279 Stress Testing Jobs - Page 10

About The Role : Job Title Model Validation Senior Specialist- Derivative Pricing, AVP LocationMumbai, India Role Description Model Risk Managements 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; Designing and recommending Model Risk Appetite; Effectively managing and mitigating Model Risks; Establishing Model Risk metrics; Designing and implementing a strong Model Risk Management and governance framework; Creating bank-wide Market Risk policies The Pricing Model Validation team as part of MoRM is responsible for the independent review and analysis of all derivative pricing models used for valuation and pricing across the bank. What we'll offer you As part of our flexible scheme, here are just some of the benefits that youll enjoy Best in class leave policy Gender neutral parental leaves 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Employee Assistance Program for you and your family members Comprehensive Hospitalization Insurance for you and your dependents Accident and Term life Insurance Complementary Health screening for 35 yrs. and above Your key responsibilities The role is to independently review and analyse derivative models for pricing and risk management across Rates, FX and Hybrids. The role as a Quantitative Analyst in Mumbai will work closely with the pricing validation team in London and Berlin to produce, analyse and document validation testing. Reviews and analysis require a good understanding of the mathematical models used, implementation methods, products traded in these markets, and the associated risks. The outcome of review and analysis and independent implementation will form the basis of discussion with key model stakeholders including Front Office Trading; Front Office Quants; Market Risk Managers; and Finance Controllers. Your skills and experience Excellent mathematical ability with an understanding of Stochastic Calculus, Partial Differential Equations, Monte-Carlo Methods, Finite Difference Methods, and Numerical Algorithms. Strong interest in financial markets (especially derivative pricing) demonstrated by qualifications and/or experience. Experience coding in a high level language primarily Python. Excellent communication skills both written and oral. Education/Qualifications Academic degree in a quantitative discipline (e.g. Mathematical Finance / Statistics, Maths, Physics, Engineering) with a focus on application. How we'll support you Training and development to help you excel in your career Coaching and support from experts in your team A culture of continuous learning to aid progression A range of flexible benefits that you can tailor to suit your needs About us and our teams Please visit our company website for further information: https://www.db.com/company/company.htm We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively. Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group. We welcome applications from all people and promote a positive, fair and inclusive work environment.

The SAP Data Load role involves working with relevant technologies, ensuring smooth operations, and contributing to business objectives. Responsibilities include analysis, development, implementation, and troubleshooting within the SAP Data Load domain.

The Performance Engineering, RedHat Linux role involves working with relevant technologies, ensuring smooth operations, and contributing to business objectives. Responsibilities include analysis, development, implementation, and troubleshooting within the Performance Engineering, RedHat Linux domain.

AVP / VP Model Risk Management Our client is one of the global banking firms which provides industry-focused services for clients across geographies. We are looking for a Principal Advisor to join our global Model Risk Management (MRM) team. As part of a collaborative and dynamic team, you will be responsible for validating, reviewing, and challenging models across the bank to ensure compliance with regulatory guidelines and best practices. Please contact Malavika or email your cv directly in word format with Job ID: 14910 to Please note that due to the high number of applications, only shortlisted candidates will be contacted. If you do not hear from us in the next 7 business days, we regret to inform you that your application for this position was unsuccessful . Key responsibilities Conduct comprehensive validations of models across Treasury, ALM, balance sheet forecasting, and credit risk. Review model design, data integrity, code accuracy, and stress testing frameworks. Prepare high-quality validation reports and documentation, adhering to internal and regulatory standards. Interact with model owners, users, data scientists, and global MRM teams to ensure robust oversight. Provide effective challenge and identify model risks and control gaps, recommending enhancements. Support audits, regulatory exams, and ongoing model monitoring and governance. Stay current with regulatory trends (e.g., SR 11-7, OCC 2011 2012) and industry best practices. Role requirements 5-12 years of experience in model development, validation, or implementation within financial services. Proficiency in Python, R, SQL, and statistical methods (regression, ARIMA, etc.). Experience with Treasury, ALM, or balance sheet forecasting models is a plus. Strong understanding of model governance frameworks and regulatory expectations. Bachelor s or master s degree in statistics, mathematics, economics, or a related quantitative field. Excellent written and verbal communication skills and the ability to mentor junior analysts.

Project Role : Quality Engineer (Tester) Project Role Description : Enables full stack solutions through multi-disciplinary team planning and ecosystem integration to accelerate delivery and drive quality across the application lifecycle. Performs continuous testing for security, API, and regression suite. Creates automation strategy, automated scripts and supports data and environment configuration. Participates in code reviews, monitors, and reports defects to support continuous improvement activities for the end-to-end testing process. Must have skills : Performance Testing Strategy Good to have skills : Apache JMeter, Splunk, Appdynamics APMMinimum 3 year(s) of experience is required Educational Qualification : 15 years full time education Summary :As a Quality Engineer (Tester), you will enable full stack solutions through multi-disciplinary team planning and ecosystem integration to accelerate delivery and drive quality across the application lifecycle. You will perform continuous testing for security, API, and regression suite, create automation strategy, automated scripts, and support data and environment configuration. Participate in code reviews, monitor, and report defects to support continuous improvement activities for the end-to-end testing process. Roles & Responsibilities:- Expected to perform independently and become an SME.- Required active participation/contribution in team discussions.- Contribute in providing solutions to work related problems.- Develop and execute performance testing strategies.- Analyze test results and provide recommendations for improvements.- Collaborate with cross-functional teams to ensure quality standards are met.- Implement automated testing processes.- Stay updated on industry trends and best practices. Professional & Technical Skills: - Must To Have Skills: Proficiency in Performance Testing Strategy.- Good To Have Skills: Experience with Apache JMeter, Splunk, Appdynamics APM.- Strong understanding of performance testing methodologies.- Experience in load testing and stress testing.- Knowledge of performance monitoring tools.- Ability to troubleshoot performance issues. Additional Information:- The candidate should have a minimum of 3 years of experience in Performance Testing Strategy.- This position is based at our Bengaluru office.- A 15 years full time education is required. Qualification 15 years full time education

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 Senor Manager and Team Leader, Model Validation In this role, you will be responsible for leading a model validation function covering market risk, counterparty credit risk and derivatives valuation. Responsibilities You will be leading a team of varying seniority resources who are working with independent model validation function of a large banking client and will involve end-to-end validation of risk and regulatory models. Your activities will include, but will not be limited to the following: Bringing the thought leadership to review the team’s output and guide the team in effective challenge of the models they are working on. Occasionally, validating models Develop in-depth understanding of clients’ products and systems. Develop awareness of existing model limitations. Maintaining strong relationships with clients’ leaders in the market risk, counterparty credit risk and traded products The team work on the following: Independent model validation, especially comprehensive model validation within 2nd line of defense, using SR 11-7 or similar guidelines. Exhaustive model validation will include conceptual assessment of model’s use, method, assumptions, limitations and on-going monitoring and control, model’s outcome analysis. Development of benchmark models may be needed. Assessment of the model monitoring and implementation process. Assessment of the model calibration techniques Prepare model validation report summarizing findings and providing recommendations. Taking strategic decisions to ensure delivery objectives and client satisfaction. Coordinate with internal management and support functions to execute on the strategies. Qualifications we seek in you! Minimum Qualifications / Skills Post-graduate degree / diploma in Statistics, Mathematics, Economics / Econometrics, Physics from reputed institutes with courses in Financial Engineering or FRM / CQF. Candidates with PhD degrees will be preferred. Candidate with MBA degree needs to show strong advance mathematical knowledge / background. Relevant experience in Banking or Capital Markets, with experience in model validation. Good understanding and experience in at least one of the regulatory risk modeling / validation guidelines – SR 11-7, FRTB SA, CCR, SIMM, SA CCR, Stress Testing Good understanding of model / system landscapes, like, pricing / Greeks, scenario generation, risk aggregation, etc. Good understanding of vanilla and exotic derivatives in all asset classes, and their impact on various market risk (VaR, SVaR, FRTB – SBM, DRC and RRAO) and CCR components. Thorough understanding of stochastic processes and their models, stochastic volatility models, yield curve models Good understanding of conventions of various markets like treasury, fixed income, equities, commodities etc. Good understanding of market conventions of various risk factors, such as IR, EQ, FX, etc. and understanding of inflation products and their quotations. Exposure to any treasury system such as Murex, Calypso etc. or market data providers such as Bloomberg and Reuters. The ability to build stochastic Monte Carlo and PDE based models in Python. Effective communication/presentation skills – written & verbal. Self-driven, initiative-taking, “can-do” attitude. Ability to work under ambiguity and with minimal supervision. Preferred Qualifications/ Skills Strong networking, negotiation and influencing skills. Though leadership in model validation practices. Genpact is an Equal Opportunity Employer and considers applicants for all positions without regard to race, color, religion or belief, sex, age, national origin, citizenship status, marital status, military/veteran status, genetic information, sexual orientation, gender identity, physical or mental disability or any other characteristic protected by applicable laws. Genpact is committed to creating a dynamic work environment that values respect and integrity, customer focus, and innovation. For more information, visit www.genpact.com . Follow us on Twitter, Facebook, LinkedIn, and YouTube. Furthermore, please do note that Genpact does not charge fees to process job applications and applicants are not required to pay to participate in our hiring process in any other way. Examples of such scams include purchasing a 'starter kit,' paying to apply, or purchasing equipment or training.

Overview We are currently seeking an experienced Analytics Client Service Specialist to join our Client Coverage organization in Mumbai. The MSCI Global Client Service team is composed of experienced financial professionals that provide first tier support for our clients around the world. Team members are responsible for responding to a wide variety of methodology, usage, interpretational, and technical questions on both analytical and benchmark products. Client contact is primarily via telephone and email. Client service analysts will need to work closely with Senior Client Service Members, Sales and consultants to develop and maintain client relationships. Responsibilities Provide premium service to assigned accounts Answer detailed client inquiries about MSCI products and methodology. These queries may be related to Market Risk (VaR, Stress testing, Back testing, Risk Attribution etc.), Liquidity Risk, Credit Risk, Portfolio Optimization, Performance Attribution Participate in developing client relationships through proactive follow up on issues raised Maintain relationships by ensuring relevant product and model information is shared with clients Lead regular calls with important accounts to cover outstanding issues and giving updates Contribute to producing service reviews and service plans that support client renewal initiatives Execute onboarding and training of Clients Provide 100% ownership (to resolution) of support issues from important accounts within assigned segment Provide full ownership of account servicing to become a subject matter expert on analytics products and services Championing process changes to improve Client Experience and Efficiency Qualifications Excellent English written and oral communication skills; ability to articulate complex concepts and methodologies to clients and senior management is a must Client facing skills – an ability to quickly gain the clients trust; Client Orientated – demonstrate ownership for the clients issue, be seen as the Client’s champion within MSCI Execution – well organized, ask questions, raise potential problems early Problem solving skills; Technology proficient: Numerical analysis using Microsoft Excel A self-starter and highly motivated, ability to work individually and within a team and ability to work in a fast paced environment with constant interruptions Candidate must be able to keep track of multiple issues without leaving issues unresolved 3-8 years of work experience; Relevant experience is a plus A numerate Bachelor’s degree in Finance, Engineering, Mathematics, Statistics, Economics, or related field; CFA, FRM is a plu What we offer you Transparent compensation schemes and comprehensive employee benefits, tailored to your location, ensuring your financial security, health, and overall wellbeing. Flexible working arrangements, advanced technology, and collaborative workspaces. A culture of high performance and innovation where we experiment with new ideas and take responsibility for achieving results. A global network of talented colleagues, who inspire, support, and share their expertise to innovate and deliver for our clients. Global Orientation program to kickstart your journey, followed by access to our Learning@MSCI platform, LinkedIn Learning Pro and tailored learning opportunities for ongoing skills development. Multi-directional career paths that offer professional growth and development through new challenges, internal mobility and expanded roles. We actively nurture an environment that builds a sense of inclusion belonging and connection, including eight Employee Resource Groups. All Abilities, Asian Support Network, Black Leadership Network, Climate Action Network, Hola! MSCI, Pride & Allies, Women in Tech, and Women’s Leadership Forum. At MSCI we are passionate about what we do, and we are inspired by our purpose – to power better investment decisions. You’ll be part of an industry-leading network of creative, curious, and entrepreneurial pioneers. This is a space where you can challenge yourself, set new standards and perform beyond expectations for yourself, our clients, and our industry. MSCI is a leading provider of critical decision support tools and services for the global investment community. With over 50 years of expertise in research, data, and technology, we power better investment decisions by enabling clients to understand and analyze key drivers of risk and return and confidently build more effective portfolios. We create industry-leading research-enhanced solutions that clients use to gain insight into and improve transparency across the investment process. MSCI Inc. is an equal opportunity employer. It is the policy of the firm to ensure equal employment opportunity without discrimination or harassment on the basis of race, color, religion, creed, age, sex, gender, gender identity, sexual orientation, national origin, citizenship, disability, marital and civil partnership/union status, pregnancy (including unlawful discrimination on the basis of a legally protected parental leave), veteran status, or any other characteristic protected by law. MSCI is also committed to working with and providing reasonable accommodations to individuals with disabilities. If you are an individual with a disability and would like to request a reasonable accommodation for any part of the application process, please email Disability.Assistance@msci.com and indicate the specifics of the assistance needed. Please note, this e-mail is intended only for individuals who are requesting a reasonable workplace accommodation; it is not intended for other inquiries. To all recruitment agencies MSCI does not accept unsolicited CVs/Resumes. Please do not forward CVs/Resumes to any MSCI employee, location, or website. MSCI is not responsible for any fees related to unsolicited CVs/Resumes. Note on recruitment scams We are aware of recruitment scams where fraudsters impersonating MSCI personnel may try and elicit personal information from job seekers. Read our full note on careers.msci.com

Education: B.E/ B.Tech in Electronics & Communication Tessolve Semiconductors a venture of He ro Electronix, part of $5B Hero Group companies a Design and Test Engineering Service Company providing End to End Solutions from Product Engineering, Software, Hardware, Wireless, Automotive and Embedded Solutions. Currently we are 2300+ employees worldwide. We are Global Multi- National Company having Engineering and Sales presences in India, Malaysia, Singapore, USA, UK, Europe, and China. Tessolve has strategic and sustainable growth plan to ensure the business stability to our valued customers and to protect the career of our employees even under disturbed Business situations. Areas of Responsibility : Engineer will work on MST test project which is responsible for maintaining sanctity of MST sanity test content across all areas and pool stations stability. Design, develop, and execute test plans and test cases. Identify , document, and track bugs and issues. Collaborate with the development team to understand requirements and resolve issues. Perform regression testing to ensure that new features do not negatively impact existing functionality. Technical Skillset Requ ired: Work experience on Modem technologies (5G and LTE) and testing. Good understanding and work experience of testing concepts like sanity, regression, functional and stress testing. Knowledge of programming languages such as Java, Python, or C .

You are a strategic thinker passionate about driving solutions in Regulatory Reporting. You have found the right team. As an Associate in our Firmwide Regulatory Reporting & Analysis (FRRA) team, you will spend each day defining, refining, and delivering set goals for our firm. You will be responsible for partnering across the firm to provide financial and strategic analysis, oversight, and coordination of regulatory reporting processes. Our FRRA team resides within Corporate Finance and is responsible for the execution and delivery of the Firm s regulatory reporting requirements to its U.S. regulators. The team has end-to-end responsibility for US regulatory reporting and capital stress testing, including the design, implementation, and oversight of the execution, analysis, control, and governance frameworks. The teams mandate includes determining the appropriate investment in people, processes, and technology to improve the accuracy, completeness, and consistency of the Firm s US regulatory reporting and capital stress testing submissions, as well as the implementation of new requirements and guidelines as they are published. The objectives of the FRRA Team are to provide leadership on all aspects of US regulatory reporting and Firm-wide capital stress-testing, including both internal and regulatory requirements. Job Responsibilities Work with lines of business & key stakeholders to understand their products, how data is captured, and how to strategically source data into a cloud based big data architecture. Define and execute project deliverables, including business requirements, testing, operating model assessments, and implementation. Identify project risks and issues, escalating issues and roadblocks to managers and stakeholders as needed. Monitor the implementation post go-live, and remediate resulting issues. Required qualifications, capabilities, and skills At least 2 years of related professional experience as a Program Manager and/or Business Analyst. At least 2 years of experience in the financial services industry, with knowledge and experience of US Regulatory Reporting is a must. Proficiency in MS Excel and MS PowerPoint. Preferred qualifications, capabilities, and skills Bachelor s degree and PMP certification a plus. Experience with Agile delivery, JIRA and Confluence is preferred. Experience with SQL to query data and writing logics is a must, Alteryx and/or Tableau for Dashboarding is preferred.

Role & responsibilities Preparation of ALCO note & RMC note, presenting it to seniors Review of working of LCR and NSFR on a regular basis Calculation of Structured liquidity statement and interest rate sensitivity as per regulatory requirement Review and monitoring of counter party limit Review and monitoring of mid-office report Preparation of all required data for Risk Based supervision Review of MCLR and other related reports Review and monitoring of liquidity matrix, Calculation of VaR and MTM Calculation of ICAAP and stress testing Coordinate with Treasury and finance for various work Preferred candidate profile Good understanding of various market risk related jargons like LCR, NSRF, SLS, IRS and FTP. Good understanding of various regulatory reports of market liquidity risks Good understanding of macro-economic scenario, interest rate curve, market liquidity and its impact Good command of Excel and PowerPoint Advanced analytical skills as well as a thorough understanding of banking laws, regulation, and policies and the ability to apply and explain complex regulatory, financial, and analytical concepts Interested candidate may share their resume on adarsh.pandey@utkarsh.bank

SUMMARY Job Role: Credit Risk Business Analyst Location: Pune Experience: 6+ years Must-Have: 6 years of relevant experience in Credit Risk Business Analysis and Risk Analysis. Job Description The Credit Risk Business Analyst is responsible for evaluating, monitoring, and reporting on counterparty credit risk exposure within trading activities. This role involves close collaboration with traders, risk managers, and other stakeholders to ensure effective risk measurement and management in alignment with regulatory requirements and internal risk tolerance. Key Responsibilities Counterparty Credit Risk (CCR) Assessment & Monitoring: Evaluate and monitor counterparty credit risk exposure for derivatives, securities financing transactions (SFTs), and other trading activities. Utilize methodologies such as the Standardized Approach for Counterparty Credit Risk (SA-CCR) and Potential Future Exposure (PFE) to quantify risk. Assess counterparty financials, credit ratings, and market behavior to gauge default risk. Conduct stress testing and scenario analysis to evaluate potential adverse impacts on counterparty risk exposure. Assist in establishing and monitoring counterparty risk limits, ensuring adherence to internal risk policies. Collaborate with market risk teams to assess the impact of market movements (e.g., interest rates, FX rates, volatility) on counterparty exposure. Identify and monitor exposure concentration risks across products, counterparties, and sectors. Support pre-trade risk analysis by evaluating potential counterparty risk for new transactions and trading strategies. Ensure compliance with Basel III/IV, SA-CCR, and other relevant counterparty risk regulations. Prepare risk reports for internal stakeholders and regulators, offering clear insights into counterparty risk profiles. Support regulatory capital calculations and reporting, ensuring accurate assessment of risk-weighted assets (RWA). Requirements Requirements: 6+ years of experience in Credit Risk Business Analysis and Risk Analysis Knowledge of methodologies such as SA-CCR and PFE Familiarity with Basel III/IV regulations and other relevant counterparty risk regulations

Job Summary: Credit Risk Modelling Analyst will be responsible to manage the model implementation cycle (from design, implementation, monitoring to demise) of Credit risk, Fair Lending and IFRS9 models covering the Large corporates, Mid-market and SME portfolios along with Banks / FIs and Sovereign portfolio. Job Description: - Involve in model development, model validation, model recalibration and monitoring model documentation and maintain the risk model inventory. - Performing these activities on the MRM framework for corporate BASEL and IFRS9 models. - Lead credit scoring modelling exercise with applicable compliance to regulations. - Validating Fair Lending Models and suggesting recommendations for enhancements. - Implementation and enhancement of ECL models based on internal enhancements, BASEL or Saudi Central Bank regulatory stipulation. - Working closely with BA's and system owners for model development. - Strong understanding of data analytics and enterprise-level data architecture, which is used to consolidate model development and model monitoring information. - Support business reporting and analytics function in generating bespoke reports from credit approver and rating system. Key Requirements: - 3+ Years of experience in model development, model validation and model management. - Understanding of Stress testing/ sensitivity testing - Good Understanding of Fair Lending models/ ML Model techniques and tests - Experience in risk requirements as related to scorecards and IFRS9/ CECL/ HMDA - Fair Lending. - Strong understanding of credit risk and model development/validation. - In-depth knowledge of model development and validation, including data extraction and pre-processing, modular model development, user acceptance testing and model performance assessments of: - IFRS9 models: staging, PD, EAD, LGD - Risk scorecards and frameworks - Large corporates, Mid-market and SME portfolios. - Credit decisioning and Early Warning Risk Models - Good programming skills in Python. Transferrable knowledge from R or SAS. - Knowledge of SAS EG and ECL will be an added advantage.

Sberbank is looking for Senior Automation Testing Engineer to join our dynamic team and embark on a rewarding career journey. As a Testing Engineer, you will be responsible for designing, implementing, and executing test plans and procedures to ensure the quality and reliability of software applications, systems, or products Working closely with development teams, you will identify defects, verify functionality, and validate performance to meet project requirements and customer expectations Your role will involve both manual and automated testing techniques, as well as collaboration with cross-functional teams to deliver high-quality solutions Responsibilities:Test Planning: Collaborate with project stakeholders to define test objectives, scope, and strategies based on project requirements and specifications Test Design: Develop comprehensive test plans, test cases, and test scripts to cover functional, performance, and usability aspects of software applications or systems Test Execution: Execute test cases and procedures, both manually and using automated testing tools, to identify defects, validate functionality, and ensure adherence to quality standards Defect Management: Document and track defects using issue tracking systems, such as Jira or Bugzilla, and work closely with development teams to troubleshoot and resolve issues in a timely manner Regression Testing: Perform regression testing to ensure that software changes and updates do not adversely impact existing functionality and performance Performance Testing: Conduct performance testing, load testing, and stress testing to assess system scalability, reliability, and responsiveness under different conditions Test Reporting: Prepare and present test reports, metrics, and findings to project stakeholders, including recommendations for improvements and corrective actions Collaboration: Work closely with development teams, product managers, and quality assurance (QA) engineers to ensure alignment of testing activities with project timelines and objectives Continuous Improvement: Identify opportunities to enhance testing processes, methodologies, and tools to increase efficiency, effectiveness, and test coverage

Senior Vice President, Treasury and ALM Manager We re seeking a future team member for the role of Senior Vice President- Treasury to join our Treasury Team. This role is located in Chennai/Pune, HYBRID In this role, you ll make an impact in the following ways: Manages a large team (or multiple small teams) of professional staff responsible for asset/liability management, liquidity funding, capital management, ALM committee support, interest rate risk management and measurement for an assigned risk or asset category and/or across a business unit/legal entity. Contributes to the development of the operational framework for assigned area and develops approaches to achieve desired goals while balancing risk and ensuring regulatory compliance. May lead a discrete specialty within Treasury (e.g. Intraday Liquidity, Currency Risk, etc.)Manages the collection, validation and analyses of financial data underpinning the Banks asset-liability model(s), liquidity funding model(s), capital management framework and/or currency and interest rate risks for assigned area. As part of a management team, monitors risks inherent in new or changing Bank products and implements adjustments to technical processes as needed.Monitors industry developments and applies best practices in order to establish policies and procedures that support the ALM, liquidity, capital management, interest rate risk and/or currency risk strategies for the assigned entity(ies) and balance regulatory requirements. Establishes team policies and procedures related to all technical activities such as documentation requirements, underlying assumptions, data limitations, etc. Develops reports and briefings for senior management, highlighting operational activities/outcomes, identifying risks and recommending proposed solutions. Ensures recommendations align to the corporate Treasury strategies and the strategies of the assigned entity(ies).Builds and cultivates relationships with internal peers in Treasury and Finance and externally with rating agencies, regulators, investors and domestic and international financial institutions. Recruits, directs, motivates and develops staff, maximizing their individual contribution, their professional growth and their ability to function effectively with their colleagues as a team. Provides feedback at the most critical times.Manages a large team or multiple small teams of professional staff.Responsible for a large team or multiple small teams achievement of team objectives. Modified based upon local regulations / requirements.Bachelor s degree or the equivalent combination of education and experience is required. To be successful in this role, we re seeking the following: Degree in math, engineering, statistics, computational finance or economics preferred. MBA, CFA, or CPA/CA preferred. 10-12 years of total work experience, with 1-3 years of management experience, preferred. Experience with liquidity stress testing, liquidity risk management, interest rate risk management, and/or asset-liability management within large complex financial organizations preferred.

Join us as a Treasury Risk Manager This is a prominent role that will see you maintaining and developing a strong second line of defence across our Treasury function With your knowledge and experience, you ll be supporting senior colleagues in understanding, overseeing, challenging and enforcing appropriate risk mitigation techniques You can build on your existing knowledge of risk, and advance your career in this exciting, fast paced role Were offering this role at associate vice president level for the duration of twelve months What youll do As a Treasury Risk Manager, you ll be making sure that the function s activities comply with our risk appetite and risk management standards. You ll develop and deliver a suite of risk metrics, making sure that these can effectively capture the funding and liquidity risk which Treasury manages, while assessing, analysing and reporting on Treasury risk for internal and regulatory purposes. As well as this, you ll be Managing the engagement with the central Risk functions to understand their requirements and strategic developments Keeping up to date with the regulatory environment in which we operate and helping to assess or implement the changes in our risk management framework Maintaining, documenting and monitoring the organisation s policies and approach for your area of risk Working in partnership with other members of the team to review and perform calculations and provide analysis and commentary to present to stakeholders Conducting risk reverse stress tests and ad hoc risk scenario sensitivities The skills youll need We re looking for a risk professional with strong and relevant financial experience, gained from working in a risk or finance function. You ll have a good understanding of market risk with actuarial science knowledge, and good technical knowledge of risk frameworks. A financial or risk qualification, such as a CFA, FIA or FRM is a must for this role, and you ll be educated to degree level in a numerate subject with a good understanding of financial mathematics. You ll also demonstrate: An understanding of stress testing, ICAAP and strong systems knowledge Extensive analytical ability with risk management tools and techniques Excellent attention to detail Good people and relationship management skills Strong written and verbal communication skills

Join us as a Treasury Risk Manager This is a prominent role that will see you maintaining and developing a strong second line of defence across our Treasury function With your knowledge and experience, you ll be supporting senior colleagues in understanding, overseeing, challenging and enforcing appropriate risk mitigation techniques You can build on your existing knowledge of risk, and advance your career in this exciting, fast paced role Were offering this role at vice president level for the duration of twelve months What youll do As a Treasury Risk Manager, you ll be making sure that the function s activities comply with our risk appetite and risk management standards. You ll develop and deliver a suite of risk metrics, making sure that these can effectively capture the funding and liquidity risk which Treasury manages, while assessing, analysing and reporting on Treasury risk for internal and regulatory purposes. As well as this, you ll be Managing the engagement with the central Risk functions to understand their requirements and strategic developments Keeping up to date with the regulatory environment in which we operate and helping to assess or implement the changes in our risk management framework Maintaining, documenting and monitoring the organisation s policies and approach for your area of risk Working in partnership with other members of the team to review and perform calculations and provide analysis and commentary to present to stakeholders Conducting risk reverse stress tests and ad hoc risk scenario sensitivities The skills youll need We re looking for a risk professional with strong and relevant financial experience, gained from working in a risk or finance function. You ll have a good understanding of market risk with actuarial science knowledge, and good technical knowledge of risk frameworks. A financial or risk qualification, such as a CFA, FIA or FRM is a must for this role, and you ll be educated to degree level in a numerate subject with a good understanding of financial mathematics. You ll also demonstrate: An understanding of stress testing, ICAAP and strong systems knowledge Extensive analytical ability with risk management tools and techniques Excellent attention to detail Good people and relationship management skills Strong written and verbal communication skills

This is a prominent role that will see you maintaining and developing a strong second line of defence across our Treasury function With your knowledge and experience, you ll be supporting senior colleagues in understanding, overseeing, challenging and enforcing appropriate risk mitigation techniques You can build on your existing knowledge of risk, and advance your career in this exciting, fast paced role Were offering this role at vice president level for the duration of twelve months What youll do As a Treasury Risk Manager, you ll be making sure that the function s activities comply with our risk appetite and risk management standards. You ll develop and deliver a suite of risk metrics, making sure that these can effectively capture the funding and liquidity risk which Treasury manages, while assessing, analysing and reporting on Treasury risk for internal and regulatory purposes. As well as this, you ll be Managing the engagement with the central Risk functions to understand their requirements and strategic developments Keeping up to date with the regulatory environment in which we operate and helping to assess or implement the changes in our risk management framework Maintaining, documenting and monitoring the organisation s policies and approach for your area of risk Working in partnership with other members of the team to review and perform calculations and provide analysis and commentary to present to stakeholders Conducting risk reverse stress tests and ad hoc risk scenario sensitivities The skills youll need We re looking for a risk professional with strong and relevant financial experience, gained from working in a risk or finance function. You ll have a good understanding of market risk with actuarial science knowledge, and good technical knowledge of risk frameworks. A financial or risk qualification, such as a CFA, FIA or FRM is a must for this role, and you ll be educated to degree level in a numerate subject with a good understanding of financial mathematics. You ll also demonstrate: An understanding of stress testing, ICAAP and strong systems knowledge Extensive analytical ability with risk management tools and techniques Excellent attention to detail Good people and relationship management skills Strong written and verbal communication skill

The job holder will be a part of the Scenario Design Team which is involved in designing, maintaining and enriching regulatory and management stress scenarios for the Bank at group and country level. They will be expected to become the subject matter expert on all areas relating to climate risk macroeconomics and help with the design and development of the modelling capacity to produce climate risk scenario expansions. As part of the 2LoD Scenario Design team they will be also expected to review non-climate related scenario narratives and projections produced by 1LoD. This will include generating ideas about which type of scenarios to run for management and regulatory stress tests, producing papers for example for Expert Panels and Committees and presenting to senior management. The role will, in particular, support the Head of the Scenario Design Team with key activities as set out below: Key Responsibilities Strategy Design regulatory and non-regulatory macroeconomic and climate risk scenarios. Perform review and challenge and when required scenario expansion of key climate and non-climate risk economic variables across the Group s diverse footprint. Present baseline and alternative scenarios to senior managers in forums, expert panels and committees. Contribute to committee papers, structured data requests and other internal or external scenario-related reports. Foster good working relationships and solicit input from Global Businesses and Global Functions and, where relevant, external vendors to enhance scenarios. Contribute to the development of a robust operational risk framework for scenario design processes Stay informed of all regulatory and industry developments related to the scenario work stream. Business Broad awareness and understanding of business model and risk profile. Understanding of the bank s existing enterprise risk management framework, governance of the ERMF related requirements, wider stress testing and scenario analysis capabilities and existing processes, with an understanding of the climate risk stress testing and scenario analysis approach Skills and Experience Understanding of various scenario families including NGFS, IPCC, and IEA scenarios Understand and translating transmission channels of climate risks into financial system impacts Familiarity with industry leading climate risk models and climate/ESG data providers, with fluency in the scope, capabilities, and limitations of each tool and platform Understanding of regulatory expectations with respect to climate risks including capital frameworks etc Experience in dealing with large complex, change projects and/or building / delivering new capabilities A proven track record of liaising across diverse stakeholder groups; including senior managers, and large firm networks Qualifications Work experience as economist (macroeconomic or environmental economist), econometrician or quantitative analyst. Prior experience of developing projections in a banking environment. Collaborative: working as part of a broader team to ensure a coordinated and consistent approach Good organiser of incoming requests within the team Ability to work with minimal direction Attention to detail Proactive, problem-solving, helpful Strong experience in MS Excel and Power Point Experience with coding in SAS, R, Python

Job Summary The person is responsible for independently assess the valuation of Loans and Equity investments held by the bank. Key Responsibilities Perform valuation reviews on debt and equity products covering Term / Bridge / Working Capital loans, RCF, Credit Insurance, Bonds, CLO, CDS and related credit products Perform independent fair valuation of equity investments for the bank s Principal Finance and Strategic Investments portfolios. Perform fair valuation assessment for amortised cost loans in accordance with IFRS, Group accounting policy and management reporting principles. Perform margin review of loans to assess reasonableness of margin as against independent market data Assist in calculating the Prudent Valuation Adjustments / Stress testing as part of the quarterly reporting requirements. Provide valuation support including advice on bespoke transactions, new product initiatives, deal pipelines and potential impacts on valuations. Assist on model enhancements to various valuation techniques applied. Perform in-depth analysis with regards to appropriate valuation methodologies. Be familiar with Bloomberg / Reuters / IHS Markit and other external vendor services pricing. Preparation / oversight of valuation reports for internal stakeholders and senior management. Presentation / discussion of Valuation results at various Forums / Committees as applicable Work on various Projects / initiatives undertaken Support on ViR / UK ACG Sox Projects Adhere to and strengthening of Risk & Control Matrix Liaise and co-ordinate with various stakeholders, both internal (Product Control, Internal Auditors, Country Finance, Front Office) and external (External Auditors), and provide support as part of reporting requirements. Perform research to stay updated on the latest market practices. Follow and monitor closely news flows / key development / significant movements of the portfolio of investments Qualifications CA or MBA (Finance) from a reputed institution. 10+ years of experience in banking finance. Together we: Do the right thing and are assertive, challenge one another, and live with integrity, while putting the client at the heart of what we do Never settle, continuously striving to improve and innovate, keeping things simple and learning from doing well, and not so well Are better together, we can be ourselves, be inclusive, see more good in others, and work collectively to build for the long term In line with our Fair Pay Charter, we offer a competitive salary and benefits to support your mental, physical, financial and social wellbeing. Core bank funding for retirement savings, medical and life insurance, with flexible and voluntary benefits available in some locations. Time-off including annual leave, parental/maternity (20 weeks), sabbatical (12 months maximum) and volunteering leave (3 days), along with minimum global standards for annual and public holiday, which is combined to 30 days minimum. Flexible working options based around home and office locations, with flexible working patterns. Proactive wellbeing support through Unmind, a market-leading digital wellbeing platform, development courses for resilience and other human skills, global Employee Assistance Programme, sick leave, mental health first-aiders and all sorts of self-help toolkits A continuous learning culture to support your growth, with opportunities to reskill and upskill and access to physical, virtual and digital learning. Being part of an inclusive and values driven organisation, one that embraces and celebrates our unique diversity, across our teams, business functions and geographies - everyone feels respected and can realise their full potential. 8937

This is a prominent role that will see you maintaining and developing a strong second line of defence across our Treasury function With your knowledge and experience, you ll be supporting senior colleagues in understanding, overseeing, challenging and enforcing appropriate risk mitigation techniques You can build on your existing knowledge of risk, and advance your career in this exciting, fast paced role Were offering this role at associate vice president level for the duration of twelve months What youll do As a Treasury Risk Manager, you ll be making sure that the function s activities comply with our risk appetite and risk management standards. You ll develop and deliver a suite of risk metrics, making sure that these can effectively capture the funding and liquidity risk which Treasury manages, while assessing, analysing and reporting on Treasury risk for internal and regulatory purposes. As well as this, you ll be Managing the engagement with the central Risk functions to understand their requirements and strategic developments Keeping up to date with the regulatory environment in which we operate and helping to assess or implement the changes in our risk management framework Maintaining, documenting and monitoring the organisation s policies and approach for your area of risk Working in partnership with other members of the team to review and perform calculations and provide analysis and commentary to present to stakeholders Conducting risk reverse stress tests and ad hoc risk scenario sensitivities The skills youll need We re looking for a risk professional with strong and relevant financial experience, gained from working in a risk or finance function. You ll have a good understanding of market risk with actuarial science knowledge, and good technical knowledge of risk frameworks. A financial or risk qualification, such as a CFA, FIA or FRM is a must for this role, and you ll be educated to degree level in a numerate subject with a good understanding of financial mathematics. You ll also demonstrate: An understanding of stress testing, ICAAP and strong systems knowledge Extensive analytical ability with risk management tools and techniques Excellent attention to detail Good people and relationship management skills Strong written and verbal communication skill

Notice Period : Immediate Joiner Mode : Onsite work This Job emphasizes the engineer's focus on testing modem technologies, specifically for 5G and LTE, and their responsibility for maintaining test content and stability. Required Skills: Modem Technologies: 2-4 years of experience in testing 5G and LTE technologies Testing Concepts: Strong understanding of sanity, regression, functional, and stress testing Test Plan Development: Ability to design, develop, and execute test plans and cases Bug Tracking: Experience in identifying, documenting, and tracking bugs and issues Collaboration: Strong collaboration skills with development teams to understand requirements Programming Languages: Knowledge of programming languages such as Java, Python, or C Qualifications: Bachelor's Degree in Electrical Engineering or related field Strong problem-solving and analytical skills Excellent communication and teamwork skills.

We are currently seeking an experienced professional to join our team in the role of Senior Analyst - Decision Science Principal responsibilities Undertake model validation and testing activities as dictated by the Global Model Risk Policy including the assessment of; model inputs, calculations, reporting outputs, conceptual soundness of the underlying theory and the suitability of the use for its intended purpose, relevance and completeness of data, qualitative information and judgements, documentation, and implementation of the model. Provide written reports detailing the results of validations highlighting issues identified during the validation. Validate remediation activities completed by the ILOD to ensure appropriate resolution of identified issues. Communicate technical model related information and results to Model Owners and Model Users through the course of a validation. Contribute to management, regulatory, and external confidence in all models used across the group. Deliver, high quality, timely validation reports that add value to the business. Requirements Experience on Retail Credit Risk model development/validation specifically comprising stress testing models (example: CCAR, PRA etc.) and reserving models such as CECL and IFRS9. Preferably familiar with different Retail PD/LGD/EAD model development methodology and its validation for different retail portfolios such as Credit Cards, Mortgage, PIL, etc. Strong statistical knowledge with hands on working experience in various modelling techniques such as linear regression, logistic regression, time series modelling, survival models etc. Sound understanding of different Retail portfolios such as Credit Cards, Mortgage, PIL, etc. Familiarity with OCC/FRB, EBA, ECB, UAE Guidelines and PRA regulations and k nowledge of Risk models, performance metrics and risks and associated issues. Some knowledge of internal procedures and local regulations and those of other country regulators would be an advantage. Minimum 1-5 years of experience of model validation/development experience in Risk Management in Retail domain Experience with some statistical modelling software / programming language e.g. SAS, Python, R, Matlab, C++, VBA. Experience of developing and reviewing models throughout the customer lifecycle and conducting independent model reviews is beneficial. Good written and verbal communication skills. Team-oriented mentality combined with ability to complete tasks independently to a high-quality standard. Master s or PhD degree in a quantitative discipline like Financial Mathematics, Statistics, Econometrics, Quantitative Finance, Economics or Engineering. Support the management of model risk across a large complex banking group and m anage model risk whilst significant transformational activity is being implemented, both regionally and globally.

Short description of role (lending) teams and will be expected to have strong understanding of financial statements including important lending and credit risk metrices. Job Responsibilities: Credit-worthiness analysis of borrowers, including financial analysis, industry and sector research. Drafting detailed credit reports with key takeaways on the purpose; report has to be concise, easy to read for credit risk to review and comment Identifying, setting and monitoring deal specific covenants which can act as early warning signals during the life of the loan Developing and maintaining detailed financial model (in Excel) comprising transaction details, financial statement analysis, projections, ratio & variance analysis, key performance indicators, credit metrics, amongst others Conducting sensitivity analysis for stress testing on loans for serviceability Regular interaction with key stakeholders and clients to discuss for eg. borrower requirements and performance, data gaps, inconsistencies, analytical frameworks, loan servicing etc. Strong financial analysis skills thorough understanding of accounting / financial concepts including financial statements, variance analysis, and assessment of key credit risk metrices and covenants Ability to draft credit reports Strong communication skills (oral and written) in English. Proficient in use of Excel, handling linked worksheets, able to handle complex models. Personal drive (proactive), flexible, creative (thinks out of the box), result driven responsible, curious, team player, fast learner, and willing to take ownership of tasks and deliverables. Hands on attitude, willing/capable to understand the big picture. Ability to succeed in a culture where change and speed are part of daily work.

The Global Risk & Compliance Organization ( GRC ) independently oversees the company s risk-taking and risk management activities, including the comprehensive identification, management, and mitigation of risks within the Company s risk appetite. GRC ensures the company operates in a safe, sound and fully compliant manner within all applicable regulatory expectations. We create and maintain the overall risk management framework while ensuring legal and regulatory compliance. We are passionate about our commitment to drive the company s goals of growth and progress by creating a culture of awareness and proactivity around regulatory matters, and by partnering closely with business units across the enterprise to ensure we'deliver maximum value to our shareholders and our customers efficiently and effectively. We are seeking a highly experienced Director, Capital Management Oversight, to join our Enterprise Risk Management and Risk Oversight (ERM&RO) function within GRC. You will serve as a subject matter expert, providing guidance and independent oversight to American Express s capital management processes, including CCAR, ICAAP, and Capital Contingency Planning. The Director will aggregate, integrate, and assess all risks to the company s capital position, to provide significant strategic recommendations to the Head of Enterprise Risk Management, Treasurer, and the different risk committees across the enterprise. Our culture in Global Risk & Compliance is all about thinking outside the box, challenging the status quo and striving to be best-in-class. Key Responsibilities: Assess capital goals, estimation methodologies / measurements and underlying controls Define the respective capital risk appetite and ensure that Treasury is operating within it Advocate American Express s risk culture throughout the Capital Planning process; educate teammates on sound risk management practices. Lead, drive and embed best practice and pragmatic risk management Conduct independent reviews of all capital management processes, and communicate conclusions and required remediations to Treasury senior leadership Contribute to material risk identification, stress scenario narrative development, macroeconomic variable shocks, and idiosyncratic event selection for CCAR and ICAAP Independently review stress testing assumptions and forecasts for balance sheet, revenue, and loss components Conduct regulatory mapping (ie, SR 15-19) against the current Capital Planning environment to ensure Treasury and other forecast owners are meeting enhanced supervisory expectations Engage with regulators, auditors, and other external stakeholders on capital management risk-related matters, ensuring compliance with regulatory requirements and addressing any inquiries or examinations Establish a coherent and comprehensive set of risk limits that are consistent with the stated Risk Appetite through quantitative expressions of risk tolerance and capital adequacy Minimum Qualifications: 6-8 years of risk management experience in financial services including extensive experience in CCAR, capital planning, and risk appetite frameworks Advanced degree in Business, Finance, Statistics, Econometrics, or a related field is required Excellent communication and stakeholder management skills, with the ability to influence and collaborate with senior executives and cross-functional teams Ability to think strategically, manage complex projects, and deliver results in a fast-paced, dynamic environment Strong understanding of financial services regulations and risk management best practices Strong leadership skills with a demonstrated ability to effectively hire, coach, train, and develop a team and to promote collaboration across geographies CFA or FRM designation preferred We back you with benefits that support your holistic we'll-being so you can be and deliver your best. This means caring for you and your loved ones physical, financial, and mental health, as we'll as providing the flexibility you need to thrive personally and professionally: Competitive base salaries Bonus incentives Support for financial-we'll-being and retirement Comprehensive medical, dental, vision, life insurance, and disability benefits (depending on location) Flexible working model with hybrid, onsite or virtual arrangements depending on role and business need Generous paid parental leave policies (depending on your location) Free access to global on-site we'llness centers staffed with nurses and doctors (depending on location) Free and confidential counseling support through our Healthy Minds program Career development and training opportunities

Job Description: Understanding of Basel Framework, PD, EAD, LGD and Regulatory Capital. Proficiency in SAS and Python for Model Development Good Understanding of Regulations and has experience of IRB Model Development Good understanding of retail credit risk products and their key variables.