Vice President, Model Risk Management

Vice President, Model Risk Validation

VICE PRESIDENT

MODEL RISK MANAGEMENT

PUNE

In this role, you’ll make an impact in the following ways:

• Credit Risk Modeling, 2) Treasury Modeling, 3) Market Risk Modeling, 4) Pricing Modeling, 5) Forecasting, 6) AI
• Execute enterprise standards for model validation, by setting the scope of a validation effort. This entails designing the tests and review activities necessary to evaluate a model.
• Evaluate the strengths and weaknesses of a model's conceptual framework to identify situations where a model may become less useful.
• Reviews accuracy of reports and calculations performed by less experienced colleagues.
• Responsible for the technical direction, accuracy, and soundness of quantitative methods in the assigned area. Decisions and assumptions recommended by the incumbent have significant impact on the financial and risk position of the Bank or legal entity supported.
• Complete required training, disclosures, attestations, and certifications within deadlines.
  

To be successful in this role, we are seeking the following:

• Master's Degree or PhD in a quantitative discipline, including engineering, mathematics, physics, statistics, econometrics.
• The candidate must have a superb quantitative and analytical background with a solid theoretical foundation coupled with strong programming, documentation, and communications skills.
• Minimum 2 years (2 - 5 preferred) of modelling experience in financial services.
• Must have experience with complex quantitative modelling, numerical analysis, and computational methods using programming languages (such as Python, C/C++, C#, Java, FORTRAN, MATLAB, SAS) as well as mathematical/statistical software packages.
  

Here Are a Few Of Our Recent Awards

• America’s Most Innovative Companies, Fortune, 2025
• World’s Most Admired Companies, Fortune 2025
• “Most Just Companies,” Just Capital and CNBC, 2025
  

Our Benefits And Rewards