182 Model Validation Jobs

What you'll do In this key role, you'll be maintaining and controlling an aggregated bank-wide model inventory and associated model risk assessments. You'll review and validate assigned models across the bank, ensuring that the assigned models are fit for purpose. This will include use in customer, business and strategic decision-making, and external disclosures and regulatory calculations or returns. Throughout the course of your work, you'll report on the findings of model risk management reviews, making sure it suits your audience, which will include senior management, regulators, model developers, and end-users. You'll Also Be Implementing and maintaining appropriate and proportionate mandatory procedures that define the governance of models Developing, maintaining and promoting the risk appetite setting in relation to model risk Playing an active part in the development of your team and helping to coach less experienced colleagues Making sure that models are appropriate for designated uses, and that significant model risks are identified and effectively communicated to senior management and model end-users Performing model risk analysis to satisfy regulatory queries and requirements The skills you'll need We're looking for someone with experience of model review or model development of relevant risk models. You'll need a strong understanding of risk modelling within traded market risk, non-traded market risk, counterparty credit risk, economic capital or pension risk. Crucial to your success in this role will be problem solving and analytical skills and your ability to communicate with and influence senior management, and develop effective relationships with a range of internal and external stakeholders. You'll Also Need Validation of pricing models linking to swaps, swaptions, Balance guarantees, CDS, etc. Some experience in delivering both written and verbal communications to senior stakeholders Strong coding (Python), LaTeX, Excel, PowerPoint and Word skills Knowledge of financial products, quantitative modelling techniques and associated regulations

As a Risk Manager/Senior Risk Manager - Model Validation at DWS Group in Pune, India, you will be part of one of the world's leading asset managers with EUR 841bn of assets under management. DWS Group has a reputation for excellence in Germany, Europe, the Americas, and Asia, offering integrated investment solutions across major asset classes and aligning with growth trends. The Risk platform at DWS serves as an independent risk oversight function, with a focus on Model Risk to govern and control various models used within the Firm and associated risks. Your role will involve conducting model validations on DWS models, collaborating with Investment teams on model assumptions and limitations, participating in independent model reviews, reviewing ongoing model monitoring reports, and assisting in building benchmark models. You should have previous experience in quantitative risk management, model validation, or model development within the Investments, Consulting, or Banking industry, with expertise in validating or developing valuation or risk models across asset classes like FX, Rates, and Equities. Strong quantitative skills, a good understanding of valuation methods, capital markets, portfolio theory, and risk management are essential. Additionally, excellent verbal and written communication skills, along with a post-graduate degree in a quantitative field or relevant industry experience/professional qualification, are required. DWS Group offers a comprehensive benefits package, including a best-in-class leave policy, gender-neutral parental leaves, childcare assistance benefits, sponsorship for industry certifications, employee assistance programs, insurance coverage, and health screening. You will receive training and development support, coaching from experts in your team, and opportunities for continuous learning to aid in your career progression. At DWS Group, we strive for a culture of empowerment, responsibility, commercial thinking, initiative, and collaboration. We celebrate the successes of our people and promote a positive, fair, and inclusive work environment. Join us at Deutsche Bank Group and be part of a team that excels together every day. To learn more about DWS Group, please visit our company website at https://www.db.com/company/company.htm. We welcome applications from all individuals who share our values and ethos.,

Are you seeking an exciting opportunity to become a part of a dynamic and expanding team in a fast-paced and challenging field As a statistical and machine learning Vice President and subject matter expert, you will join the Model Risk Governance and Review (MRGR) team within the Consumer and Community (CCB) line of business. Your primary responsibilities will include: Engaging in comprehensive model validation activities by assessing conceptual soundness, reasonableness of assumptions, reliability of inputs, completeness of testing, and correctness of implementation related to model development and usage. Conducting thorough reviews of proposed enhancements to existing models and scope extensions for current models, providing specific approvals as necessary. Assessing risks associated with advanced AI/ML models, including Generative AI, and ensuring that appropriate model review and governance processes are followed to effectively mitigate potential risks. Managing activities related to the model risk lifecycle, including overseeing the accuracy of the model inventory, reviewing ongoing model performance monitoring, conducting annual status assessments, and managing model change control. Maintaining robust model risk controls for CCB models and serving as the primary point of contact, proactively identifying and escalating issues to ensure timely and sound resolutions. Providing leadership and mentorship to junior resources, guiding them in Model Review and Governance activities. Participating and actively contributing to the activities and initiatives of MRGR CCB and MRGR as a whole, fostering a collaborative and innovative environment. Staying updated on the latest developments in consumer banking, including advanced AI/ML modeling techniques, products, markets, risk management practices, and industry standards. We are seeking an individual excited about joining our organization. If you meet the following requirements, we encourage you to apply for consideration for this role: Experience in Model Development or Model Validation - 8-10 Years Strong quantitative and analytical skills: The role necessitates a robust quantitative background (PhD/Master's Degree or equivalent) in Statistics, Economics (with Econometrics), Data Science, Computer Science, Operations Research, or a quantitative science, etc. Candidates with knowledge of both statistical/econometric methodologies and Machine Learning modeling methodologies are preferred. Programming Skills: Proficiency in at least one programming language such as Python, SAS, R, etc. Product domain expertise in consumer banking/retail banking; ability to comprehend the business/knowledge of regulations surrounding the business. Extensive experience and familiarity in Model Development or Model Validation in Financial institutions. Strong communication skills - verbal and written, with the ability to interface with stakeholders on model-related issues. Risk and control mindset: Ability to ask incisive questions, assess the materiality of issues, and escalate as required. Preferred qualifications, capabilities, and skills include: Sound project management and organizational skills: Flexible, adaptable to shifting priorities to achieve the most effective result, and able to work in a fast-paced, results-driven environment.,

You will be responsible for executing model validation activities, including validation, annual review, ongoing monitoring, findings management, and model use approvals for low-, moderate-, or high-risk models. In this role, you may coordinate with a team of 1-2 quantitative model validators to test and evaluate the conceptual soundness of actuarial and other models, as well as assess limitations and suitability for use. Your expertise in Insurance and Actuarial Modeling, or Statistical and Stochastic processes will be crucial for this position. Your key responsibilities will include conducting annual reviews of low-, moderate-, or high-risk models. You will also be responsible for validation scripts, validation report preparation, and review of low-, moderate-, or high-risk model validations. Additionally, you will consult with model owners and developers to promote best practices and address any questions or deficiencies that may arise. You will play a key role in establishing the scope and testing of low-, moderate-, or high-risk model validations, offering guidance on complex issues as needed. Furthermore, you will support model governance policies and procedures, templates, and risk reporting, and provide level 2 technical support to the business. To qualify for this role, you must have a minimum of 7 years of experience in model risk management in insurance or banking, along with a master's degree in science, math, statistics, or a related area. Preferred qualifications include an Actuarial designation or substantial progress toward a designation such as Associate of the Society of Actuaries, USA or Fellow of the Society of Actuaries, USA. Designations from other actuarial organizations will also be considered. A PhD and familiarity with SR 11-7/OCC 2011-12 are also advantageous. Join Ameriprise India LLP, a U.S.-based financial planning company with a global presence, as we provide client-based financial solutions to help clients plan and achieve their financial objectives. Our focus areas include Asset Management and Advice, Retirement Planning, and Insurance Protection. At Ameriprise, you will be part of an inclusive, collaborative culture that values your contributions and offers opportunities for career growth. If you are talented, driven, and seek to work for an ethical company that cares, take the next step and create a rewarding career at Ameriprise India LLP. This is a full-time position with working hours from 2:00 pm to 10:30 pm. The role is part of the Finance job family group within the India Business Unit at AWMP&S President's Office.,

As part of Risk Management and Compliance, you are at the center of keeping JPMorgan Chase strong and resilient. You help the firm grow its business in a responsible way by anticipating new and emerging risks, and using your expert judgement to solve real-world challenges that impact our company, customers and communities. Our culture in Risk Management and Compliance is all about thinking outside the box, challenging the status quo and striving to be best-in-class. MRGR is a global team of modeling experts within the firm's Risk Management and Compliance organization. The team is responsible for conducting independent model validation and model governance activities to help identify, measure, and mitigate Model Risk in the firm. The objective is to ensure that models are fit for purpose, used appropriately within the business context for which have been approved, and that model users are aware of the model limitations and how they could impact business decisions. Being part of the MRGR team will put you at the center of the firm's model validation and governance activities with exposure to a wide variety of model types and cutting-edge modeling techniques, while frequently interacting with the best and brightest in the firm. You will expand your knowledge of the different forecasting models used in the firm, their unique limitations, and use that knowledge to help shape business strategy and protect the firm. This role will perform the following model risk management activities: - Set standards for robust model development practices and enhance them as needed to meet evolving industry standards - Evaluate adherence to development standards including soundness of model design, reasonableness of assumptions, reliability of inputs, completeness of testing, correctness of implementation, and suitability of performance metrics - Identify weaknesses, limitations, and emerging risks through independent testing, building of benchmark models, and ongoing monitoring activities - Communicate risk assessments and findings to stakeholders, and document in high-quality technical reports - Assist the firm in maintaining (i) the appropriateness of ongoing model usage, and (ii) the level of aggregate model risk within risk appetite Minimum Skills, Experience, and Qualifications: We are looking for someone excited to join our organization. If you meet the minimum requirements below, you are encouraged to apply to be considered for this role. - Masters degree in a quantitative field such as Math, Physics, Engineering, Statistics, Economics, or Finance is required - 0 - 2 years of experience in a quantitative or modeling role. - Deep understanding of statistical/econometric models such as linear, logistics, and time series models is required - Proficiency in Python, R, or equivalent - Knowledge in financial markets is preferred - Strong communication skills verbally and particularly in writing, with the ability to interface with other functional areas in the firm on model-related issues and write high-quality technical reports - Experience with large data sets is preferred Additional Skills, Experience, and Qualifications: The following additional items will be considered but are not required for this role: - Prior experience in mortgage or CRE risk model development or validation is a plus - Prior experience in financial products/markets and regulatory stress testing (CCAR/ICAAP) is a plus,

The Model Risk Management (MRM) team at FC Global Services India LLP (First Citizens India), a part of First Citizens BancShares, Inc., is dedicated to providing oversight for the MRM Framework, ensuring that models align with business objectives and design objectives. As the Principal Advisor - Model Risk Management (MRM), you will be responsible for conducting independent model validations to verify that models are performing as expected and to identify potential limitations that could impact their effectiveness. In this role, you will play a crucial part in ensuring that models are appropriately designed, implemented, and managed, in line with regulatory standards and best practices. Based out of the First Citizens India (FCI) office in Bangalore, you will report to the Associate Director of Model Risk Management, India, and collaborate closely with the global MRM team. Your primary responsibilities will include conducting comprehensive model validations, analyzing model inputs, evaluating model frameworks, reviewing model code, analyzing outcomes, identifying and mitigating risks, documenting findings, and supporting audit and regulatory reviews. You will also be expected to stay updated on emerging trends and contribute to the enhancement of the model validation framework. To excel in this role, you should have a strong understanding of regulatory requirements, experience with statistical tools like Python and R, proficiency in SQL for data extraction, excellent problem-solving skills, attention to detail, and the ability to lead projects independently. Strong written and verbal communication skills, strategic planning skills, stakeholder management skills, and the ability to collaborate effectively with team members are essential for success in this position. The ideal candidate will hold a relevant Bachelor's or Master's degree with a specialization in Statistics, Mathematics, Economics, or another quantitative discipline. Additionally, you should have at least 7 years of experience in model development, model validation, or model implementation within the financial industry, with proficiency in statistical methods and programming languages. Experience in model development or validation for Treasury models, PPNR models, Balance sheet forecasting models, ALM models, Valuation models, Counterparty credit risk models, or knowledge of statistical and machine learning models would be advantageous. If you are passionate about model risk management, possess the required skills and experience, and are looking to be part of a dynamic and collaborative team focused on delivering value and managing risks, we encourage you to apply for this exciting opportunity at First Citizens India.,

As part of Risk Management and Compliance, you are at the center of keeping JPMorgan Chase strong and resilient. You help the firm grow its business in a responsible way by anticipating new and emerging risks, and using your expert judgement to solve real-world challenges that impact our company, customers, and communities. Our culture in Risk Management and Compliance is all about thinking outside the box, challenging the status quo, and striving to be best-in-class. MRGR is a global team of modeling experts within the firm's Risk Management and Compliance organization. The team is responsible for conducting independent model validation and model governance activities to help identify, measure, and mitigate Model Risk in the firm. The objective is to ensure that models are fit for purpose, used appropriately within the business context for which have been approved, and that model users are aware of the model limitations and how they could impact business decisions. Being part of the MRGR team will put you at the center of the firm's model validation and governance activities with exposure to a wide variety of model types and cutting edge modeling techniques, while frequently interacting with the best and brightest in the firm. You will expand your knowledge of the different forecasting models used in the firm, their unique limitations, and use that knowledge to help shape business strategy and protect the firm. This role will perform the following model risk management activities: - Set standards for robust model development practices and enhance them as needed to meet evolving industry standards - Evaluate adherence to development standards including soundness of model design, reasonableness of assumptions, reliability of inputs, completeness of testing, correctness of implementation, and suitability of performance metrics - Identify weaknesses, limitations, and emerging risks through independent testing, building of benchmark models, and ongoing monitoring activities - Communicate risk assessments and findings to stakeholders, and document in high-quality technical reports - Assist the firm in maintaining (i) appropriateness of ongoing model usage, and (ii) the level of aggregate model risk within risk appetite Minimum Skills, Experience, and Qualifications: We are looking for someone excited to join our organization. If you meet the minimum requirements below, you are encouraged to apply to be considered for this role. - Masters degree in a quantitative field such as Math, Physics, Engineering, Statistics, Economics, or Finance is required - 0-2 years of experience in a quantitative or modeling role - Deep understanding of statistical/econometric models such as linear, logistic, and time series models is required - Proficiency in Python, R, or equivalent - Knowledge in the financial market is preferred - Strong communication skills verbally and particularly in writing, with the ability to interface with other functional areas in the firm on model-related issues and write high-quality technical reports - Experience with large datasets is preferred Additional Skills, Experience, and Qualifications: The following additional items will be considered but are not required for this role: - Prior experience in mortgage or CRE risk model development or validation is a plus - Prior experience in financial products/markets and regulatory stress testing (CCAR/ICAAP) is a plus,

About Northern Trust Northern Trust, a Fortune 500 company, is a globally recognized, award-winning financial institution that has been in continuous operation since 1889. Northern Trust is proud to provide innovative financial services and guidance to the world's most successful individuals, families, and institutions by remaining true to our enduring principles of service, expertise, and integrity. With more than 130 years of financial experience and over 22,000 partners, we serve the world's most sophisticated clients using leading technology and exceptional service. Job Summary Associate Consultant/Consultant, a key member of the Model Development Team, plays a crucial role in the Risk Analytics and Data Service Team. The role involves contributing individually to the development and maintenance of AML (Anti-Money Laundering) models. The ideal candidate will take ownership of the AML transaction monitoring framework and leverage data-driven approaches to enhance model performance. Job title: Associate Consultant/Consultant Location: Bangalore/Pune Experience: 4-8 years of relevant experience Major Duties - Manage, monitor, and optimize Actimize SAM models, including tuning thresholds, scenarios, and segmentation logic. - Utilize quantitative analysis, statistical modeling, and machine learning techniques to detect suspicious activity and minimize false positives. - Collaborate with model validation and governance teams to ensure compliance with regulatory requirements. - Work closely with IT and data teams to maintain the integrity and availability of data pipelines supporting Actimize SAM and related AML systems. - Assist in internal and external audits, regulatory reviews, and model validation documentation. - Engage with various committees and senior management. Qualification - Master's in Statistics/Economics/Mathematics or an advanced degree in a quantitative area. - Alternatively, B.Tech/M.Tech from a tier 1 college with an MBA in a related field. Skills Required - Proficiency in Data Science and machine learning models. - 3+ years of experience in banking and AML/Financial Crime Compliance, with direct exposure to Actimize SAM. - Strong grasp of risk concepts and quantitative modeling techniques, with experience in model validation considered a plus. - Proficiency in R, Python, SAS. - Strong organizational and interpersonal skills. - Excellent verbal and written communication skills in English. - Experience working in a multicultural and global environment. Working With Us As a Northern Trust partner, you will be part of a flexible and collaborative work culture within an organization that values financial strength and stability. Opportunities for internal mobility are encouraged, senior leaders are approachable, and you can take pride in contributing to a company committed to supporting the communities it serves. Join us in a workplace with a greater purpose and apply today to explore how your interests and experience align with one of the world's most admired and sustainable companies. Reasonable Accommodation Northern Trust is dedicated to collaborating with and providing reasonable accommodations to individuals with disabilities. If you require an accommodation during any stage of the employment process, please reach out to our HR Service Center at MyHRHelp@ntrs.com. Apply today and discuss your flexible working preferences with us as we strive to achieve greater together.,

Role & Responsibilities Lead implementation of Basel II Advanced Approaches , including internal model validation, IRB documentation, and computation of credit risk parameters such as PD (Probability of Default) , LGD (Loss Given Default) , and EAD (Exposure at Default) . Manage and enhance the Internal Ratings Framework , ensuring effective governance of credit rating models , scorecards, and validation processes. Act as a liaison among business users, technology teams, and third-party vendors to ensure system performance, timely issue resolution, and seamless delivery of enhancements. Conduct end-to-end system testing , including defect validation, data reconciliation, and model logic verification. Lead the development and implementation of the Expected Credit Loss (ECL) framework under Ind AS , including asset staging, lifetime ECL computation, macroeconomic overlays, and forward-looking PD estimates. Drive initiatives under Risk-Based Supervision (RBS) by responding to regulatory queries and closing supervisory gaps. Improve data quality and governance within credit risk systems, ensuring consistency and completeness of critical data elements. Maintain compliance with regulatory guidelines and internal risk policies, including Basel III norms, ICAAP requirements, and RBI circulars. Apply Stress Testing and RAROC (Risk-Adjusted Return on Capital) principles to enhance capital planning and portfolio risk assessment. Work with large datasets for analysis and risk modeling using advanced Excel skills and reporting tools.

You will be a part of KPMG India, a professional services firm affiliated with KPMG International Limited, with offices in various cities across the country. Your role will involve working on Model Validation and Model Development related to Market Risk. You should have proven experience in market risk, risk modeling, or model validation, and be familiar with assessing the conceptual soundness and methodology of models such as Value at Risk, Counterparty Risk Exposure models, Pricing of derivatives, and Stress Test Models. Your responsibilities will include producing high-quality model validation reports, understanding regulations and guidelines for model risk management, and assessing the appropriateness of input data, model assumptions, and parameters. You will also be required to review outcomes, perform benchmark analysis, and identify model limitations. Proficiency in programming languages like SAS, R, Python, and a fair understanding of SQL, along with proficiency in Microsoft Word, Excel, Visio, PowerPoint, and Latex will be advantageous. As part of KPMG India, you will have the opportunity to work with national and international clients across various sectors, providing industry-focused and technology-enabled services based on global and local industry knowledge and experience of the Indian business environment.,

As a Lead Assistant Vice President Decision Sciences at HSBC, you will play a crucial role in ensuring the accuracy and compliance of models and tools developed within the organization. Your responsibilities will include undertaking model validation activities as per the Global Model Risk Policy, validating remediation activities completed by the ILOD, and working with stakeholders to embed new policies and procedures. You will be responsible for providing written reports detailing validation results, leading model validation activities, and delivering high-quality validation reports that add value to the business. Your role will also involve communicating across technical quantitative, business, and strategic levels to ensure stakeholders understand model risks and limitations. To excel in this role, you will need to have the ability to present complex statistical concepts to non-technical audiences effectively, possess strong communication and interpersonal skills, and demonstrate high attention to detail. Furthermore, you should have experience in effective report writing, the drive to understand, and the ability to prioritize competing demands while meeting dynamic requirements. Ideally, you should hold a Bachelors, Masters, or PhD degree in a quantitative discipline such as Financial Mathematics, Statistics, Econometrics, Quantitative Finance, Economics, or Engineering. Additionally, having at least 10 actuarial exams, preferably fully qualified, along with 5-10 years of experience in the insurance industry will be advantageous. Join HSBC to make a real impact and be part of a global banking and financial services organization that values your contributions. Your work will not only help businesses thrive and economies prosper but also enable individuals to fulfill their aspirations and ambitions. Please note that personal data related to your employment application will be handled in accordance with HSBC's Privacy Statement available on the website of HSBC Electronic Data Processing (India) Private LTD.,

As an Assistant Vice President (AVP) of Acquisition Credit Strategy within the Credit Analytics team at Synchrony, you will play a key role in major business initiatives that drive growth and productivity for Synchrony Financial. Working directly with the business, you will be responsible for developing, delivering, validating, and monitoring the performance of Acquisition strategies. This individual contributor role will require you to collaborate with cross-functional teams, leverage cutting-edge tools such as SAS and FICO AWB, and maintain regular communication with stakeholders. Reporting to the VP of Acquisition Strategy Leader, you will be an integral part of the India Credit Organization. Your primary responsibilities will include supporting enterprise-wide projects with a focus on the One Acquisition initiative for the Credit Acquisitions Program Pillar, developing strategies at portfolio, product, channel, and client levels, performing pre-implementation strategies and model testing validations, ensuring sound strategy governance, executing retail credit acquisition strategies, and conducting ad-hoc analytics as needed. Your role will also involve presenting findings to senior management, collaborating on projects across the organization, managing multiple projects simultaneously, and working on special assignments as required. To be successful in this role, you should have at least 4 years of analytics experience in the consumer credit industry, proficiency in SAS programming, strong communication skills, experience in managing multiple projects, and familiarity with model governance processes. A degree in Mathematics, Statistics, Operations Research, Economics, Computer Science/Engineering, or other quantitative majors is preferred, along with hands-on experience in Python/PySpark, a natural curiosity for driving change in consumer banking, and the ability to collaborate effectively with internal and external teams. The eligibility criteria for this role include a bachelor's degree with a quantitative underpinning and at least 4 years of experience in Analytics, ideally in support of Risk, Credit, Consumer Lending, or other relevant areas. Enhanced Flexibility and Choice are offered for work timings, requiring availability between 06:00 AM Eastern Time and 11:30 AM Eastern Time, with the remaining hours being flexible. Internal applicants are encouraged to review the mandatory skills, inform their manager and HRM, update their professional profile, and meet the eligibility requirements before applying. If you have a passion for analytics, a drive for innovation, and a desire to make a positive impact in the consumer financial services industry, this role presents a unique opportunity to contribute to Synchrony's success and advance your career in credit strategy and analytics.,

Job Description: Job Title: Senior Risk Manager - Model Validation (AI/ML Models) Corporate Title: VP Location: Mumbai, India Role Description DWS Group (DWS) is one of the worlds leading asset managers with EUR 841bn of assets under management (as of 31 March 2023). Building on more than 60 years of experience, it has a reputation for excellence in Germany, Europe, the Americas and Asia. DWS is recognised by clients globally as a trusted source for integrated investment solutions, stability and innovation across a full spectrum of investment disciplines. We offer individuals and institutions access to our strong investment capabilities across all major asset classes and solutions aligned to growth trends. Our diverse expertise in Active, Passive and Alternatives asset management - as well as our deep environmental, social and governance focus - complement each other when creating targeted solutions for our clients. Our expertise and on-the-ground-knowledge of our economists, research analysts and investment professionals are brought together in one consistent global CIO View, which guides our investment approach strategically. The Risk platform is the independent risk oversight function of DWS. Model Risk is part of the Risk function and is designed to provide governance and control to manage a variety of models used in the Firm and associated risks. The Model Risk team works as a global organization with team members in New York, London and Frankfurt with a focus around validating, testing and overseeing the usage of models related to Corporate Risk (liquidity/economic capital) and Investment Risk for Liquid and Illiquid investment strategies. 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 Leading the delivery of the validation Book of Work for all Artificial Intelligence (AI) and Machine Learning (ML) models across the organization Conducting model validations on the DWS models, both in-house and vendor models, based on regulatory guidance, internal policy and procedures and best industry practice and communicate findings and recommendations to model owners and prepare the model validation reports Working closely with Investment teams on topics including model assumptions and limitations to ensure models remain fit for purpose Participating in independent model reviews on complex topics in accordance with business needs and regulatory requirements Review ongoing model monitoring reports, identify potential model risk and document the findings to key stakeholders while evaluating the corrective actions Assist in building benchmark models used across the model validation team, design backtesting or other methodologies to test the conceptual soundness of model assumptions We are looking for: Proven experience in the field of Quantitative Risk Management associated to AI and ML Experience of AI and ML model development from across the Investments, Consulting or Banking industry with an understanding of concepts associated to validating or developing risk models Strong quantitative skills utilising at least one of Python or C++ Good understanding of valuation methods, capital markets, portfolio theory and risk management Excellent verbal and written communications skills -- previous experience of writing either technical documentation related to model validation or development or independent peer-reviewed research articles Educated to post-graduate degree level in a quantitative field such physics, mathematics, statistics, economics or engineering, or with relevant industry experience / professional qualification 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. https://www. db. com/company/company. htm

As part of Risk Management and Compliance, you are at the center of keeping JPMorgan Chase strong and resilient. You help the firm grow its business in a responsible way by anticipating new and emerging risks, and using your expert judgement to solve real-world challenges that impact our company, customers and communities. Our culture in Risk Management and Compliance is all about thinking outside the box, challenging the status quo and striving to be best-in-class. MRGR is a global team of modeling experts within the firm s Risk Management and Compliance organization. The team is responsible for conducting independent model validation and model governance activities to help identify, measure, and mitigate Model Risk in the firm. The objective is to ensure that models are fit for purpose, used appropriately within the business context for which have been approved, and that model users are aware of the model limitations and how they could impact business decisions. Being part of the MRGR team will put you at the center of the firm s model validation and governance activities with exposure to a wide variety of model types and cutting edge modeling techniques, while frequently interacting with the best and brightest in the firm. You will expand your knowledge of the different forecasting models used in the firm, their unique limitations, and use that knowledge to help shape business strategy and protect the firm. This role will perform the following model risk management activities Set standards for robust model development practices and enhance them as needed to meet evolving industry standards Evaluate adherence to development standards including soundness of model design, reasonableness of assumptions, reliability of inputs, completeness of testing, correctness of implementation, and suitability of performance metrics Identify weaknesses, limitations, and emerging risks through independent testing, building of benchmark models, and ongoing monitoring activities Communicate risk assessments and findings to stakeholders, and document in high quality technical reports Assist the firm in maintaining (i) appropriateness of ongoing model usage, and (ii) the level of aggregate model risk within risk appetite Minimum Skills, Experience and Qualifications We are looking for someone excited to join our organization. If you meet the minimum requirements below, you are encouraged to apply to be considered for this role. Master s degree in a quantitative field such as Math, Physics, Engineering, Statistics, Economics or Finance is required 0 2 years of experience in a quantitative or modeling role. Deep understanding of statistical/econometric models such as linear, logistics and time series models, is required Proficiency in Python, R, or equivalent Knowledge in financial market is preferred Strong communication skills verbally and particularly in writing, with the ability to interface with other functional areas in the firm on model-related issues and write high quality technical reports Experience with large data sets is preferred Additional Skills, Experience and Qualifications The following additional items will be considered but are not required for this role Prior experience in mortgage or CRE risk model development or validation is a plus Prior experience in financial products/markets and regulatory stress testing (CCAR/ICAAP) is a plus As part of Risk Management and Compliance, you are at the center of keeping JPMorgan Chase strong and resilient. You help the firm grow its business in a responsible way by anticipating new and emerging risks, and using your expert judgement to solve real-world challenges that impact our company, customers and communities. Our culture in Risk Management and Compliance is all about thinking outside the box, challenging the status quo and striving to be best-in-class. MRGR is a global team of modeling experts within the firm s Risk Management and Compliance organization. The team is responsible for conducting independent model validation and model governance activities to help identify, measure, and mitigate Model Risk in the firm. The objective is to ensure that models are fit for purpose, used appropriately within the business context for which have been approved, and that model users are aware of the model limitations and how they could impact business decisions. Being part of the MRGR team will put you at the center of the firm s model validation and governance activities with exposure to a wide variety of model types and cutting edge modeling techniques, while frequently interacting with the best and brightest in the firm. You will expand your knowledge of the different forecasting models used in the firm, their unique limitations, and use that knowledge to help shape business strategy and protect the firm. This role will perform the following model risk management activities Set standards for robust model development practices and enhance them as needed to meet evolving industry standards Evaluate adherence to development standards including soundness of model design, reasonableness of assumptions, reliability of inputs, completeness of testing, correctness of implementation, and suitability of performance metrics Identify weaknesses, limitations, and emerging risks through independent testing, building of benchmark models, and ongoing monitoring activities Communicate risk assessments and findings to stakeholders, and document in high quality technical reports Assist the firm in maintaining (i) appropriateness of ongoing model usage, and (ii) the level of aggregate model risk within risk appetite Minimum Skills, Experience and Qualifications We are looking for someone excited to join our organization. If you meet the minimum requirements below, you are encouraged to apply to be considered for this role. Master s degree in a quantitative field such as Math, Physics, Engineering, Statistics, Economics or Finance is required 0 2 years of experience in a quantitative or modeling role. Deep understanding of statistical/econometric models such as linear, logistics and time series models, is required Proficiency in Python, R, or equivalent Knowledge in financial market is preferred Strong communication skills verbally and particularly in writing, with the ability to interface with other functional areas in the firm on model-related issues and write high quality technical reports Experience with large data sets is preferred Additional Skills, Experience and Qualifications The following additional items will be considered but are not required for this role Prior experience in mortgage or CRE risk model development or validation is a plus Prior experience in financial products/markets and regulatory stress testing (CCAR/ICAAP) is a plus

About this role: Wells Fargo is seeking a Quantitative Analytics Specialist. Wells Fargos Corporate Model Risk is responsible for independently overseeing the management of model risk exposures across the enterprise (including governing, monitoring, and reporting on aggregate model risk exposures, model validations, and model oversight across enterprise). This oversight extends to all phases of a models life cycle, including identification, development, validation, implementation, finding resolution, usage, performance monitoring, documentation, and retirement. In banks, financial/ regulatory models arean important toolwhich enable business ideas and risks to be estimated in a cost-effective way. The Model Validation team is responsible for the managing the model risk. In this role, you will: Develop, implement, and calibrate various analytical models Perform highly complex activities related to financial products, business analysis and modeling Perform basic statistical and mathematical models using Python, R, SAS, C++ and SQL Perform analytical support and provide insights regarding a wide array of business initiatives Provide solutions to business needs and analyze workflow processes to make recommendations for process improvement in risk management Collaborate and consult with peers, colleagues, managers, and regulators to resolve issues and achieve goals. Required Qualifications: 2+ 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 statistics, mathematics, physics, engineering, computer science, economics, or quantitative discipline. Desired Qualifications: The Model Validator is responsible for completion of high-quality model validations to support business activities in the following areas: Treasury, Capital, Liquidity, Operational, Pre-Provision Net Revenue (PPNR), Finance, Asset-Liability Management, Balance Sheet, Business Planning, including Stress Testing (DFAST/ CCAR) and Recovery and Resolution Planning (RRP) as applicable Execute the Validation processes based on model risk supervisory guidance, Model Risk Management Policy and procedures, and current industry best-practices in one or more of the above-named areas. In particular: Ensure credible challenge of models through validation process Evaluate all relevant components of models and assess model soundness across lifecycle Identify areas of weakness and work with model owners, risk partners, and other key stakeholders to ensure risk commensurate remediation Demonstrate strong knowledge of subject matter area of focus, as well as sound validation and analysis techniques Deliver high quality and timely validation reports combining intellectual rigor, analytical depth, and key model risk perspective Support timely resolution of model weaknesses Follow reporting and escalation protocols of review results and follow up on identified risks/observations Good experience in Python . Exposure to Balance sheet Models, Risk Rank Models, Qualitative experience preferred. Hands on model development/validation experience by using some of the quantitative methodologies including time series, logistic regression, linear programming and some of the tree technologies such as GBM, Random Forest , etc . Continually work to improve efficiency, consistency, and quality of independent model validation Ensure all models within scope are independently validated per expected standards and schedule 2+ years of practical quantitative programming experience with SAS, SQL, Python, R and comfortable working with large datasets. Build and maintain effective working relationships with key partners and stakeholders across Wells Fargo Understand model risk supervisory guidance, Model Risk Management Policy, and current industry best-practices. Job Expectations: A PhD in statistics, mathematics, engineering, computer science, economics, or quantitative field; or a Master s degree in the above areas with 2+ years of experience in one or a combination of the previously mentioned fields above. Shift Timings: 1:30 PM to 10:30 PM. Role: Analytics Consultant Industry Type: IT Services & Consulting Department: Data Science & Analytics Employment Type: Full Time, Permanent Role Category: Business Intelligence & Analytics Education UG: B.Tech/B.E. in Any Specialization PG: Any Postgraduate Doctorate: Ph.D/Doctorate in Any Specialization

As a Data Scientist specializing in Multi-Touch Attribution (MTA) based in Bangalore (with 3 days of office work), you will play a crucial role in leading our MTA modeling efforts. Your primary responsibility will be to accurately measure the impact of various marketing channels and touchpoints on user conversions and business outcomes. This will involve collaborating closely with marketing, growth, and data engineering teams to develop attribution frameworks, optimize budgets, and enhance ROI measurement. Your key responsibilities will include developing and implementing algorithmic attribution models to quantify the impact of different marketing touchpoints. You will apply statistical, probabilistic, and machine learning methods to build MTA models that incorporate both online and offline signals. Working with large-scale marketing datasets, you will analyze impressions, clicks, conversions, and engagement metrics. Additionally, you will partner with marketing teams to enhance channel efficiency and campaign planning based on attribution insights. Model validations using holdout experiments and out-of-sample testing will be conducted to ensure reliability. You will also automate model scoring and reporting pipelines to provide real-time attribution visibility. Creating intuitive dashboards and documentation to effectively communicate findings and influence strategic decisions will be part of your role. The qualifications required for this role include a minimum of 3 years of experience in data science, marketing analytics, or attribution modeling. Strong hands-on experience with Python, SQL, and relevant data science libraries is essential. In-depth knowledge of MTA techniques such as logistic regression, Shapley values, Markov chains, or time decay is preferred. A solid understanding of digital marketing channels and customer journey analytics is necessary. Experience with model validation, experimentation design, and lift analysis is a plus. Strong problem-solving and communication skills, combined with a product mindset, are crucial for success in this role.,

The Business Analytics Analyst 1 position is suitable for a trainee professional who possesses a good understanding of processes, procedures, and systems required for assigned tasks. You should have a basic comprehension of the fundamental concepts and principles underlying the job. It is important to have a clear understanding of how your team collaborates with others to achieve the area's objectives. Your role involves making evaluative judgments based on factual information and solving problems by selecting solutions based on acquired technical experience. Your decisions are guided by precedents, and you must be able to communicate information concisely while being mindful of audience diversity. The impact of your work will be limited to your own job, with a direct influence on the quality of tasks and services provided. As a Business Analytics Analyst 1, your responsibilities include assisting with solutions and implementations, handling relatively complex and varied assignments, showcasing technical and administrative expertise, and applying specialized skills in your functional area. You will need a basic knowledge of the organization and its policies, and should assess risks appropriately when making business decisions. It is essential to prioritize the firm's reputation and protect Citigroup, its clients, and assets by ensuring compliance with laws, rules, and regulations, adhering to policies, exercising ethical judgment, and reporting control issues transparently. To qualify for this role, you should have 1-3 years of experience in Analytics, with a strong background in SAS, SQL, and Python. Exposure to model validation is also required, along with the ability to demonstrate problem-solving skills, customer service proficiency, and meticulous attention to detail. The ideal candidate will hold a Bachelors/University degree or possess equivalent experience. This job description offers an overview of the primary responsibilities involved, and additional duties may be assigned as needed. If you require a reasonable accommodation due to a disability to access our search tools or apply for a career opportunity, please review the Accessibility at Citi guidelines. For more information on Citigroup's EEO Policy Statement and the Know Your Rights poster, please refer to the relevant resources.,

Role Overview We are seeking a Lead for our Model Risk Management team. The role involves leading model validation initiatives and developing risk management frameworks. Key Responsibilities Lead model risk management initiatives Develop validation frameworks and methodologies Review complex models and validation reports Guide and mentor team members Ensure regulatory compliance Interact with stakeholders and regulators Requirements Education Masters/PhD in Mathematics, Statistics, or related field Professional certifications (FRM, PRM) preferred Experience 8+ years of experience in model risk Strong background in quantitative analysis Experience with regulatory requirements Technical Skills Expertise in statistical modeling Knowledge of risk models and methodologies Understanding of machine learning Proficiency in programming languages Soft Skills Strong leadership and mentoring abilities Excellent communication skills Strategic thinking and decision making

Role Overview We are seeking a Senior Consultant in Model Risk to join our team. The role involves conducting model validations, developing validation frameworks, and providing expert guidance on model risk management practices. Key Responsibilities Lead model validation projects and assessments Develop and enhance model validation frameworks Review model documentation and testing results Provide technical guidance to junior team members Collaborate with stakeholders to ensure model compliance Prepare detailed validation reports and presentations Requirements Education Masters degree in Mathematics, Statistics, Economics, or related quantitative field Professional certifications (FRM, PRM) are a plus Experience 5+ years of experience in model risk management or validation Strong background in statistical modeling and risk management Experience with regulatory requirements and guidelines Technical Skills Expertise in statistical analysis and modeling techniques Proficiency in programming languages (Python, R, SAS) Knowledge of risk models (Credit, Market, Operational) Understanding of machine learning and AI models Soft Skills Strong analytical and problem-solving skills Excellent communication and presentation abilities Leadership and mentoring capabilities

The role is responsible for providing technical oversight of Models and Rules utilized within the Compliance and Financial Crime Risk (CFCR) management processes (e.g. transaction monitoring, screening) to ensure that risks related to such solutions are identified, understood and managed. You will be overseeing FCC models, ensuring they are developed to be robust, fit for purpose and reflect financial crime risks appropriately. Additionally, you will provide technical review and challenge of risk-based rules/deterministic quantitative methods (DQMs) used in the management of financial crime risks. The Models & Rules Oversight (MRO) team, situated within the Group AML 2nd Line of Defence (2LOD) function, is responsible for providing technical review and challenge of rules/deterministic quantitative methods (DQMs) deployed within FCC processes, along with advisory support to the 1st line in the roll-out and maintenance of models. You will work in collaboration with various stakeholders from 1LOD and 2LOD in different stages of the review process to ensure identification and understanding of the FC risk, and that the FCC Model Assessment Committee is informed to enable appropriate oversight. Your key responsibilities will include supporting the 1LOD in each stage of the model life cycle and governance of CFCR models, analyzing algorithm design, development logic, and implementation logic. You will execute reviews in collaboration with other members of the Group AML team and other 2nd line teams to ensure holistic review of FC processes, and provide oversight across different stages of development, implementation/maintenance, and validation process ensuring that all FC risks are understood and mitigated or escalated to the FCC Models Assessment Committee. You will be liaising with business, advisory, country teams, or other 2nd line teams to ensure understanding of risk emergence is reflected in models/rules, providing recommendations on design, feature logic, and model performance evaluation. Furthermore, you will be responsible for supporting the validation activity performed by Group Model Validation (GMV) in accordance with prevailing Group and Model Family Standards, providing the relevant FC understanding on model issues and concerns raised. In terms of skills and experience, you will support the effective management of resources in the team by escalating show-stoppers to team management and keep abreast of internal developments and external research to ensure the team remains updated on the latest techniques. You will conduct quantitative assessment to determine the impact of issues for risk acceptance decisions or provide an FC lens on issues raised by other review teams, and ensure appropriate escalation of issues to relevant parties, setting and tracking clear remediation plans. As part of the Governance aspect, you will provide structure to the project and enforce rigorous project governance, ensure compliance with prevailing control processes, and have an awareness and understanding of the regulatory framework in which the firm operates, and the regulatory requirements and expectations relevant to the role. Standard Chartered is an international bank that has been operating for more than 170 years, aiming to make a positive difference for clients, communities, and employees. If you are looking for a career with purpose and want to work for a bank that values diversity and inclusion, Standard Chartered is the place for you. Join us in driving commerce and prosperity through our unique diversity and living by our valued behaviors of doing the right thing, never settling, and being better together.,

The Business Analytics Analyst 1 is a trainee professional role, requiring a good knowledge of processes, procedures, and systems necessary to carry out assigned tasks. You should have a basic understanding of the underlying concepts and principles relevant to the job. It is essential to have a good understanding of how your team collaborates with others to achieve the area's objectives. Your role involves making evaluative judgments based on factual information and resolving problems by identifying and selecting solutions using acquired technical experience, guided by precedents. Your ability to exchange information concisely and cater to audience diversity is crucial. While the impact on the business is limited, the quality of tasks/services you provide is key, with impact restricted to your own job. Responsibilities: - Assist with solutions & implementations - Perform relatively complex and varied assignments - Demonstrate technical/administrative expertise - Apply specialized functional area skills and basic knowledge - Understand the organization and its policies - Assess risk appropriately when making business decisions, ensuring compliance with laws and regulations, safeguarding Citigroup's reputation, clients, and assets, and upholding ethical standards. Qualifications: - 1-3 years of experience in Analytics - Strong proficiency in SAS, SQL, Python - Exposure to model validation - Problem-solving abilities - Customer service skills - High attention to detail Education: - Bachelor's/University degree or equivalent experience This job description gives an overview of the work performed, with potential for additional job-related duties. If you require a reasonable accommodation due to a disability to use our search tools or apply for a career opportunity, please review Accessibility at Citi. You may also refer to Citi's EEO Policy Statement and the Know Your Rights poster for further information.,

We are hiring a quality-focused AI Tester to design and execute validation frameworks for AI models and systems. Reporting to the AI Manager, this role ensures that AI solutions meet accuracy, performance, reliability, and ethical compliance benchmarks before production deployment. Key Responsibilities: Develop and execute test plans and cases for AI/ML models, GenAI solutions, and agent-based systems. Validate model outputs for accuracy, precision, recall, latency, and interpretability across diverse datasets. Conduct bias testing, data drift analysis, and adversarial robustness validation. Collaborate with AI developers, data scientists, and business analysts to define acceptance criteria. Automate testing pipelines and integrate with CI/CD environments where applicable. Maintain traceability matrices, defect logs, and model validation documentation. Required Qualifications: 3-5 years of experience in software testing or QA, with at least 1 2 years in AI/ML or data-centric testing. Strong understanding of AI model evaluation metrics, data s

PLEASE DO NOT APPLY ON NAUKRI PORTAL, APPLY ON BELOW LINK https://crowe.wd12.myworkdayjobs.com/External_Careers/job/Noida-Uttar-Pradesh-India/Model-Risk-Senior-Consultant_R-47692 Your Journey at Crowe Starts Here: At Crowe, you can build a meaningful and rewarding career. With real flexibility to balance work with life moments, you’re trusted to deliver results and make an impact. We embrace you for who you are, care for your well-being, and nurture your career. Everyone has equitable access to opportunities for career growth and leadership. Over our 80-year history, delivering excellent service through innovation has been a core part of our DNA across our audit, tax, and consulting groups. That’s why we continuously invest in innovative ideas, such as AI-enabled insights and technology-powered solutions, to enhance our services. Join us at Crowe and embark on a career where you can help shape the future of our industry. Job Description: The Model Risk Senior Consultant will be responsible for performing consulting projects for a variety of financial services clients. This primarily includes consulting with clients about model risk management practices and providing model validation services, primarily for credit risk and treasury management (ALM)/finance related models. In addition, the role will also perform the following: Complete key aspects of client service projects from planning to completion. Become a trusted advisor to client management by providing appropriate recommendations and solutions. Able to make and sustain meaningful client relationships. Support proposal and business development activities by identifying new target clients, building business relationships with key executives, and developing and presenting proposals. Qualifications: Bachelor’s degree in Finance, Statistics, Financial Engineering, or Economics or equivalent combination of education and experience. 4+ years’ of experience of working in financial institutions, Big 4 or equivalent, or regulatory supervisory of financial institutions. Working knowledge of: Model risk management regulatory guidance (SR 11-7, OCC 2011-12, FDIC FIL-22-2017). Credit risk model types (e.g., CECL, PD/LGD, Roll Rate, Scorecards, Stress Testing, etc.). Other model types (e.g., Asset Liability Management, Pricing, Mortgage Servicing Rights, etc.). Direct experience performing model validations or model development, including concepts such as back testing, stress testing, sensitivity testing, and benchmarking. Technical knowledge about data processing, data storage, and data visualization. A self-starter who can prioritize multiple tasks, be resourceful and able to research and find solutions. Write and present to clients clear and concise reports and presentations containing meaningful recommendations. Direct and deliver significant engagements that deliver value to clients through project management, creation of deliverables and knowledge transfer. Manages engagement to ensure quality and is delivered within budget. Engagements are frequently conducted remotely. This position requires travel up to 30%. Additional skills desired: Solid analytical background and knowledge of econometrics. Knowledge of risk ratings, risk rating /scorecard methodology, model governance, model development, CECL, DFAST, CCAR and capital allocation methodology would be a plus. Experience with statistical packages such as SAS, Matlab, Stata, Python, and R. Experience with database management, such as SQL. Experience with data visualization tools such as Microsoft Power BI, Tableau, QlikView. Working towards or having professional certification preferred (e.g., RMA CRC, CFA, FRM). We expect the candidate to uphold Crowe’s values of Care, Trust, Courage, and Stewardship. These values define who we are. We expect all of our people to act ethically and with integrity at all times. Our Benefits: At Crowe, we know that great people are what makes a great firm. We value our people and offer employees a comprehensive benefits package. Learn more about what working at Crowe can mean for you! How You Can Grow: We will nurture your talent in an inclusive culture that values diversity. You will have the chance to meet on a consistent basis with your Career Coach that will guide you in your career goals and aspirations. Learn more about where talent can prosper! More about Crowe: C3 India Delivery Centre LLP formerly known as Crowe Howarth IT Services LLP is a wholly owned subsidiary of Crowe LLP (U.S.A.), a public accounting, consulting and technology firm with offices around the world. Crowe LLP is an independent member firm of Crowe Global, one of the largest global accounting networks in the world. The network consists of more than 200 independent accounting and advisory firms in more than 130 countries around the world. Crowe does not accept unsolicited candidates, referrals or resumes from any staffing agency, recruiting service, sourcing entity or any other third-party paid service at any time. Any referrals, resumes or candidates submitted to Crowe, or any employee or owner of Crowe without a pre-existing agreement signed by both parties covering the submission will be considered the property of Crowe, and free of charge.

As an Electrical Engineer with 13 years of experience in 3D modeling and design of high-voltage switchyards and substations, you will play a crucial role in developing detailed 3D models using tools such as AutoCAD Plant 3D, AutoCAD MEP, Revit, and Bentley OpenUtilities Substation. Your strong foundation in power system engineering will be essential in interpreting and preparing Single Line Diagrams (SLDs), equipment layouts, general arrangement drawings, and cable routing plans. Collaboration with electrical, civil, and structural teams will be necessary to ensure accurate integration of electrical models into the overall plant design. You will be responsible for performing clash detection, model validation, and ensuring compliance with project specifications and industry standards. Additionally, supporting the preparation of construction drawings, as-built documentation, and BIM deliverables will be part of your key responsibilities. Your deliverables will include 3D Substation/Switchyard Models (AIS/GIS), Single Line Diagrams (SLDs), Equipment Layout Drawings, Cable Tray and Conduit Routing Layouts, General Arrangement (GA) Drawings, Sectional Views and Isometric Drawings, Bill of Materials (BOM) and Quantity Take-Offs, Clash Detection Reports, As-Built Drawings and Documentation, and BIM Coordination Models (if applicable). To qualify for this role, you must have a Masters Degree in Electrical Engineering with a specialization in Power System Engineering. Proficiency in AutoCAD Plant 3D, AutoCAD MEP, Revit, and Bentley OpenUtilities Substation is required, along with a strong understanding of substation equipment, layout principles, and electrical design standards. Excellent communication and collaboration skills are also essential. Preferred skills include familiarity with IEC, IEEE, and IS standards, experience in BIM workflows, model coordination, and interdisciplinary collaboration, knowledge of clash detection tools, and exposure to EPC or consulting environments in the power sector. In return, you can expect a competitive salary package, opportunities to work on prestigious national grid projects, professional growth and career advancement, hands-on training and skill development opportunities, exposure to advanced engineering tools and standards, travel allowances for site visits, a supportive and collaborative work environment, as well as health insurance and other statutory benefits.,

Your journey at Crowe starts here. At Crowe, you can build a meaningful and rewarding career with real flexibility to balance work with life moments. You are trusted to deliver results and make an impact. We embrace you for who you are, care for your well-being, and nurture your career. Everyone has equitable access to opportunities for career growth and leadership. Over our 80-year history, delivering excellent service through innovation has been a core part of our DNA across our audit, tax, and consulting groups. That's why we continuously invest in innovative ideas, such as AI-enabled insights and technology-powered solutions, to enhance our services. Join us at Crowe and embark on a career where you can help shape the future of our industry. The Model Risk Senior Consultant will be responsible for performing consulting projects for a variety of financial services clients. This primarily includes consulting with clients about model risk management practices and providing model validation services, primarily for credit risk and treasury management (ALM)/finance related models. In addition, the role will also perform the following: - Complete key aspects of client service projects from planning to completion. - Become a trusted advisor to client management by providing appropriate recommendations and solutions. Able to make and sustain meaningful client relationships. - Support proposal and business development activities by identifying new target clients, building business relationships with key executives, and developing and presenting proposals. Qualifications: - Bachelor's degree in Finance, Statistics, Financial Engineering, or Economics or equivalent combination of education and experience. - 4+ years of experience of working in financial institutions, Big 4 or equivalent, or regulatory supervisory of financial institutions. - Working knowledge of model risk management regulatory guidance (SR 11-7, OCC 2011-12, FDIC FIL-22-2017). - Credit risk model types (e.g., CECL, PD/LGD, Roll Rate, Scorecards, Stress Testing, etc.). - Other model types (e.g., Asset Liability Management, Pricing, Mortgage Servicing Rights, etc.). - Direct experience performing model validations or model development, including concepts such as backtesting, stress testing, sensitivity testing, and benchmarking. - Technical knowledge about data processing, data storage, and data visualization. - A self-starter who can prioritize multiple tasks, be resourceful and able to research and find solutions. - Write and present to clients clear and concise reports and presentations containing meaningful recommendations. - Direct and deliver significant engagements that deliver value to clients through project management, creation of deliverables, and knowledge transfer. - Manages engagement to ensure quality and is delivered within budget. - Engagements are frequently conducted remotely. - This position requires travel up to 30%. Additional skills desired: - Solid analytical background and knowledge of econometrics. - Knowledge of risk ratings, risk rating/scorecard methodology, model governance, model development, CECL, DFAST, CCAR, and capital allocation methodology would be a plus. - Experience with statistical packages such as SAS, Matlab, Stata, Python, and R. - Experience with database management, such as SQL. - Experience with data visualization tools such as Microsoft Power BI, Tableau, QlikView. - Working towards or having professional certification preferred (e.g., RMA CRC, CFA, FRM). We expect the candidate to uphold Crowe's values of Care, Trust, Courage, and Stewardship. These values define who we are. We expect all of our people to act ethically and with integrity at all times. Our Benefits: At Crowe, we know that great people are what make a great firm. We value our people and offer employees a comprehensive benefits package. How You Can Grow: We will nurture your talent in an inclusive culture that values diversity. You will have the chance to meet on a consistent basis with your Career Coach that will guide you in your career goals and aspirations. More about Crowe: C3 India Delivery Centre LLP, formerly known as Crowe Howarth IT Services LLP, is a wholly-owned subsidiary of Crowe LLP (U.S.A.), a public accounting, consulting, and technology firm with offices around the world. Crowe LLP is an independent member firm of Crowe Global, one of the largest global accounting networks in the world. The network consists of more than 200 independent accounting and advisory firms in more than 130 countries around the world. Crowe does not accept unsolicited candidates, referrals, or resumes from any staffing agency, recruiting service, sourcing entity, or any other third-party paid service at any time. Any referrals, resumes, or candidates submitted to Crowe, or any employee or owner of Crowe without a pre-existing agreement signed by both parties covering the submission will be considered the property of Crowe, and free of charge.,