455 Model Validation Jobs - Page 7

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 a...

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 mode...

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 knowled...

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 de...

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....

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 Str...

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...

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...

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 ...

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 appr...

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 offeri...

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. Yo...

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 coordinat...

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 ...

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 stakeholde...

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 r...

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...

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 cha...

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 ri...

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 experien...

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 ...

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...

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 cl...

Role Description DWS Group (DWS) is one of the world's 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,...