (Master's / PhD) in Statistics, Engineering, Numerical Analysis, Mathematics, Physics, Econometrics, Financial Engineering, Computer Science, or Financial Mathematics. - Relevant certifications such as GARP-FRM, PRM, CQF, AI/ML Courses would be beneficial. - Experience with R, MATLAB, Numerix, and Database skills. - Strong experience in Stakeholder management, leadership, and decision-making to support business strategy and risk management. In this role, you will design, develop, implement, and support mathematical, statistical, and machine learning models and analytics for business decision-making. You will collaborate with technology to specify dependencies for analytical solutions, develop high-performing analytics solutions, and ensure conformance to all Barclays Enterprise Risk Management Policies. As a Vice President, you will contribute to setting strategy, drive requirements for change, manage resources and budgets, and ensure continuous improvements. You will demonstrate leadership behaviours aligned with the Barclays values and mindset, advise key stakeholders, manage risks, and collaborate with other teams to achieve business goals. All colleagues at Barclays are expected to embody the Barclays Values of Respect, Integrity, Service, Excellence, and Stewardship, as well as demonstrate the Barclays Mindset of Empower, Challenge, and Drive.,

Build cutting edge models using NLP, ML and AI Techniques for a variety of problems in a variety of domains. Work with engineering team to deploy models in production & validate the models.

About The Role Job Responsibilities Responsible for the Unit verification of AUTOSAR based Simulink, TargetLink models developed as per the MAAB guidelines with good software engineering practices. Responsible for Requirement Analysis. Responsible for Test Specifications, Code Coverage, Model Quality and Model Validation (MIL, SIL) to ensure that developed model is bug-free and adheres to defined Test strategy. Key Skills Good experience in automotive Model Based development activities including model-based testing using tools like Synopsys TPT and auto-code generation using Matlab, Simulink, Stateflow and TargetLink . Good understanding of AUTOSAR architecture and the AUTOSAR based model development. Good to have exposure to Matlab scripting / Python scripting. Good exposure to configuration management tools like PVCS, SVN, GIT and requirement management tool, PREEVision/DNG experience is preferred. Mandatory skills MIL-SIL, Python/ M-Scripting, TPT, Matlab, Simulink, Stateflow, Targetlink Works in the area of Software Engineering, which encompasses the development, maintenance and optimization of software solutions/applications.1. Applies scientific methods to analyse and solve software engineering problems.2. He/she is responsible for the development and application of software engineering practice and knowledge, in research, design, development and maintenance.3. His/her work requires the exercise of original thought and judgement and the ability to supervise the technical and administrative work of other software engineers.4. The software engineer builds skills and expertise of his/her software engineering discipline to reach standard software engineer skills expectations for the applicable role, as defined in Professional Communities.5. The software engineer collaborates and acts as team player with other software engineers and stakeholders. About The Role - Grade Specific Has more than a year of relevant work experience. Solid understanding of programming concepts, software design and software development principles. Consistently works to direction with minimal supervision, producing accurate and reliable results. Individuals are expected to be able to work on a range of tasks and problems, demonstrating their ability to apply their skills and knowledge. Organises own time to deliver against tasks set by others with a mid term horizon. Works co-operatively with others to achieve team goals and has a direct and positive impact on project performance and make decisions based on their understanding of the situation, not just the rules.

The successful candidate will join the Model Risk Management and Validation Group (MRM&V). MRM&V performs independent analytical reviews and validations of all models throughout Bank. The candidate will perform analysis of quantitative models and other tools through extensive reviews into how the models was developed and how it functions. The candidate will also provide written communications of their findings in a clear, succinct manner to all model stakeholders including model owners, developers, lines of business, audit and regulatory agencies. By the nature of this position, the successful candidate will be exposed to a wide variety of models and business analysts, and senior management. Responsibilities: Perform independent review and model validation of Artificial Intelligence and Machine Learning (AI/ML) models; Conduct model architecture review, theoretical soundness assessments and performance evaluations; Write validation reports containing/explaining the analyses performed and their results; Present the reports and findings to various review/approval committees and to other modeling teams; Develop creative approaches to effectively communicate complicated concepts, model validation results and analyses to stakeholders; Participate in peer brainstorm review sessions and help other MRM&V members to solve the problems they are facing; work closely with cross-functional teams, including senior model validators, model developers, risk officers, and business units, to ensure models are effectively integrated into business decision-making processes. Represent Model Risk management team in the interactions with regulatory agencies. Qualifications 3 or more years experiences in model development or validation. Familiar with essential quantities techniques used in financial models. Quantitative programming skill (e.g., SAS/SQL, Python, R, etc.). Knowledge with Machine Learning algorithm in model development or validation is a plus. Very good communication skills (both verbal and written) as well as solid project management skills and ability to multitask. Good business knowledge and familiarity with consumer/small business/commercial banking products, operation, and credit processes. Prior experience with developing or validating models such as stress testing, prepayment or profitability models will be a plus. Prior experience in delivering both written and verbal communications to a senior management audience and developing constructive relationships with a wide range of different stakeholders. Education: Masters or Ph.D. degree in finance, economics/econometrics, statistics, or other quantitative fields (physics, computer science, mathematics, etc.) Please note that we are looking for only Immediate to 30 days joiners

The Senior Analyst position at Deutsche Bank in Mumbai, India, falls within the Model Risk Management team, focusing on managing model risk globally in accordance with the bank's risk appetite. The key responsibilities of this role include performing independent model validation, early identification and mitigation of Model Risks, supporting the design of Model Risk metrics, and implementing a strong Model Risk Management and governance framework. This role encompasses validation applicable to various estimation approaches within the Deutsche Bank Combined US Operations (CUSO) across different business units and risk types. Your core responsibility as a Senior Analyst will be to validate Stress testing models under the CCAR PPNR umbrella for DB USA. Understanding different aspects of the bank's business within Corporate Banking, Private Banking, and Investment Banking is crucial. The role may require flexibility in moving across different risk areas within the US model validation team. Key tasks include model performance testing, scenario analysis, sensitivity analysis, conceptual assessment of model assumptions, and developing challenger models. To excel in this role, you should have 2-3 years of professional experience in model development/validation or related areas, with previous experience in stress testing being a plus. Knowledge and experience in working with B/PPNR models, financial statement analysis, statistical techniques, and proficiency in software packages like R and Python are essential. Strong analytical skills, report drafting abilities, and good presentation and communication skills are also required. Candidates with Mathematics, Statistics, Economics, Engineering, or MBA backgrounds are preferred, and certifications like CFA or FRM would be beneficial. Deutsche Bank offers a flexible scheme with benefits such as best-in-class leave policy, parental leaves, childcare assistance benefit, sponsorship for certifications, Employee Assistance Program, comprehensive insurance coverage, and health screening. Training, coaching, and a culture of continuous learning are provided to support your career development. The bank encourages a positive, fair, and inclusive work environment, promoting collaboration and celebrating the successes of its people. Visit the company website for more information: https://www.db.com/company/company.htm.,

About this role: Wells Fargo is seeking a Senior Quantitative analytics Specialist. Model Risk management (MRM) operates in a fast-paced work environment with continuously changing policies and technologies. The successful candidate is expected to be self- motivated, require minimal supervision, and produce work that is consistent with MRM's recognized high standards. Effective work will involve familiarity with source systems of record, analytical data and sampling plans, model replications, model performance assessments, and test model development as effective challenges to lines of business. It further requires strength in writing detailed standard analytical reports to ensure Wells Fargo's compliance with governance policies and regulations. Each validation report will include assessments of the specific business, model purpose and history, the model methodology, data integrity, model development, performance, implementation, and monitoring. These documents are read by a broad audience, including auditors and regulators. 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: 4+ years of Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science Desired Qualifications: Proven experience as Model Validator/ Model Developer in the industry. Exposure to Banking Book is highly desirable Candidate should have a strong understanding of Balance Forecasting models /Loss forecasting models /PPNR/fee models /Econometric models. Candidate should have an excellent business understanding especially the Wholesale/Commercial portfolio (Banks, Corporate, Real estate, Specialized lending). The ideal candidate will bring in deep domain knowledge and advanced technical skills to drive sophisticated Credit risk validation initiatives across Commercial portfolio. Deep understanding on how different economic factors interact, howtheoretical model translated into a mathematical equation, would be an added advantage. Candidate should be well versed with concept like Estimation, Backtesting, sensitivity, Shock/Scenario creation, Pandemic data management, coefficient stability analysis. Proven experience using techniques like Time Series Forecasting, Regression, Machine learning, Ideal candidate should be well versed in credit risk model validation/development of models (PD, LGD and EAD, LGD models, stress tests) for credit portfolio of the bank as per regulatory guidelines. Skill to apply regulatory requirements outlined in SR11-7, CCAR CECL/IFRS9, and other regulations and rules to conducting model validation assignments. Ability to develop comprehensive technical documentation including - Validation reports, Model risk findings, Regulatory compliance documentation. Candidate must have hands on experience on Python, Pyspark and related libraries and code development skills (e.g., Python, Pyspark, Pyfarm) . Experience in performing model validations and clearly documenting evidence of validation activities. Communicating model risk findings and limitations to key stakeholders (preferred). 4-8 years of experience with minimum Masters in a quantitative field such as Statistics/ Econometrics/ Finance/Computer sciences or any other behavioral sciences with a quantitative emphasis. Job Expectations: MRM serves as the second line of defense to ensure the integrity of Wells Fargo's model inventory. A Senior Quantitative Analytics Specialist is an individual contributor role. This position will focus primarily on Commercial Credit and Corporate Economic group model validations. A validation project typically begins and ends with the analyst, requiring broad and continuous attention to detail, comprehensive documentation, and interactions with developers. A Senior Quantitative Analytics Specialist should have a deep academic knowledge, broad based approach to solutioning business problems. He/she should approach the problem agnostic of analytic technique, tool or process. Ability to think outside the box and provide ensemble solutions should set them apart to be a high performing team member. Posting End Date: 18 Sep 2025 We Value Equal Opportunity Wells Fargo is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other legally protected characteristic. Employees support our focus on building strong customer relationships balanced with a strong risk mitigating and compliance-driven culture which firmly establishes those disciplines as critical to the success of our customers and company. They are accountable for execution of all applicable risk programs (Credit, Market, Financial Crimes, Operational, Regulatory Compliance), which includes effectively following and adhering to applicable Wells Fargo policies and procedures, appropriately fulfilling risk and compliance obligations, timely and effective escalation and remediation of issues, and making sound risk decisions. There is emphasis on proactive monitoring, governance, risk identification and escalation, as well as making sound risk decisions commensurate with the business unit's risk appetite and all risk and compliance program requirements. Candidates applying to job openings posted in Canada: Applications for employment are encouraged from all qualified candidates, including women, persons with disabilities, aboriginal peoples and visible minorities. Accommodation for applicants with disabilities is available upon request in connection with the recruitment process. Applicants with Disabilities To request a medical accommodation during the application or interview process, visit . Drug and Alcohol Policy Wells Fargo maintains a drug free workplace. Please see our to learn more. Wells Fargo Recruitment and Hiring Requirements: a. Third-Party recordings are prohibited unless authorized by Wells Fargo. b. Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process.

About this role: Wells Fargo is seeking a Senior Quantitative analytics Specialist. Model Risk management (MRM) operates in a fast-paced work environment with continuously changing policies and technologies. The successful candidate is expected to be self- motivated, require minimal supervision, and produce work that is consistent with MRMs recognized high standards. Effective work will involve familiarity with source systems of record, analytical data and sampling plans, model replications, model performance assessments, and test model development as effective challenges to lines of business. It further requires strength in writing detailed standard analytical reports to ensure Wells Fargos compliance with governance policies and regulations. Each validation report will include assessments of the specific business, model purpose and history, the model methodology, data integrity, model development, performance, implementation, and monitoring. These documents are read by a broad audience, including auditors and regulators. 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: 4+ years of Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science Desired Qualifications: Proven experience as Model Validator/ Model Developer in the industry. Exposure to Banking Book is highly desirable Candidate should have a strong understanding of Balance Forecasting models /Loss forecasting models /PPNR/fee models /Econometric models. Candidate should have an excellent business understanding especially the Wholesale/Commercial portfolio (Banks, Corporate, Real estate, Specialized lending). The ideal candidate will bring in deep domain knowledge and advanced technical skills to drive sophisticated Credit risk validation initiatives across Commercial portfolio. Deep understanding on how different economic factors interact, howtheoretical model translated into a mathematical equation, would be an added advantage. Candidate should be well versed with concept like Estimation, Backtesting, sensitivity, Shock/Scenario creation, Pandemic data management, coefficient stability analysis. Proven experience using techniques like Time Series Forecasting, Regression, Machine learning, Ideal candidate should be well versed in credit risk model validation/development of models (PD, LGD and EAD, LGD models, stress tests) for credit portfolio of the bank as per regulatory guidelines. Skill to apply regulatory requirements outlined in SR11-7, CCAR CECL/IFRS9, and other regulations and rules to conducting model validation assignments. Ability to develop comprehensive technical documentation including - Validation reports, Model risk findings, Regulatory compliance documentation. Candidate must have hands on experience on Python, Pyspark and related libraries and code development skills (e.g., Python, Pyspark, Pyfarm) . Experience in performing model validations and clearly documenting evidence of validation activities. Communicating model risk findings and limitations to key stakeholders (preferred). 4+ years of experience with minimum Masters in a quantitative field such as Statistics/ Econometrics/ Finance/Computer sciences or any other behavioral sciences with a quantitative emphasis. Job Expectations: MRM serves as the second line of defense to ensure the integrity of Wells Fargos model inventory. A Senior Quantitative Analytics Specialist is an individual contributor role. This position will focus primarily on Commercial Credit and Corporate Economic group model validations. A validation project typically begins and ends with the analyst, requiring broad and continuous attention to detail, comprehensive documentation, and interactions with developers. A Senior Quantitative Analytics Specialist should have a deep academic knowledge, broad based approach to solutioning business problems. He/she should approach the problem agnostic of analytic technique, tool or process. Ability to think outside the box and provide ensemble solutions should set them apart to be a high performing team member.

Senior Analyst, MoRM (DIPL), NCT Position Overview In Scope of Position based Promotions (INTERNAL only) Job Title - Senior Analyst, MoRM (DIPL), NCT Location - Mumbai, India Role Description Model Risk Management's 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 Effectively managing and mitigating Model Risks Supporting the design of Model Risk metrics Implementing a strong Model Risk Management and governance framework Supporting bank-wide Model Risk-related policies and practices. This role spans all aspects of validation applicable to the portfolio of estimation approaches within the Deutsche Bank Combined US Operations (CUSO) across all relevant business units and risk types. What we'll offer you As part of our flexible scheme, here are just some of the benefits that you'll 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 core responsibility will be to validate Stress testing models used within the larger CCAR PPNR umbrella for DB USA. It's important and incumbent to have an understanding of different aspects of bank's business within different business segments of Corporate Banking, Private Banking, Investment banking. However, the role might necessitate model validator to be flexible in moving around different risk areas within US model validation team, outside of core area of responsibility. Key tasks include, but not limited to model performance testing, scenario analysis, sensitivity analysis, and conceptual assessment of model assumptions/limitations/weaknesses. Developing challenger models including independent data collection and by performing complex analysis and testing. Follow regulatory guidelines and the Bank's policies and procedures for model risk management, especially CCAR-specific guidelines. Bringing efficiency by automating processes and uplifting frameworks. Your skills and experience 2-3 years of professional experience in model development/ validation or related areas. Previous experience in stress testing (DFAST/CCAR/ICAAP) would be a plus. The candidate should possess knowledge and experience in working with B/PPNR models across various lines of business, including Corporate Banking, Private Banking, Investment Banking, and Treasury Functions. Ability to analyse and understand financial statements (Balance sheet, Income statement) will be advantageous. Experience and knowledge of Statistical techniques, strong analytical skills with experience in relevant software packages, e.g., R and Python Candidate needs to have experience of report drafting reports and should be able to independently compile model validation reports, follow-through on mitigation of validation findings, and documentation thereof. Good presentation & communication skills Candidates with Mathematics/Statistics/Economics/Engineering/ MBA or allied background holding Graduate/Post-Graduate degrees are preferred. CFA / FRM certification will be a plus for the role. Candidates having experience / strong knowledge in Business Intelligence tools like Power BI, Tableau, Automation through MS-Access / VBA, supporting framework development, designing presentations will be a plus for the role. 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: We strive for a 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.

The Risk Analytics, Modeling and Validation role involves the development, enhancement, and validation of methods for measuring and analyzing all types of risks, including market, credit, and operational. In areas related to credit risk, individuals in this role develop, enhance, and validate models for measuring obligor credit risk, or early warning tools that monitor the credit risk of corporate or consumer customers, besides being involved in Loss Given Default studies. They also develop and maintain key risk parameters like default and rating migration data, usage given default data and transition matrices. This role is vital to the company as it provides a scientific and systematic approach to assessing and mitigating risks, thereby ensuring the company's financial stability, protecting its assets, and supporting its overall business strategy. The responsibilities of the role typically include performing model validations, annual model reviews, ongoing monitoring reviews, and model limitation remediation reviews for one or more model/product types under the supervision of a Validation Lead. The individual is required to provide effective challenge to the model development process, evaluate testing approaches and results, assess ongoing performance monitoring of the models, contribute to regulatory and internal audit related responses, collaborate with other teams within Risk and the Business, and assist with preparing reports and meeting materials for senior management. The ideal candidate for this role is expected to have 5-8 years of experience in Quantitative Finance, Risk Management, Analytics, Model Development, or Model Validation. They should possess excellent partnership and teamwork skills, the ability to formulate findings clearly and concisely in a written form, good verbal communication skills, strong analytic, creative thinking, and problem-solving abilities, adeptness at analysis and documentation of results, and the ability to work well under pressure and deliver results under tight deadlines. Programming skills in languages like Python, MATLAB, C/C++/C#, VBA, or other coding languages are required, along with knowledge of financial markets and products. Qualitative or quantitative model risk management experience is a plus. Additionally, the candidate should have extensive experience in data analysis and interpretation, technical writing skills, strong technical skills in time series analysis, statistics, and econometrics, as well as excellent communication, diplomacy, and problem-solving skills. The educational requirement for this role is a Master's degree. The candidate should also demonstrate proficiency in project management, the ability to manage multiple tasks and deadlines, proficiency in data analysis and interpretation, attention to detail, and the ability to make informed judgments based on information. Additionally, they should be able to identify inconsistencies in data or results, define business issues, formulate recommendations on policies, procedures, or practices, and have the ability to work effectively both in a team and independently. Key Skills: - Analytical Thinking - Business Acumen - Credible Challenge - Data Analysis - Governance - Policy and Procedure - Policy and Regulation - Risk Controls and Monitors - Risk Identification and Assessment - Statistics For further details on complementary skills, please refer to the job description or contact the recruiter for more information.,

You will be responsible for managing and strategizing the end-to-end credit underwriting and monitoring of a portfolio of personal loans through a digital journey. Your main accountabilities will include working on credit underwriting solutions, collaborating with the Data Science team to analyze underwriting models, automating credit policies, determining pricing based on segmentation, and standardizing policies and processes. You will also track portfolio profitability, conduct portfolio analysis, review existing portfolios, and monitor delinquent accounts to ensure company standards are met. Additionally, you will be involved in new partner integrations by understanding the product offerings, identifying data requirements, creating policies, facilitating data room exercises, and monitoring policy implementation. Relationship management with partners, credit reporting agencies, and assisting in all credit operations of the company will also be part of your responsibilities. To qualify for this role, you must have a minimum Postgraduate degree in Finance/Statistics/Management from A institutes, with a preference for a BTech with an MBA. You should have a minimum of 7 years of work experience with 3-4 years in risk management and policy creation. Excellent communication skills, stakeholder management skills, and the ability to work with various internal and external functions are essential. Hands-on experience with large datasets and proficiency in data analytics, model validation, policy formulation, portfolio management, stakeholder management, and project management are required. Technical skills in R/Python, SQL, and Advanced Excel are also necessary for this role.,

As a Credit Underwriting Manager, your primary responsibility will be to oversee and strategize the end-to-end credit underwriting and monitoring process for a portfolio of personal loans through digital channels. You will work closely with the Data Science team to analyze underwriting models, validate their performance on the current portfolio, and determine performance benchmarks. Your role will involve automating credit policies to minimize manual intervention, establishing pricing strategies based on segmentation, and standardizing policies and processes. Additionally, you will track portfolio profitability, funnel metrics, and risk thresholds to ensure effective portfolio management. Your key accountabilities will include conducting portfolio analysis, recommending policy changes to the Policy head based on analysis outcomes, reviewing the existing portfolio periodically, identifying high-risk segments, and taking necessary actions to mitigate risks. You will also monitor delinquent accounts, identify technological solutions for process improvement, and analyze various MIS reports to monitor portfolio performance and risk. In terms of new partner integrations, you will be responsible for understanding the product offerings of channel partners, assessing available information, creating policies, facilitating data exercises, and monitoring policy implementation. You will work closely with partners, credit reporting agencies, and internal functions to ensure smooth credit operations. To qualify for this role, you must hold a postgraduate degree in Finance, Statistics, or Management from a reputable institute, with a preference for candidates with a BTech and MBA. You should have a minimum of 7 years of experience with 3-4 years in risk management and policy creation, along with a solid understanding of risk performance. Strong communication skills, stakeholder management abilities, and hands-on experience with data analytics, model validation, policy formulation, portfolio management, and project management are essential for this role. Proficiency in data processing tools such as R/Python, SQL, and Advanced Excel is required to succeed in this position.,

As a Senior Manager - Quantitative Model Validator at Ameriprise Financial, you will have the exciting opportunity to lead and execute model validation activities. Your responsibilities will include validating models, conducting annual reviews, monitoring ongoing activities, managing findings, and approving model usage. You will play a crucial role in addressing regulatory requirements, handling internal and external audit queries, and ensuring compliance. Reporting directly to Model Validation Leadership for AI/ML, you will be responsible for evaluating the conceptual soundness of low- to moderate-risk models. Additionally, you will assess limitations and suitability for use while coordinating validation projects with a team of 2-3 individuals. It is essential that you demonstrate expertise in key model risk areas such as Artificial Intelligence, Machine Learning, Generative AI, or Decision Sciences. To be successful in this role, you must have a minimum of 8 years of experience in model risk management within the banking or insurance sector, preferably with a Master's degree (or two years with a PhD) in a relevant field like science, data science, math, or statistics. You should possess previous experience in people or project leadership, with a proven ability to coach and mentor others. Your strategic thinking and analytical skills will be instrumental in providing effective business solutions and recommendations. The ideal candidate will be able to work independently with initiative while thriving in a collaborative team environment. You should excel in communicating complex information to senior management convincingly and have strong written and verbal communication skills. Your ability to lead organizational change and influence partners effectively will be highly valued. Preferred qualifications include a PhD or Master's degree in science, data science, math, statistics, or related fields, along with familiarity with regulatory guidance such as SR 11-7, OCC 2011-12, or similar frameworks. Ameriprise India LLP has a rich history of providing client-focused financial solutions for over 125 years. Join our U.S.-based financial planning company headquartered in Minneapolis with a global presence. Our focus areas include Asset Management and Advice, Retirement Planning, and Insurance Protection. Embrace our inclusive and collaborative culture that rewards contributions and offers opportunities for personal and professional growth. If you are a talented individual who values ethical practices and desires to make a positive impact, consider building your career with Ameriprise India LLP. This is a full-time position with working hours from 2:00 PM to 10:30 PM. Join the Business Support & Operations team at Ameriprise India LLP and be part of a dynamic and rewarding work environment.,

About this role: Wells Fargo is seeking a Treasury Senior Manager for Investment Portfolio Management In this role, you will: Manage and develop teams responsible for complex analytics on components of companywide key treasury finance metrics Oversee the monitoring and evaluation of global market conditions, funding, asset and liability management, liquidity risk management, capital management, financial performance management, capital, and related activities Lead all aspects of a critical treasury finance function Ensure deliverables are completed and compliant with various treasury risk management regulatory requirements Lead implementation of complex projects and initiatives Lead team to achieve objectives Interact with leaders to provide support and drive strategic initiatives for the business Recommend and ensure compliance and risk management requirements for supported area and work with other stakeholders to implement key risk initiatives Collaborate and influence all levels of professionals including leaders Interface with external agencies, regulatory bodies or industry forums Participate in industry and peer groups to influence the standard setting process Manage allocation of people and financial resources for Treasury Develop and guide a culture of talent development to meet business objectives and strategy Portfolio Management & Analysis - Oversee financial research, analysis, and structuring of investment portfolios, collaborating closely with US-based teams. - Drive model lifecycle management -validation, implementation, performance monitoring, and remediation. - Lead scenario analysis, stress testing, and ensure all portfolios are aligned with risk appetite frameworks. Model Governance, development, Monitoring & Validation - Lead robust model governance, ensuring alignment with internal policies, regulatory standards, and industry best practices. - Drive independent model validation, including quant review of models across asset classes (fixed income, derivatives, structured products, etc.) - Enhance and automate model validation processes leveraging new technologies and data-driven techniques Risk & Data Management - Ensure effective risk oversight, documentation, risk reporting, and the monitoring of compensating controls where necessary. - Facilitate regular data quality management and reporting for the investment portfolio. Driving the execution of business and technology transformation strategies - support the implementation of streamlined business processes and end-user products for Trading, Securities Portfolio Management and Analytics, Mortgage Modeling, Hedging. - Collaborate and consult with members of the Business Execution team and team leaders to advance strategic initiatives and achieve organizational objectives Team Leadership & Stakeholder Engagement - Mentor and lead quantitative analysts, overseeing project execution, resource planning, and the dissemination of analytics best practices. - Act as the point of contact for internal and external stakeholders (auditors, business support teams) regarding portfolio, model, and risk matters - Drive process improvement and operational efficiency, leveraging global best practices Required Qualifications: 6+ years of Treasury experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education 3+ years of management or leadership experience Desired Qualifications Advanced degree in Finance, Economics, Statistics, Mathematics, Engineering, or related field. MBA, CFA, FRM, or equivalent certification preferred Strong experience (at least 6+ years) in investment portfolio management, banking, or asset management, including at least 4 years in a leadership function. Deep expertise in model development, validation, quantitative analytics, and risk management for large portfolios. Strategic AI Awareness: Ability to understand and leverage AI technologies to drive business transformation, improve decision-making, and enhance operational efficiency. Hands-on experience with scenario analysis, risk modeling, credit analysis, and regulatory compliance. Proven ability to lead teams, manage portfolio performance, and drive technological/process enhancements. Advanced statistical, financial modeling, and data analytics skills. Proficient with relevant software (Python, R, Bloomberg, Factset, SQL, etc) Strong communication skills for presenting technical and business insights to diverse audiences, including senior management and regulators. Encourages experimentation with AI tools (e.g., generative AI, automation platforms) to foster innovation and continuous improvement Experience working at/with global banks, especially in offshore centers for US/UK institutions. Knowledge of international accounting standards and regulatory regimes (Basel III/IV, CCAR, FRTB, etc.) Demonstrated success in building stakeholder consensus and driving high-impact portfolio or model validation initiatives at scale. Posting End Date: 9 Sep 2025 We Value Equal Opportunity Wells Fargo is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other legally protected characteristic. Employees support our focus on building strong customer relationships balanced with a strong risk mitigating and compliance-driven culture which firmly establishes those disciplines as critical to the success of our customers and company. They are accountable for execution of all applicable risk programs (Credit, Market, Financial Crimes, Operational, Regulatory Compliance), which includes effectively following and adhering to applicable Wells Fargo policies and procedures, appropriately fulfilling risk and compliance obligations, timely and effective escalation and remediation of issues, and making sound risk decisions. There is emphasis on proactive monitoring, governance, risk identification and escalation, as well as making sound risk decisions commensurate with the business unit's risk appetite and all risk and compliance program requirements. Candidates applying to job openings posted in Canada: Applications for employment are encouraged from all qualified candidates, including women, persons with disabilities, aboriginal peoples and visible minorities. Accommodation for applicants with disabilities is available upon request in connection with the recruitment process. Applicants with Disabilities To request a medical accommodation during the application or interview process, visit . Drug and Alcohol Policy Wells Fargo maintains a drug free workplace. Please see our to learn more. Wells Fargo Recruitment and Hiring Requirements: a. Third-Party recordings are prohibited unless authorized by Wells Fargo. b. Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process.

Hyderabad 5 Days office in a week Final round of interview face to face Mandatory Risk Analyst Model Risk Management (MRM) | ICE We are looking for a Risk Analyst to join the Model Risk Management (MRM) team at ICE. This team independently validates quantitative models used across the business and ensures they perform as expected. The role combines data analysis, statistical modeling, and risk management with clear reporting and presentation to stakeholders. Key Responsibilities: Validate and support risk and financial models across business units Perform data analysis using statistical, mathematical, and computational methods Write clear validation reports and present findings to stakeholders Automate and enhance reporting processes Collaborate with domain experts on risk best practices and policies Required Skills: Masters degree in Economics, Finance, Statistics, Mathematics, or related field Strong knowledge of statistics (distributions, regression, time series, probability, etc.) Hands-on experience with Python or R and SQL Excellent writing, presentation, and communication skills Detail-oriented with strong problem-solving and analytical mindset Preferred: 2+ years’ experience with financial/economic data analysis Progress toward FRM or CFA certifications Exposure to Tableau or other visualization tools

As a Model Validator at Ameriprise India LLP, you will be responsible for executing model validation activities for low-, moderate-, or high-risk models. Your duties will include conducting annual reviews, validation testing, ongoing monitoring, findings management, and model use approvals. Additionally, you may coordinate with a team of quantitative model validators to evaluate the conceptual soundness of actuarial and other models and ensure their suitability for use. Expertise in Insurance and Actuarial Modeling, or Statistical and Stochastic processes is essential for this role. Your key responsibilities will involve conducting annual reviews of models, preparing validation scripts and reports, consulting with model owners and developers to promote best practices, and establishing the scope and testing of model validations. You will also be required to support model governance policies, procedures, templates, and risk reporting, while providing technical support to the business when needed. To qualify for this position, you should have a minimum of 7 years of experience in model risk management within insurance or banking sectors, along with a master's degree in science, math, statistics, or a related field. Preferred qualifications include an Actuarial designation or substantial progress towards one, such as Associate of the Society of Actuaries, USA or Fellow of the Society of Actuaries, USA. Familiarity with SR 11-7/OCC 2011-12 and a PhD are also advantageous. Join Ameriprise India LLP, a U.S.-based financial planning company with a global presence, dedicated to providing client-centered financial solutions for over 125 years. Our core focus areas include Asset Management, Retirement Planning, and Insurance Protection. We offer an inclusive and collaborative work culture that values your contributions and provides opportunities for professional growth and community involvement. This is a full-time position with working hours from 2:00 pm to 10:30 pm. If you are a talented and driven individual seeking to work for an ethical company that values its employees, consider building your career with Ameriprise India LLP in the Finance department.,

Join us as a Model Factory IVU Senior at Barclays, where you'll spearhead the evolution of our digital landscape, driving innovation and excellence. You'll harness cutting-edge technology to revolutionize our digital offerings, ensuring unparalleled customer experiences. This is a Model Factory IVU Senior role in Model Risk Management (MRM). MRM reports directly to the Group Chief Risk Officer and is responsible for the identification, assessment, monitoring, and management of model risk within Barclays. Model risk is the potential for adverse consequences from decisions based on incorrect or misused model outputs. The MRM function's mandate is to independently and actively manage model risk globally in line with the bank's risk appetite. As a successful Model Factory IVU Senior, you should have experience in Model Validation/Model Development roles, specifically in areas like Treasury, IRRBB, Liquidity, Credit, and Market Risk. You should possess the ability to understand Risk and/or banking products and explain them at a high level, preferably in Market Risk/Treasury/Capital/Liquidity planning. Strong communication skills are essential for producing concise, organized, and thoughtful presentations for both technical and non-technical audiences. Highly valued skills may include Project Management abilities, experience or exposure to Technology or Data Science, strong stakeholder management, excellent report writing skills, and preferred qualifications such as CA, MBA, Economics, or Engineering. Proficiency in Project Management tools like JIRA, MS Project, and the MS Suite (Word, Excel, PPT, Project, Visio, and SharePoint) is desirable. The primary purpose of this role is to validate and approve models for specific usages both at inception and on a periodic basis, as well as conducting annual reviews. Your key accountabilities will include validating models for their intended use, approving or rejecting models based on assessment, assessing compensating controls for model risk mitigation, documenting validation findings and recommendations, evaluating model interactions and Large Model Framework aggregate results, and designing frameworks and methodologies to measure and quantify model risk. If you are an Assistant Vice President in this role, you are expected to advise and influence decision-making, contribute to policy development, collaborate with other functions/business divisions, and lead a team performing complex tasks. For an individual contributor, you will lead collaborative assignments, guide team members, consult on complex issues, and take ownership for managing risk and strengthening controls. All colleagues are expected to demonstrate Barclays Values of Respect, Integrity, Service, Excellence, and Stewardship, as well as the Barclays Mindset of Empower, Challenge, and Drive.,

Role Description The role is based out of Mumbai and will require work across multiple teams in the Global Investment Office (GIO) to audit quantitative models to ensure their alignment with the requirements of the firms Model Risk Management (MRM) group which is part of independent risk control, review and validation of models used by Morgan Stanley. This individual will conduct testing of a variety of models and provide written summaries of any findings. Additionally, this individual will support a variety of performance dashboards used within GIO to assist with data-driven decision-making across the business. Primary Responsibilities Conduct model validation for a variety of models by challenging model assumptions, mathematical formulation, and implementation. Conduct independent testing to assess model accuracy and robustness under different scenarios and market conditions. Write comprehensive and high-quality review reports for models and tools validated for annual approvals and recertifications. Proactively identify and escalate thematic and idiosyncratic risk themes related to the models and tools under the coverage area, engage with relevant stakeholders in identifying effective approaches to managing such risks. Providing dashboard support to a variety of teams, which may include designing dashboards and regular updates of data from the data lake. Qualifications 3-5 years of relevant work experience, bachelors degree, preferably in IT, Computer Science, Math, or Statistics. Strong attention to detail Risk-oriented mindset including effective risk prioritization, critical and analytical questioning, and ability and willingness to speak up. Comfort juggling multiple priorities; strong organizational and time management skills. Ability to work effectively as a member of a team or independently. Persistence, tenacity and drive for results. Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximise their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds, talents, perspectives, and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing, and advancing individuals based on their skills and talents. What You Can Expect From Morgan Stanley We are committed to maintaining the first-class service and high standard of excellence that have defined Morgan Stanley for over 89 years. Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - arent just beliefs, they guide the decisions we make every day to do what&aposs best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. At Morgan Stanley, youll find an opportunity to work alongside the best and the brightest, in an environment where you are supported and empowered. Our teams are relentless collaborators and creative thinkers, fueled by their diverse backgrounds and experiences. We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry. Theres also ample opportunity to move about the business for those who show passion and grit in their work. To learn more about our offices across the globe, please copy and paste https://www.morganstanley.com/about-us/global-offices into your browser. Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximize their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds, talents, perspectives, and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing, and advancing individuals based on their skills and talents. Show more Show less

Role Overview We have a challenging opportunity for the aforementioned roles in our Financial Services practice. The person will focus on Indian and global clients, work in a client-facing role, and take on the responsibility of delivering and leading projects around Credit risk analytics and or providing a single point end-to-end accountability for the project oversight, establish a working relationship with the internal and external stakeholders. In line with the increasing regulatory requirements within different aspects of Enterprise Risk Management, the candidate would support banks in Enterprise Risk Management Support catering to changing regulations, review and oversight of credit risk models and with a view to keep its existing ERM framework in speed with the regulatory requirements and long term strategy of the bank. Key Responsibilities Preforming Risk Analytics activities to develop models and support the bank on various analytical initiatives Assist in modeling key risk estimates PD, LGD and EAD for AIRB and IFRS9 framework Regularly engage in model development, validation, and re-development activities Other risk analytics activities include assisting in review and re-development of Macro-Economic Model, RAROC Calculator Risk Adjusted Return on Capital Period reporting (internal & regulatory) of various Risk Metrics Engage in model risk management activities Desired Profile Postgraduate with 7-10 years of experience in the Banks, NBFCs, consulting firms Certificates like CFA, FRM, CQF Should be proficient in MS Excel and PowerPoint Excellent knowledge of SAS, R, Python. Should have excellent communication skills (oral, written, and email drafting skills) Good organizational, analytical, problem-solving, and project management skills Technical Knowledge Understanding and experience in credit risk function, specifically retail models. Understanding of banking products, operations, and strong knowledge of Basel and IFRS 9 regulatory landscape and regulations in risk, capital, operation, and compliance. Prior work experience with regulators in India and Middle East (RBI, CBUAE, SAMA etc.) is preferred Deep understanding and strong knowledge of SAS/R/Python Understanding of retail banking, corporate banking, capital markets, trading, and other financial services. Individual must have experience in IFRS9, Basel II, III and IV Standardized and Advanced approaches, BCBS, ICAAP, Stress testing, Scorecard development, policies/ procedures, system implementation, etc. Experience in developing PD, LGD, EAD and CCF models for banks and financial institutions Experience in statistical methods such as logistic and Probit regressions Experience in macroeconomic model development and stress testing Key Personal Attributes A good blend of creative thinking and rigorous analysis in solving business problems Strong communication, facilitation, relationship-building, presentation, and negotiation skills Must work well in a team-oriented environment as well as independently. Work with team members to set goals and responsibilities for specific engagements. Foster teamwork and innovation. Ability to work under pressure. Mature, proactive, and displays initiative. Manages own and others' time well. Good oral and written communication skills including documentation of findings and recommendations. Adept at preparing and presenting reports to an audience.

Amazon.com, Inc. seeks to be Earths most customer-centric company, where customers can find and discover anything they might want to buy online, and endeavors to offer its customers the widest of selection at low price that drives Amazon s flywheel. The vision of Retail Business Services (RBS) Organization at Amazon is to accelerate Amazon s flywheel by improving customer experience and enabling our Selling Partners (SPs) to grow their business with Amazon. RBS provides catalog augmentation and correction technologies for the Amazon selling community. Our solutions ensure information in Amazons catalogs is both complete and comprehensive enough to give our customers a great shopping experience every time. RBS is looking for a Senior Program Manager who can work at all levels of detail to accomplish team/organization goals, to lead our Storewalk+ service offering. The Storewalk+ business unit within RBS provides our Customers with next generation buying experience by improving their end-to-end experience on our retail shopping platform. Unlike conventional research approaches, it mimics customer s shopping journey to discover and eliminate defects that adversely impact customer s buying experience. Overall, Storewalk+ is designed to delight customers with a seamless decision-making in buying and thereby improving the net conversion for Amazon As a Senior Program Manager, you will: 1) Own vision and definition for the Program and Service expansion 2) Own Planning, Forecasting and OP contributions 3) Set and measure goals for the storewalk team responsible for identifying root-causes responsible for significant customer drop-offs across the purchase journey 4) Be responsible for end-to-end storewalk execution, engagement with category leaders for root-cause validation & collaboration with Storewalk+ Solutioning POD leaders. 5) Define the clear requirement of specific business use cases for tech product mgr. 6) Support data analysts and product managers by turning business requirements into functional specifications and then executing delivery. 7) Establish scalable, efficient processes for large scale data analyses, model development, model validation and model implementation. 8) Own the service s execution strategy. 9) Develop strategies to mitigate risk. 10) Be responsible for all communication to Leadership ( Flash updates, WBR, QBR, LT Deep dives). 5+ years of working cross functionally with tech and non-tech teams experience 5+ years of program or project management experience 5+ years of delivering cross functional projects experience Experience defining program requirements and using data and metrics to determine improvements 2+ years of driving process improvements experience Masters degree, or MBA in business, operations, human resources, adult education, organizational development, instructional design or related field

Job Summary 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 Analyst, Senior is a key member of the Model Risk Management (MRM) team. Key responsibilities include executing against the overall model risk management framework and assisting in independent validation of models used by the business. Essential Job Functions Process and Project Management: Conducts model validations independently with minimal supervision. Acts as a mentor and coaches team members, if needed. Maintains a basic functional knowledge of model risk concepts and works with the business units to communicate key guiding principles. Performs end-to-end validations/testing of basic or less complex models/tools. Internal and client facing with oversight, guidance and review from management. Validation/testing: involves identifying the key risks associated with a model, planning a risk-based validation approach and scope. Designs and conducts validation tests, recognizing gaps in model risk management and governance, and drafting a model validation report. Quality Assurance: Checks the model s accuracy and demonstrates the model is robust and stable. Assesses potential limitations and evaluates the model s behavior over a range of input values. Assesses the impact of assumptions and identifying situations where the model performs poorly or becomes unreliable. Evaluates formal results of analysis performed and draft formal model validation documentation and proposed risk rating assessment. Business Communications and Relationships: Demonstrates professional and proficient verbal and written communication skills when working with internal and external partners. Builds relationships by establishing trust, confidence and credibility with senior leaders, executives, and internal partners. Is proactive, demonstrates a strong work ethic, and shows initiative to build the business in a result driven environment. Utilizes critical thinking skills to help analyze business issues, collaborates with stakeholders to resolve problems, is strategic and flexible when needed, and gains consensus on the best solution. Reports to: Lead or above Working Conditions/ Physical Requirements: Normal office environment, some travel may be required. Direct Reports: None Minimum Qualifications: Bachelors degree in Engineering, Statistics, Mathematics, Economics or any other related quantitative discipline Five or more years experience in data analytics or model development/validation is required Preferred Qualifications: Masters degree in Engineering, Statistics, Mathematics, Economics or any other related quantitative discipline. Six or more years experience in the financial services industry as well as experience in risk management Other Duties This job description is illustrative of the types of duties typically performed by this job. It is not intended to be an exhaustive listing of each and every essential function of the job. Because job content may change from time to time, the Company reserves the right to add and/or delete essential functions from this job at any time. About Bread Financial At Bread Financial, you ll have the opportunity to grow your career, give back to your community, and be part of our award-winning culture. We ve been consistently recognized as a best place to work nationally and in many markets and we re proud to promote an environment where you feel appreciated, accepted, valued, and fulfilled both personally and professionally. Bread Financial supports the overall wellness of our associates with a diverse suite of benefits and offers boundless opportunities for career development and non-traditional career progression. Bread Financial (NYSE: BFH) is a tech-forward financial services company that provides simple, personalized payment, lending, and saving solutions to millions of U.S consumers. Our payment solutions, including Bread Financial general purpose credit cards and savings products, empower our customers and their passions for a better life. Additionally, we deliver growth for some of the most recognized brands in travel & entertainment, health & beauty, jewelry and specialty apparel through our private label and co-brand credit cards and pay-over-time products providing choice and value to our shared customers. To learn more about Bread Financial, our global associates and our sustainability commitments, visit breadfinancial.com or follow us on Instagram and LinkedIn . All job offers are contingent upon successful completion of credit and background checks. Bread Financial is an Equal Opportunity Employer. Job Family: Enterprise Risk Job Type: Regular

Ameriprise Financial has an exciting opportunity for a Sr. Manager - Quantitative Model Validator position. This position will be responsible for leading and executing model validation activities, including validation, annual review, ongoing monitoring, findings management, and model use approvals. The validator is required to address regulatory requirements, as well as lead and address audit queries, both internal and external. Hiring Requirements Job Details Key Responsibilities: The Sr. Manager - Quantitative Model Validator position will report directly to Model Validation Leadership for AI/ML and will lead and execute evaluation of conceptual soundness of low- to moderate-risk models as well as assess limitations and suitability for use. The candidate will also be responsible for coordination of validation projects with 2-3 people. Must demonstrate knowledge in one or more key model risk areas of Artificial Intelligence/Machine Learning/ Generative AI or Decision sciences. Required Qualifications: Has a proven track record with a minimum of 8 years of experience with Masters (or two years with PhD) in model risk management in banking or insurance. Has a master s degree in science, data science, math, statistics, or related area. Previous people or project leadership experience and proven ability to coach and mentor people. Confirmed ability to apply both strategic and analytic techniques to provide business solutions and recommendations. Ability to work independently with high initiative and comfortable working optimally in a collaborative team environment. Proven success in communicating sophisticated information to senior management in a compelling fashion. Strong written and verbal communication skills. Leads organizational change with varying audiences, can successfully influence partners. Preferred Qualifications: PhD or masters in science, data science, math, statistics, or related area. Familiarity with SR 11-7, OCC 2011-12, or similar regulatory guidance. About Our Company Ameriprise India LLP has been providing client based financial solutions to help clients plan and achieve their financial objectives for 125 years. We are a U.S. based financial planning company headquartered in Minneapolis with a global presence. The firm s focus areas include Asset Management and Advice, Retirement Planning and Insurance Protection. Be part of an inclusive, collaborative culture that rewards you for your contributions and work with other talented individuals who share your passion for doing great work. You ll also have plenty of opportunities to make your mark at the office and a difference in your community. So if youre talented, driven and want to work for a strong ethical company that cares, take the next step and create a career at Ameriprise India LLP. Ameriprise India LLP is an equal opportunity employer. We consider all qualified applicants without regard to race, color, religion, sex, genetic information, age, sexual orientation, gender identity, disability, veteran status, marital status, family status or any other basis prohibited by law. Full-Time/Part-Time Full time Timings (2:00p-10:30p) India Business Unit AWMPO AWMP&S Presidents Office Job Family Group Business Support & Operations

Project description We are seeking an experienced professional to join our Credit Risk and Securitization domain in a dual capacity as a Business Analyst (BA) and Data Analyst (DA). You should bring deep expertise in credit risk modeling, securitization, and financial regulations, along with strong analytical and communication skills. Responsibilities Analyze and document business requirements (BRD, FRD, As-Is, To-Be). Conduct functional, user acceptance, and end-to-end integration testing. Navigate complex systems and data landscapes to identify gaps and apply assumptions for business outcomes. Ensure data accuracy, consistency, and integrity across systems. Implement data validation and cleansing processes. Optimize data processing and analysis to support decision-making. Write SQL queries for data analysis and visualization. Present complex data insights to senior management and stakeholders. Skills Must have Minimum 8 years of industry experience in BA/DA roles. Strong understanding of credit risk models (PD, LGD, EAD) and mitigation techniques. Expertise in securitization transactions and economic models. Familiarity with Basel III, IFRS-9, and relevant US/European regulations. Knowledge of fair valuation of assets and business model testing. Understanding of Treasury functions and capital market products. Experience with SDLC processes and documentation. Analytical mindset with strong problem-solving abilities. Ability to manage multiple projects and adapt to evolving business needs. Understanding of enterprise data architecture (data lakes, warehouses, marts). Nice to have N/A