220 Var Jobs - Page 6

: Job TitleModel Validation Lead- Derivative Pricing Corporate TitleVP 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...

: In Scope of Position based Promotions (INTERNAL only) Job TitleCredit Risk Officer LocationMumbai, India Role Description Chief Risk Office Vision is to provide industry-leading independent risk management capabilities in an innovative and efficient manner. Deutsche Bank is exposed to a wide range of risks every day. Credit losses, volatility of market prices, operational failures, infrastructure outages, liquidity shortages, and regulatory and legal matters can all have an impact on the banks capital and reputation. The CRO function has Group-wide, supra-divisional responsibility for the management/control of all credit, market, operational & liquidity risks and the continuing development...

: Job Title- Risk Analyst, NCT Location- Mumbai, India Role Description Market Risk Management (MRM) provides an independent view of market risks to Deutsche Banks senior management and manages Deutsche Banks Market Risk position in an independent and neutral way. The Market Risk Analysis and Control (MRAC) function is responsible for the provision of all official market risk metrics and core analysis in support of risk management decision making, on behalf of the Market Risk Management department. The team has a global presence with staff located in London, New York, Singapore, Mumbai and Pune. The team operates a business/asset class and risk metric aligned organisational matrix supported ...

: Job Title - Risk Portfolio Analyst, AS Location - Mumbai, India Role Description Market Risk Management (MRM) & Methodology provides an independent view of market risks to Deutsche Bank's senior management and manages Deutsche Bank's Market Risk position in an independent and neutral way. The Market Risk Analysis and Control (MRAC) function is responsible for the provision of all official market risk metrics and core analysis in support of risk management decision making, on behalf of the Market Risk Management department. The team has a global presence with staff located in London, New York, Berlin, Singapore, Mumbai and Bangalore. The team operates a business/asset class and risk metric ...

: Job TitleTreasury Model Validation Specialist Corporate TitleAssistant Vice President LocationMumbai, India Role Description Model Risk Management (MoRM) is responsible for the management of model risk in DB Group. This includes the independent validation of risk models as well as the identification, monitoring & controlling of model risk. Our aim is to identify, aggregate, manage and mitigate model risk across all risk types (market, credit, liquidity, operational and business risk). MoRM is located in Frankfurt, London, New York, Berlin, Bonn and Mumbai. For our team Treasury Model Validation, being responsible for the validation of all models owned by Deutsche Bank Treasury and legal en...

: Job Title- Market Risk Analysis and Control, AVP Location- Pune, India Role Description Market and Valuation Risk Management (MVRM) provides an independent view of market risks and valuation to Deutsche Banks senior management. Market risk team manages Deutsche Banks Market Risk position in an independent and neutral way. The Market Risk Analysis and Control (MRAC) Production function is responsible for the provision of all official market risk metrics and core analysis in support of risk management decision making, on behalf of the Market Risk Management department. The team has a global presence with staff located in London, New York, Singapore, Mumbai and Pune. The team operates a busin...

: In Scope of Position based Promotions (INTERNAL only) Job Title Risk Portfolio Analyst Location Mumbai, India Corporate Title Associate Role Description The Market Risk Analysis and Control (MRAC) function is responsible for the provision of all official market risk metrics and core analysis in support of risk management decision making, on behalf of the Market Risk Management department. The team has a global presence with staff located across the globe. The team operates a business/asset class and risk metric aligned organizational matrix supported by central functions. The role is with the market risk portfolio team which is one of the central function teams. Team / division overview Po...

: In Scope of Position based Promotions (INTERNAL only) Job TitleRisk Senior Specialist, AVP LocationMumbai, India Role Description Market and Valuation Risk Management (MVRM) provides an independent view of market risks and valuation to Deutsche Banks senior management. Market risk team manages Deutsche Banks Market Risk position in an independent and neutral way. You will be a part of the Market Risk Analysis and Control (MRAC) function within MVRM and will be responsible for the provision of all official market risk metrics and core analysis in support of risk management decision making for Global Foreign Exchange asset class. The team operates a business/asset class and risk metric align...

: In Scope of Position based Promotions (INTERNAL only) Job Title Treasury Markets and Investments (TMI) Corporate TitleAssociate/AVP LocationMumbai, India Role Description The candidate will be part of the Pool desk (within TMI) in Mumbai. The Pool function in Treasury is vital to the Banks success. It acts as the gate keeper of the Banks short term unsecured funding. The pools aim is to fund the structural gap between assets and liabilities after issuance. Pool raises short term funding via money markets. It aims to fund the working capital of the bank as cheaply as possible given regulatory & internal requirements. Further, Pool risk manages and hedges IR and FX risks across Treasury and ...

Roles and Responsibilities Develop and maintain market risk framework, including VaR model validation, stress testing, and scenario analysis. Collaborate with trading desks to understand their activities and provide guidance on market risks. Prepare daily liquidity reports, monitor cash flows, and ensure compliance with regulatory requirements (LCR & NSRF). Conduct regular reviews of ALM systems and processes to identify areas for improvement. Provide insights into interest rate risk exposure through variance analysis. Desired Candidate Profile 4-9 years of experience in Market Risk management or related field. Strong understanding of Liquidity Reporting, Interest Rate Risk, VAR, Stress Test...

Role & responsibilities Develop, support, and enhance statistical models to predict the risk of credit downgrade and default. Apply expertise in Fixed Income / Credit Risk, including Probability of Default (PD), Loss Given Default (LGD), and other credit risk measures. Analyse and interpret financial instruments, derivatives, and portfolio management principles to improve risk assessment. Utilize Python, SQL, and Excel to work on large datasets, extract insights, and automate data processing workflows. Develop automated processes and tools to improve efficiency and accuracy in data production and risk modelling. Lead Bottom-Up Data Production processes, ensuring effective planning, monitorin...

Project Role : Application Lead Project Role Description : Lead the effort to design, build and configure applications, acting as the primary point of contact. Must have skills : Murex Back Office Workflows Good to have skills : Murex Front Office FinanceMinimum 7.5 year(s) of experience is required Educational Qualification : NA Summary :As an Application Lead, you will lead the effort to design, build, and configure applications, acting as the primary point of contact. Your day will involve overseeing the development process, coordinating with team members, and ensuring project milestones are met. Roles & Responsibilities:- Expected to be an SME- Collaborate and manage the team to perform-...

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

I am hiring this profile for one of our Consulting client. This role can operate from multiple locations like Mumbai, Pune, Chennai, Bangalore & Gurgaon. Role Overview We are seeking a Market Risk Manager with deep expertise in Market Risk Analytics, FRTB, Derivatives Pricing, Treasury Analytics, Regulatory Compliance, and Risk Framework Development. The ideal candidate will have prior consulting experience, a strong grasp of client-facing engagements, and the willingness to travel to the Middle East for short- to medium-term projects. This role involves working closely with financial institutions to support market risk-related projects, assist in regulatory compliance (Basel III/IV, FRTB, I...

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...

Position Purpose Provide a daily Economic, Step Reval and Risk Based PNL to each desk and to the Banks management. Ensure that the PNL is calculated from the reference positions and that these positions are real and checked. Escalate any unusual PL to the desk and management that may indicate a wrong position or transaction in the FO system. Run all the required controls on key elements of the PNL Responsibilities Direct Responsibilities Document all exceptional PNL moves and adjustments for Management. Produce accurate daily analysis of PLs to Trading desks and bank's management. This includes the 3 different PL analysis required by the internal Valuation Policy and Regulators: Economic PL ...

About The Role JOB DESCRIPTION: ROLE: Market Risk Manager FUNCTIONS: The candidate will: Work as a key resource for the management of Market Risk of the Bank (portfolios include Fixed Income, Foreign Exchange, Derivatives, Commodities etc) and Operational Risk (for Treasury Department) Perform continuous identification, assessment, monitoring and mitigation of the Market Risk in the Bank"™s Treasury portfolio and monitor the market environment. Provide periodic and timely analysis of risk, highlight emerging risks and recommend risk mitigation steps. Periodic risk updates to ALCO, Risk Management Committee etc in the form of presentations, Notes etc. Analyse and explain the daily changes in ...

Role & responsibilities Candidate must have relevant experience in in statistical / mathematical modeling, quantitative research, counterparty and market risk management, or related field at a reputed bank, investment or broker services, asset management firm or a consulting firm. Wider skill requirements include: Independently built and managed quantitative market and counterparty risk analytical models Strong experience/knowledge in at least some of the following areas (in quant space) Counterparty Credit Risk (PFE, CVA, XVA) Pricing and valuation - Derivatives (across one or more asset classes) Modeling of Risk Metrics (e.g, EPE, PFE, RWA, Greeks) Market Risk Scenarios and Stress Testing ...

Role & responsibilities Candidate must have relevant experience in in statistical / mathematical modeling, quantitative research, counterparty and market risk management, or related field at a reputed bank, investment or broker services, asset management firm or a consulting firm. Wider skill requirements include: Independently built and managed quantitative market and counterparty risk analytical models Strong experience/knowledge in at least some of the following areas (in quant space) Counterparty Credit Risk (PFE, CVA, XVA) Pricing and valuation - Derivatives (across one or more asset classes) Modeling of Risk Metrics (e.g, EPE, PFE, RWA, Greeks) Market Risk Scenarios and Stress Testing ...

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

The Apex Group was established in Bermuda in 2003 and is now one of the worlds largest fund administration and middle office solutions providers. Our business is unique in its ability to reach globally, service locally and provide cross-jurisdictional services. With our clients at the heart of everything we do, our hard-working team has successfully delivered on an unprecedented growth and transformation journey, and we are now represented by over circa 13,000 employees across 112 offices worldwide.Your career with us should reflect your energy and passion. Thats why, at Apex Group, we will do more than simply empower you. We will work to supercharge your unique skills and experience. Take t...

Primary Skills 6+ years as a Business Analyst in Investment Bank organization within Market Risk department Technical experience to be comfortable with data models and SQL Hands-on experience as liaison function between the onshore IT business lines and offshore technical teams and as primary functional support for development team Thorough experience in functional testing and validation of development Market Risk knowledge (Pnl calculation and explanation, VaR and Stress VaR analysis) Product Control knowledge (Pnl calculation and explanation, ) Financial products (Treasury, FX, Credit, IRD) Market data (Volatilities, Curves,), Sensitivities Regulatory knowledge (including Basel III, Basel ...

Title : S&C Global Network - AI - CFO & EV - Treasury & EPM Analytics - Manager Job Title - S&C Global Network - AI - CFO & EV - Treasury & EPM Analytics - Manager Management Level: 7-Manager Location: Gurugram, DDC1A, NonSTPI Must-have skills: Treasury Analytics Good to have skills: Experience in financial modeling, valuation techniques, and deal structuring. Job Summary : This role involves driving strategic initiatives, managing business transformations, and leveraging industry expertise to create value-driven solutions. Roles & Responsibilities: Provide strategic advisory services, conduct market research, and develop data-driven recommendations to enhance business performance. Whats In ...

Develop deep knowledge Structured Products (RMBS, CMBS, CLO) & Vichara's platform scope out improvements, mitigate risk, troubleshooting. Create/Monitor Daily Monitoring Dashboards on Power BI and in SQL. Required Candidate profile 3+ years of work exp in investment systems and fixed income asset class & analytics and experience working with loan systems (e.g. WSO, Virtus, iLevel) and or Broadridge Sentry OMS & Geneva