455 Model Validation Jobs - Page 16

Genpact (NYSE: G) is a global professional services and solutions firm delivering outcomes that shape the future. Our 125,000+ people across 30+ countries are driven by our innate curiosity, entrepreneurial agility, and desire to create lasting value for clients. Powered by our purpose - the relentless pursuit of a world that works better for people - we serve and transform leading enterprises, including the Fortune Global 500, with our deep business and industry knowledge, digital operations services, and expertise in data, technology, and AI. Inviting applications for the role of Assistant Manager/Manager/Sr. Manager, Model Validation In this role, you will be responsible for model develop...

Genpact (NYSE: G) is a global professional services and solutions firm delivering outcomes that shape the future. Our 125,000+ people across 30+ countries are driven by our innate curiosity, entrepreneurial agility, and desire to create lasting value for clients. Powered by our purpose - the relentless pursuit of a world that works better for people - we serve and transform leading enterprises, including the Fortune Global 500, with our deep business and industry knowledge, digital operations services, and expertise in data, technology, and AI. Inviting applications for the role of Assistant Manager/Manager/Sr. Manager, Model Validation In this role, you will be responsible for model develop...

Reference 23000TZY. Responsibilities. The missions of a senior functional expert are varied and hinge upon the strengthening of regulatory and accounting requirements related to the supervision and monitoring of risk models. In this context, you will be responsible for conducting internal model reviews (validation of the modeling, backtesting, etc.) that have been developed by the Group’s modeling entities.. Your main missions will be:. End to end responsibility of modeling validation missions, based on the planning and framework. Interact with the modeling entities. Analyze and test methods by using both technical knowledge and critical thinking.. Conduct quantitative reviews (statistics).....

Description. The Head of AI Innovation will be responsible for conceptualizing, leading, and executing artificial intelligence initiatives across GarbhaGudi IVF to enhance clinical outcomes, streamline workflows, personalize patient engagement, and drive strategic advantage. This role bridges healthcare expertise, data science, and innovation leadership in a fast-evolving IVF ecosystem.. Job Responsibilities. Key Responsibilities. AI Strategy Development & Leadership. Define and implement a roadmap for AI adoption in clinical, patient, and back-office functions.. Identify high-impact use cases aligned with organizational goals—such as embryo selection, treatment prediction, patient follow-up...

About Us. Standard. At ANZ, we're shaping a world where people and communities thrive, driven by a common goal: to improve the financial wellbeing and sustainability of our millions of customers.. About The Role. As a Quantitative Analyst within ANZ Market Risk, your role is to support the Markets business to meets its growth aspirations and its regulatory obligations through the validation of valuation and risk models across Traded and Non-Traded Market Risk and Counterparty Credit Risk. You will act as a subject matter expert to a range of stakeholders across Markets Risk and the wider Markets Business to maximise the flow of technical and practical knowledge within the group.. Banking is ...

Responsibilities Working in close partnership with other RISK teams and stakeholders (systems, reporting, regulatory, Front Office), the successful candidate will contribute to SIGMAs mission, taking responsibilities in some of the following areas: Participate in methodology projects, gathering and documenting requirements, considering stakeholder interests, regulatory constraints and any potential deficiencies in the current methods exposed by quality assurance processes. Investigate, analyse and design risk methods and models, respecting the aims of accurately capturing risks whilst considering system or other environmental constraints. Design, develop and test code changes required to imp...

Independently validate credit risk models (PD, LGD, EAD, Scorecards, IFRS 9/CECL, Basel) to ensure accuracy, robustness, and regulatory compliance. Assess model assumptions, methodologies, and performance metrics (AUC, KS, PSI, backtesting). Review model documentation and challenge conceptual soundness per Basel, SR 11-7, IFRS 9, and CCAR guidelines. Role & responsibilities Preferred candidate profile looking for immediate joiners only

We are a leading global investment management firm offering high-quality research and diversified investment services to institutional clients, retail investors, and private-wealth clients in major markets around the globe. With over 4,000 employees across 57 locations operating in 26 countries and jurisdictions, our ambition is simple: to be the most trusted investment firm in the world. We realize that its our people who give us a competitive advantage and drive success in the market, and our goal is to create an inclusive culture that rewards hard work. Our culture of intellectual curiosity and collaboration creates an environment where you can thrive and do your best work. Whether youre ...

Role & responsibilities Capgemini Invent is looking for candidates who have the right mix of Domain & Management experience to join our Data-driven FRC Pre-Sales track. The role will require the following: Primarily responsible for all activities leading in pre-sales, initial client communication & understanding the business and operational goals of our clients. Present and demonstrate end-to-end capabilities to all required point-of-contacts and prospective clients. Create Offers/Client Pitches/Business Proposals, respond to RFQs/RFPs and create quick proofs-of-concept / custom demos/integrations to help the sales team drive deal closures. To deliver a high-quality experience to the prospec...

Dear Greetings!!! Urgent Opening in Risk Analytics Role JOB Profile 2 - 5 years of relevant Risk Analytics experience at one or more Financial Services firms, or Professional Services / Risk Advisory with significant exposure to one or more of the following areas: l Development, validation, and audit of: l Credit Risk- PD/LGD/EAD Models, CCAR/DFAST Loss Forecasting and Revenue Forecasting Models, IFRS9/CECL Loss Forecasting Models across Retail and Commercial portfolios l Credit Acquisition/Behavior/Collections/Recovery Modeling and Strategies, Credit Policies, Limit Management, Acquisition Frauds, Collections Agent Matching/Channel Allocations across Retail and Commercial portfolios l Regul...

Understand the basics and principles of cat modelling and outputs (exposure, hazard, geocoding, vulnerability, financial model) Use one or more catastrophe modelling software tools (e.g., RMS, AIR, IF) Run and analyze QBE exposures using Risk Modeler, AIR Touchstone, ELEMENTS, etc., based on model validation and business needs Understand model profile settings and conduct sensitivity tests; extract and report results Understand client exposure and risk perspective to support decision-making; utilize in-house tools Perform model validation and provide recommendations for model usage or adjustments Collaborate with internal teams and external data providers, using data from scientific sources,...

Quantitative development to implement and optimize algorithms for asset pricing, risk management, and trading strategies and migrate analytics from c++ to Python Writes secure and high-quality code using Python or C++ with limited guidance Required Candidate profile 3+ years of Python, C++ Quantitative finance background with strong experience in bonds Experience with calculating Risk or Pricing of asset classes

Nomura is a global financial services group with an integrated network spanning approximately 30 countries and regions. By connecting markets East & West, Nomura services the needs of individuals, institutions, corporates and governments through its three business divisions: Wealth Management, Investment Management, and Wholesale (Global Markets and Investment Banking). Founded in 1925, the firm is built on a tradition of disciplined entrepreneurship, serving clients with creative solutions and considered thought leadership. For further information about Nomura, visit www.nomura.com . Nomura Services, India supports the group s global businesses. With worldclass capabilities in trading suppo...

S ome careers have more impact than others. If you re looking for a career where you can make a real impression, join HSBC and discover how valued you ll be. HSBC is one of the largest banking and financial services organisations in the world, with operations in 62 countries and territories. We aim to be where the growth is, enabling businesses to thrive and economies to prosper, and, ultimately, helping people to fulfil their hopes and realise their ambitions. We are currently seeking an experienced professional to join our team in the role of Manager - Decision Sciences Principal responsibilities Undertake model validation and testing activities as dictated by the Global Model Risk Policy ...

The Risk - Associate - Model Risk role involves supporting the development and validation of risk models to ensure they meet regulatory standards and effectively assess financial risks. The ideal candidate will work closely with various teams to analyze model performance and contribute to the overall risk management framework. Responsibilities Assist in the development and validation of risk models used for assessing credit and market risks. Conduct quantitative analysis to evaluate model performance and ensure accuracy. Collaborate with cross-functional teams to implement model risk policies and procedures. Support the documentation of model development processes and validation results. Per...

Embark on a transformative journey as a Risk Model Validation at Barclays, where youll spearhead the evolution of our digital landscape, driving innovation and excellence. Youll harness cutting-edge technology to revolutionize our digital offerings, ensuring unapparelled customer experiences. As a part of Risk Model Validation, you would be reviewing the stress testing models in the Trading Risk Independent Validation team of the bank. To be a successful Risk Model Validation you should have experience with: Academics / Education - postgraduate in a quantitative discipline, for example mathematics, physics, quantitative finance, or quantitative field. Experience in mathematical skills, inclu...

As a member of the Internal Audit Model Risk team, you will be responsible for the execution of audits related to model risk management . This requires effective time management and adherence to the department's internal audit methodology. You will support the project manager in defining and executing the audit scope through walkthroughs and discussions with various modeling and model validation teams. Furthermore, you will present and discuss audit findings with both local and global management within the firm. Specific Responsibilities Develop and maintain an in-depth technical knowledge of modeling encompassing both theory and coding. Critically review models , including their conceptual ...

Perform validation and approval of the firm's models by verifying conceptual soundness, methodology, and implementation, and by identifying limitations and uncertainties Assess and quantify model risk by developing alternative benchmark models Oversee monitoring of ongoing model performance Communicate validation outcomes to key stakeholders and management SKILLS AND RELEVANT EXPERIENCE Excellent quantitative problem solving skills Experience in stochastic modeling, numerical simulation, and data analysis Machine learning knowledge Good communication skills with the ability to explain complex problems in a simple way Eagerness and ability to learn new technologies and programming languages E...

This business is ideal for collaborative individuals who have strong ethics and attention to detail. Whether assessing the creditworthiness of the firm s counterparties, monitoring market risks associated with trading activities, or offering analytical and regulatory compliance support, our work contributes directly to the firm s success. The MRM group looks for people with strong quantitative and technical backgrounds and a strong interest in financial markets. We seek bright and dynamic individuals with a degree in quantitative fields such as math, physics, engineering, computer science, or financial engineering. RESPONSIBILITIES Perform validation and approval of the firm s models by veri...

The Risk Testing Group (RTG) is a multidisciplinary group of quantitative and financial experts at Goldman Sachs with presence in Bangalore, Hyderabad, Mumbai, New York, Dallas and Salt Lake City. RTG is responsible for independent oversight of all financial and non-financial risks, ensuring compliance with regulatory and internal expectations. The group s primary mandate is the independent review of models, data, processes, controls, and systems that mainly cover Credit, Market, Operational and Liquidity risk stripes/types. Description for Internal Candidates The Risk division is responsible for credit, market and operational risk, model risk, independent liquidity risk, and insurance throu...

The Risk Business identifies, monitors, evaluates, and manages the firm s financial and non-financial risks in support of the firm s Risk Appetite Statement and the firm s strategic plan. Operating in a fast paced and dynamic environment and utilizing the best in class risk tools and frameworks, Risk teams are analytically curious, have an aptitude to challenge, and an unwavering commitment to excellence. BUSINESS UNIT : The Model Risk Management (MRM) group is a multidisciplinary group of quantitative experts at Goldman Sachs with presence in New York, Dallas, London, Warsaw, Hong Kong, and Bangalore. The MRM group is responsible for independent oversight of Model Risk at the firm, ensuring...

Required Skills: Experienced in Unreal Engine 5 (mandatory) dSPACE Model Desk and Aurelion CarMaker Technical background in perception sensors General knowledge in the area automated driving Tasks: AD/ADAS Environment simulation Sensor simulation e.g. camera, radar & lidar Model validation and comparison to measurement data

Market Risk Strats group in Risk Engineering is a multidisciplinary group of quantitative experts focusing on market risk and capital models. The group is responsible for designing, implementing and maintaining quantitative measures of market risk such as Value at Risk(VaR), Stress Tests, as well as metrics used to determine the firm's capital requirements. The responsibilities of Market Risk Strat include: Develop, implement, and maintain quantitative measures of market risk (Risk Models) such as VaR, Stress Test and Capital models in order to assess the market risk of the Firm's businesses. Work on large datasets to extract useful insights on firm's risks Evaluate new capital regulations, ...

The group's primary mandate is to manage risk that arises from models used in the firm through its range of businesses from models used for derivatives valuation to models used for risk management, liquidity and capital computations. In addition to independently reviewing these classes of models for their validity, theoretical consistency and implementation accuracy, the group is also responsible to assess the risk associated with model choice, e.g., exposure to choice of model in various contexts such as pricing exotic options or in calculating capital. The analysis and reporting team is a new function within the MRM group that is responsible for analyzing, monitoring and reporting on model...

Assistant Manager- Model Validation (CAT Modeling) Full-time Company Description About The Role Job Overview: Understand the basics and principles of cat modelling and outputs (exposure, hazard, geocoding, vulnerability, financial model) Know how to use one or more than one cat modelling software (RMS, AIR, IF etc.) Run and analyze QBE exposures on different modelling software like Risk Modeler, AIR Touchstone, ELEMENTS as per model validation project needs and business. Understand different model profile settings and run sensitivity tests as per needs, extract and report results Understand Client exposure and view of risk, enabling better decision making, get familiarized with in-house tool...