Model Validation

Senior Model Validator – Quant Securitized Products – Investment Bank

Role Overview: Minimum 3 years of experience in model validation or as a model developer for the Front Office models or Risk Models (Counterparty or Market Risk Models) at a major financial institution. Global Model Validation Group, responsible for validating models used across the Agency mortgage and securitized products businesses. Total Experience: 8 – 15

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EY – IRRBB Quant Role – Institutional International business – Business Consulting Risk

The opportunity: IRRBB Quant – Institutional International business – Business Consulting Risk – FSRM – Bangalore Our FSRM team is a fast-moving, high-growth area with huge potential. It offers variety, challenge, responsibility, and the opportunity to realize your leadership potential. Our Financial Services Risk Management (FSRM) practice focuses on risk management, regulatory, quantitative, and technology

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IRB Modeler – Credit Risk Model Validation Specialist – Banking/Financial Services

Role Overview: As a Credit Risk Model Validation Specialist based in Mumbai, you will play a pivotal role in ensuring the integrity and robustness of the bank’s risk management framework. You will be responsible for independently reviewing and challenging complex credit risk models, including PD, LGD, and EAD frameworks, to ensure they remain fit for

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Assistant Vice President – Model Risk Validation – Banking/Financial Services

Role Overview: The ideal candidate should have experience in Credit Risk Model Development or Credit Risk Model Validation in MNC Banks, Private Sector Banks, Foreign banks, Public Sector banks, or Consulting firms. Credit Risk Methodology: Strong experience and practical in-depth understanding of Credit risk model development and validation methodologies and procedures. Quantitative Background: Strong quantitative

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Risk Model Validation Associate – Counterparty Credit Risk – Banking/Financial Services

Role Overview: We are looking for an experienced Risk Model Validation Associate to support the independent validation of complex risk models within a global financial institution. The role will focus on assessing the conceptual soundness, performance, accuracy, and robustness of quantitative models used for Counterparty Credit Risk (CCR), exposure simulation, and CVA/XVA, while ensuring alignment

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Assistant Vice President – Market Risk Model Validations – Banking/Financial Services

Role Overview: Candidate shall have experience in quants and analytics for Market Risk and Liquidity Risk Management in Private Sector Banks, MNC Banks, or Consulting firms. Candidate shall possess comprehensive understanding of Market Risk or Liquidity Risk model creation and validation, treasury products valuation methodologies, sensitivities, VaR, statistical tools, and behavioral analysis. Candidate should also

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Model Risk Validation Role – Credit Risk

Credit Risk Modeling: Strong experience and practical in-depth understanding of Credit risk model development-validation methodologies and procedures. Quantitative Background: Strong quantitative background in Applied Statistics-Mathematics-Operations Research-Economics-Engineering-or related quantitative field. Regulatory Regimes: Strong work experience and practical understanding of at least one or more of the following regulatory regimes: US (FRB-OCC), UK (PRA-ECB), CBUAE (MENA), RBI

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JP Morgan Chase – Quant Model Risk Analyst/Associate – Counterparty Credit Risk

Description: Are you looking for an exciting opportunity to join a dynamic and growing team in a fast paced and challenging area? This is a unique opportunity for you to work in our team to partner with the Business to provide a comprehensive view. As part of the firm’s model risk management function, the Model

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Assistant Vice President – Quantitative Models – Treasury/ Behaviroral Models – Banking/Financial Services

Description: We are hiring for a leading Investment bank based at Mumbai. Experience: 5 – 9 yrs in Model Development/Model Validation for financial Services in treasury models/ with good Python programming skills. Education: Masters / MBA in Economics, Mathematics, Statistics, Finance, Computer science from Tier 1 with good knowledge in Quant/ Treasury Models/ Liquidity models.

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Consultant/Manager – Market Risk & Model Validation

Role Overview: We are looking for professionals with experience in Market Risk, Model Risk Management (MRM), quantitative risk analytics, and financial risk modeling to join our Risk Advisory practice. The role involves working with leading global financial institutions on model development, validation, model risk assessment, regulatory compliance, and risk management across market risk, derivatives, counterparty

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Associate – Risk Management – Model Validation – Securitised Products

Roles and Responsibilities: – Serve in a Global Model Validation Group role, responsible for validating models used across the Agency mortgage and securitized products businesses. – Evaluate model conceptual soundness, ongoing monitoring frameworks, and model outcomes to assess appropriateness for intended use. – Identify, analyze, and quantify potential model risk, including sensitivity to assumptions, calibration

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Associate Director – Market Risk & Model Validation

Job Title: Associate Director, MRM Validation Key Responsibilities: – Independently execute end-to-end model validations as dictated by the Global Model Risk Policy. This includes assessing model inputs, calculations, reporting outputs, conceptual soundness, data relevance, qualitative information, documentation, and implementation. – Design, develop, and execute tailored testing frameworks to identify risks and limitations. Develop and implement

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Senior Project Manager/Project Director – Risk Solutions

Highlight of the engagement opportunity: – Nature of Role: Full-time. – Experience Required: 8+ years. – Preferred Experience: Implementation and delivery of Risk Management solutions, including OFSAA, SAS, Moodys, and similar platforms with expertise in IFRS 9 (ECL, EIR, PD, LGD, Credit Risk Modeling) and Model Risk Management. – Educational Qualification: B.Tech, MBA, or other

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FRTB Model Validation Specialist

Role Overview: We are looking for an experienced FRTB Model Validation professional to join a high-performing quantitative risk and model validation team. This role offers exposure to FRTB Internal Model Approach (IMA), Standardized Approach (SA), Market Risk Models, and advanced quantitative validation methodologies, while working closely with senior stakeholders across risk and governance functions. The

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Associate – Risk Management – Model Validation – Securitised Products

Roles and Responsibilities: – Serve in a Global Model Validation Group role, responsible for validating models used across the Agency mortgage and securitized products businesses. – Evaluate model conceptual soundness, ongoing monitoring frameworks, and model outcomes to assess appropriateness for intended use. – Identify, analyze, and quantify potential model risk, including sensitivity to assumptions, calibration

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Evalueserve – Senior Quantitative Developer – Quantitative Finance

Role Overview: Highly motivated Quantitative Developer to support the development, validation, governance, and enhancement of quantitative pricing models and libraries. The role combines quantitative finance and development, requiring strong expertise in C++, option pricing methodologies, and pricing library development. Key Responsibilities: – Develop, maintain, and enhance quantitative pricing libraries and model infrastructure using C++. –

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Consultant/Assistant Manager – Market Risk – FRTB

Designation: Market Risk (FRTB) Consultant/AM Experience: 2 – 6 years Location: Mumbai Roles And Responsibilities: – Develop and/or validate market risk and pricing models, including FRTB (IMA), Value-at-Risk (VaR), Stressed VaR (SVaR), Risk Not in VaR (RNIV), P2A, Counterparty Risk Exposure models, and XVA and stress testing models. – Perform end-to-end model validation, including benchmarking,

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FRTB Model Validation Specialist

Role Overview: We are looking for an experienced FRTB Model Validation professional to join a high-performing quantitative risk and model validation team. This role offers exposure to FRTB Internal Model Approach (IMA), Standardized Approach (SA), Market Risk Models, and advanced quantitative validation methodologies, while working closely with senior stakeholders across risk and governance functions. The

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