Model Validation Analyst - Derivative Pricing Deutsche Bank

3.0 - 7.0 years

0 Lacs

maharashtra

On-site

Role Overview: Model Validation Analyst - Derivative Pricing position at Deutsche Bank in Mumbai, India involves actively managing model risk globally, including performing independent model validation, identifying model risks proactively, recommending model risk appetite, managing and mitigating model risks effectively, establishing model risk metrics, and designing a strong model risk management and governance framework. The Pricing Model Validation team is responsible for independently reviewing and analyzing derivative pricing models used for valuation and pricing across the bank. Key Responsibilities: - Independently review and analyze derivative models for pricing and risk management a...

Posted 4 days ago

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Market Risk and Portfolio Model Validation Specialist Deutsche Bank

2.0 - 6.0 years

0 Lacs

maharashtra

On-site

The Market Risk and Portfolio Model Validation Specialist position in Mumbai, India, within the Risk division at Deutsche Bank involves managing a wide range of risks including credit, market, and non-financial risks. As part of the Model Risk Management (MoRM) team, you will be responsible for independent model validation and managing model risk globally in alignment with Deutsche Bank's risk appetite. The teams are spread across Mumbai, Frankfurt, Berlin, London, and New York. In this role, you will focus on developing and maintaining a central modelling and validation service for all risk model types and methodologies. You will review and analyze Market Risk and Portfolio models such as V...

Posted 2 months ago

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Pricing Model Validation Lead - VP Deutsche Bank

5.0 - 9.0 years

0 Lacs

maharashtra

On-site

The Pricing Model Validation team is looking for a Model Validation Lead- Derivative Pricing VP to join their team in Mumbai, India. As a part of Model Risk Management, your mission will be to actively manage model risk globally in line with the bank's risk appetite. This includes performing independent model validation, identifying model risks proactively, recommending model risk appetite, managing and mitigating model risks effectively, establishing model risk metrics, and designing a strong model risk management and governance framework. Your key responsibilities will involve independently reviewing and analyzing derivative models for pricing and risk management across Rates, FX, and Hybr...

Posted 2 months ago

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Model Validation Senior Specialist- Derivative Pricing, AVP Deutsche Bank

5.0 - 9.0 years

0 Lacs

maharashtra

On-site

The Model Validation Senior Specialist- Derivative Pricing, AVP position in Mumbai, India is a part of the Model Risk Management team, which is responsible for managing model risk globally in line with the bank's risk appetite. The primary responsibilities include performing independent model validation, identifying model risks proactively, recommending model risk appetite, managing and mitigating model risks effectively, establishing model risk metrics, and designing a strong model risk management and governance framework. Additionally, the team is responsible for creating bank-wide Market Risk policies. The Pricing Model Validation team, as part of Model Risk Management, conducts independe...

Posted 2 months ago

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Portfolio Models and Alpha Model Validation Specialist, Associate Deutsche Bank

2.0 - 7.0 years

0 Lacs

maharashtra

On-site

The Portfolio Models and Alpha Model Validation Specialist, Associate role based in Mumbai, India is a part of the Model Risk Management (MoRM) team at Deutsche Bank. MoRM is responsible for managing model risk by independently validating internal models and monitoring and controlling model risk. The Portfolio Models and Alpha validation team within MoRM focuses on validating portfolio models developed for Credit Risk, Business Risk, Operational Risk, and Risk Type Diversification. As a Portfolio Models and Alpha Model Validation Specialist, your key responsibilities will include independent validation of models and model changes, performing quantitative analyses, enhancing validation concep...

Posted 3 months ago

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