14 Model Governance Jobs

As a part of Barclays Analyst Impairment team, you will play a crucial role in embedding control functionality by leading the development of the team's output. Your responsibilities will include helping colleagues demonstrate analytical and technical skills, along with knowledge of retail credit risk management fundamentals, especially in impairment management. It is essential to showcase sound judgment while collaborating with the wider team and management. To excel in this role, you will need to: - Provide commentary in various forums and own IFRS9 risk models throughout their lifecycle, from data governance to monitoring. - Develop Post Model Adjustments (PMA) to address inaccuracies and underperformance in models. - Review monitoring reports to identify reasons for model underperformance and liaise with modelling teams. - Design and implement tactical and strategic remediation, as well as support the production of commentary packs for multiple forums and group impairment committee. Additionally, some highly valued skills for this role include: - Review and challenge IFRS9 impairment models, both SPOT and Forecasting. - Produce annual and monthly forecasts for IFRS9. - Maintain management information related to impairment metrics such as stock coverage. - Possess a working knowledge of key regulatory requirements for IFRS9 and apply them to existing processes and reporting. - Present results and communicate effectively with management and stakeholders. - Foster a culture of decision-making through the provision of robust and accurate analyses. Your performance in this role will be evaluated based on key critical skills relevant for success, including risk and controls, change and transformation, business acumen, strategic thinking, digital and technology, as well as job-specific technical skills. This position is based in Noida. Purpose of the role: The primary purpose of this role is to evaluate and assess the potential impairment of financial assets, ensuring accurate reflection of the bank's economic value of its assets in financial statements. Accountabilities: - Identify potential impairment triggers and assess the potential for impairment of financial assets by analyzing relevant financial and non-financial information. - Apply quantitative and qualitative impairment tests to determine asset impairment. - Calculate impairment provision, reflect impairment loss, and prepare accurate impairment disclosures for financial statements. - Manage the performance of impaired assets and reassess their impairment status regularly. Analyst Expectations: - Perform activities timely and to a high standard, consistently driving continuous improvement. - Possess in-depth technical knowledge and experience in the assigned area of expertise. - Lead and supervise a team, guide professional development, allocate work requirements, and coordinate team resources. - Demonstrate leadership behaviours for creating an environment for colleagues to thrive and deliver excellently. All colleagues are expected to embody the Barclays Values of Respect, Integrity, Service, Excellence, and Stewardship, as well as demonstrate the Barclays Mindset of Empower, Challenge, and Drive in their daily behaviors and actions.,

Whether you are at the beginning of your career or seeking your next adventure, your journey commences here. At Citi, you will have the chance to enhance your skills and contribute to one of the world's most global banks. We are dedicated to supporting your growth and development right from the start, offering extensive on-the-job training, exposure to senior leaders, and traditional learning opportunities. Additionally, you will have the opportunity to give back to the community through volunteerism. Citi Finance oversees the financial management and related controls of the firm. The team manages and collaborates on key Citi initiatives and deliverables, such as the quarterly earnings process and ensuring compliance with financial regulations. The team consists of chief financial officers who partner with various businesses and disciplines, including controllers, financial planning and analysis, strategy, investor relations, tax, and treasury. We are currently seeking a highly skilled professional to join our team as Vice President, NTMR Lead Analyst - Hybrid based in Mumbai. As a part of our team, we will provide you with the necessary resources to meet your unique needs, empower you to make sound decisions regarding your financial well-being, and help you plan for the future. Citi offers access to a range of learning and development resources to enhance your skills as you progress in your career. We also provide programs to help employees achieve work-life balance, including generous paid time off packages. Moreover, we encourage our employees to volunteer in their communities, with Citi employee volunteers contributing over 1 million hours globally in 2019. In this role, you will be expected to: The Balance Sheet Management Lead Analyst supports the BSM NTMR manager in bank balance sheet management and optimization. This involves balancing financial resources among different priorities, understanding Non-Trading Market Risk, and contributing to achieving Corporate Treasury's balance sheet optimization objectives and Citigroup's strategic goals. Strong communication skills are essential to collaborate with stakeholders across levels. The role involves providing support to the NTMR manager in executing functional strategy and reflecting strategic influence on the business. The Balance Sheet Management Model Governance group is a critical team within Treasury/Balance Sheet Management responsible for maintaining and governing models used to generate Non-Trading Market Risk metrics within Treasury. This team plays a vital role in overall balance sheet management and directly impacts Citigroup's Capital. Key Responsibilities: - Support the Non-Trading Market Manager with BSM's management process, asset allocation, and risk analysis - Enhance BSM's analytics and establish Citi's first-line NTMR management framework - Align governance and management framework for legal entities with risk exposure - Identify and remediate gaps in non-trading market risk and interact with stakeholders to ensure compliance Qualifications and Requirements: - Experience in statistical modeling, econometrics, or model governance in the financial domain - 5 to 7+ years experience in Financial Services, Treasury, and bank liquidity investment portfolio - Knowledge of debt investment securities and non-trading market risks - Understanding of regulatory, compliance, risk management, and financial management Education: - Bachelor's degree in Finance or related field; advanced degree is a plus - Proficiency in Bloomberg, fixed income tools, Python, and database management - Strong presentation and Excel skills - Understanding of accounting and general ledger principles,

As an Analyst in Impairment at Barclays, you will play a crucial role in embedding control functionality by leading the development of outputs for the team. Your responsibilities will include supporting colleagues in demonstrating analytical and technical skills, as well as knowledge of retail credit risk management fundamentals, especially in impairment management. Collaboration with the wider team and management will require sound judgment from you. To excel in this role, you should be able to provide commentary for various forums, own IFRS9 risk models throughout their lifecycle, develop Post Model Adjustments, review model monitoring reports, design and implement remediation strategies, and support the production of commentary packs and decks for multiple forums and committees. Some other key skills that are highly valued for this role include reviewing and challenging IFRS9 impairment models, producing annual and monthly forecasts, maintaining management information on impairment metrics, understanding key regulatory requirements for IFRS9, presenting results to stakeholders, and fostering a culture of decision-making through robust analyses. You may undergo an assessment based on critical skills such as risk and controls, change and transformation, business acumen, strategic thinking, digital and technology, and job-specific technical skills. This role is based in Noida. The purpose of this role is to evaluate and assess the potential impairment of financial assets to ensure accurate reflection of the bank's economic value of assets in its financial statements. Your accountabilities will include identifying potential impairment triggers, analyzing relevant information, applying impairment tests, assessing impairment loss, calculating impairment provisions, managing impaired assets" performance, and reassessing their impairment status regularly. As an Analyst, you are expected to perform activities timely and to a high standard, demonstrate in-depth technical knowledge, lead and supervise a team, guide professional development, and exhibit clear leadership behaviours. You will impact related teams, partner with other functions, manage risk, and strengthen controls. All colleagues at Barclays are expected to uphold the Barclays Values of Respect, Integrity, Service, Excellence, and Stewardship, along with demonstrating the Barclays Mindset of Empower, Challenge, and Drive to guide their behavior and actions.,

About Us At Bank of America, you will be part of a company guided by a common purpose to help improve financial lives through the power of connections. Responsible Growth is the foundation of our operations, ensuring we deliver for our clients, teammates, communities, and shareholders consistently. Being a great place to work for our global teammates is crucial for driving Responsible Growth. We are committed to fostering a diverse and inclusive workplace, hiring individuals with varied backgrounds and investing in their well-being through competitive benefits that support their physical, emotional, and financial health. Flexibility and collaboration are key values at Bank of America. We provide a multi-faceted approach to flexibility based on the diverse roles within our organization. Working at Bank of America offers you a rewarding career with ample opportunities for learning, growth, and impact alongside the ability to make a meaningful difference. Join us! Global Business Services Global Business Services provides Technology and Operations capabilities to Bank of America's Lines of Business and Staff Support Functions through a globally integrated delivery model and resilient operations. Recognized for flawless execution, sound risk management, operational resiliency, operational excellence, and innovation, Global Business Services operates across five locations in India under BA Continuum India Private Limited (BACI), the non-banking subsidiary of Bank of America Corporation that oversees India operations. Process Overview The Analytics, Risk and Quant (ARQ) group supports global Bank businesses with analytical, quantitative, and risk management solutions. Operating from Mumbai, Gurugram, Hyderabad, Chennai, and GIFT, the Quants team within ARQ focuses on model development, governance, quantitative analysis, and designing platforms for various verticals of Bank of America. Job Description We are seeking a seasoned leader to manage the Global Financial Crime Modeling and Analytics (GFCMA) team within Global Risk Analytics (GRA). This role involves overseeing multiple sub-groups collaborating on model development and governance, including GFCMA, Global Markets risk, alternate modeling, data science models, economic data research, and model engineering. The ideal candidate should have hands-on experience in quantitative fields and managing highly qualified teams. Responsibilities The selected candidate will have the following responsibilities: - Conducting in-depth analysis of the Banks" risk model results using quantitative tools like back testing, benchmarking, and sensitivity analysis - Articulating the overall picture of model performance, including accuracy and areas needing remediation - Communicating model results to stakeholders such as risk management, model development, senior management, and regulators - Supporting model development by ensuring remediation of issues before implementation Requirements Education: - Bachelors/Masters or PhD in a quantitative field from top-tier institutes like IITs, NITs, Indian Statistical Institutes, etc. Certifications: FRM, CFA, CQF, etc. Experience Range: 12+ years Foundational skills: - Strong Quantitative and Leadership skills - Minimum of 5 years leading quantitative analysis or risk management teams - Advanced knowledge of statistical and machine learning methods, Python, SAS, SQL, and wholesale modeling - Experience in talent management, regulator interactions, and risk management - Excellent communication skills and attention to detail - Strong analytical and problem-solving skills - Inquisitive nature and ability to escalate issues Desired skills: - Proficiency in speaking, presentation, and influencing skills - Ability to produce high-quality technical documentation Work Timings 12.30pm to 9.30pm Job Location Chennai, Mumbai, Gurugram, Hyderabad,

As a global leader in assurance, tax, transaction and advisory services, we hire and develop the most passionate people in their field to help build a better working world. This starts with a culture that believes in giving you the training, opportunities and creative freedom. At EY, we don't just focus on who you are now, but who you can become. We believe that its your career and Its yours to build which means potential here is limitless and we'll provide you with motivating and fulfilling experiences throughout your career to help you on the path to becoming your best professional self. The opportunity: Model Risk Governance & Stress Testing Control - FSRM 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 backgrounds. The breadth of experiences of FSRM professionals enables the practice to coordinate the delivery of a broad array of risk management services to capital market participants throughout the world in a well-integrated manner. Role & responsibilities 1. Controls Design & Execution Serve as a reviewer of CCAR and high-level controls. Act as a backup for high-level controls. Support the enhancement of CCAR and high-level controls based on feedback from control testing 2. Guidelines & Procedures Documentation Assist in the development of procedures for Stress Testing Controls Maintain Model Development Guidelines and Ongoing Monitoring Guidelines. 3. Governance Program Management Assist the Model Governance team in building trackers and/or dashboards. Conduct secondary peer reviews on the MDD and OM Plan/Results to ensure alignment with MRM expectations. Support day-to-day governance-related tasks. Preferred candidate profile Graduate or Postgraduate degree in Mathematics, Statistics, Economics, B.Tech, or MBA. Hands-on experience of 3-10 years in Model Risk Governance, Stress Testing control, and CCAR. High attention to detail, strong communication skills, sense of urgency, responsiveness, execution of instructions, and a display of ownership. Proficiency in Power BI and Python. Skills and attributes: In addition to technical competence, what will set you up for success at EY is your ability to: Strong communication, documentation, facilitation, relationship-building, presentation and negotiation skills Be highly flexible, adaptable, and creative Broad consulting and project management skills, effective written and oral communication skills Pursue passions beyond work and invest in your wellbeing What we look for : People with the ability to work in a collaborative manner to provide services across multiple client departments while following the commercial and legal requirements. You will need a practical approach to solving issues and complex problems with the ability to deliver insightful and practical solutions. We look for people who are agile, curious, mindful and able to sustain positive energy, while being adaptable and creative in their approach.

Whether you're at the start of your career or looking to discover your next adventure, your story begins here. At Citi, you'll have the opportunity to expand your skills and make a difference at one of the world's most global banks. We're fully committed to supporting your growth and development from the start with extensive on-the-job training and exposure to senior leaders, as well as more traditional learning. You'll also have the chance to give back and make a positive impact where we live and work through volunteerism. Citi Finance is responsible for the firm's financial management and related controls. We manage and partner on key Citi initiatives and deliverables, such as our quarterly earnings process and ensuring Citi's compliance with financial rules and regulations. The team comprises chief financial officers who partner with each of our businesses and disciplines including controllers, financial planning and analysis, strategy, investor relations, tax and treasury. We're currently looking for a high caliber professional to join our team as Vice President, NTMR Lead Analyst - Hybrid based in Mumbai. Being part of our team means that we'll provide you with the resources to meet your unique needs, empower you to make healthy decisions, and manage your financial well-being to help plan for your future. For instance: - Citi provides access to an array of learning and development resources to help broaden and deepen your skills and knowledge as your career progresses. - We have a variety of programs that help employees balance their work and life, including generous paid time off packages. - We offer our employees resources and tools to volunteer in the communities in which they live and work. In 2019, Citi employee volunteers contributed more than 1 million volunteer hours around the world. In this role, you're expected to take on: The Balance Sheet Management Lead Analyst provides support to the BSM NTMR manager with bank balance sheet management and optimization, balancing financial resources among different competing priorities and how other Non-Trading Market Risk such as FXRBB, Commodity/Equity/CSRBB risk and OCI capital at risk and allocation of cash into debt investment securities contribute to achieving Corporate Treasury's balance sheet optimization objectives and Citi's strategic goals. Ability to learn and understand the strategic direction of the function within the relevant part of the business. Good communication skills are required in order to collaborate and engage a wide range and level of stakeholders. The role is to provide support to the NTMR manager with executing functional strategy in the designed area. Assist with determining the approach to implementing functional strategy and assisting the NTMR manager with reflecting strategic influence on the business and interaction with other functions or businesses. The Balance Sheet Management Model Governance group is the critical team within the Treasury/Balance Sheet Management and is primarily responsible for ongoing maintenance and governance support of the models that are used to generate Non-Trading Market Risk (NTMR) metrics within Treasury, covering Interest Rate Risk, Credit Spread Risk, Foreign Exchange Risk, valuation risk in Fixed Income and derivatives, Funds Transfer Pricing, and other related areas. This team plays an important role in overall balance sheet management and has a direct impact on Citigroup's Capital. The work in this space is subject to heightened regulatory focus and scrutiny. Key Responsibilities: - Provide support to the Non-Trading Market Manager with BSM's management process by providing analytical support with a primary focus on asset allocation, FXRBB, Commodity/Equity/CSRBB risk. - Provide support to the NTMR manager for enhancing BSM's analytics and methodologies and establishing Citi's first-line NTMR management framework (Policy/Standard/Procedures, models, methodologies, reporting, controls, processes, analytics, data, and documentation). - Provide support to align governance and management framework, procedures, and controls for all legal entities that have OCI Risk, FX risk, commodity risk, credit spread risk in the Banking Book. Provide support to the NTMR manager to liaise with businesses, legal entity treasury, CTI and Markets Treasury, and Controllers teams to ensure both an understanding and the ability to manage other non-trading market risks. - Assist with identifying and remediating gaps in other non-trading market risk (excl IRBB) as required by Tier 1 regulations and help to remediate regulatory/audit self-identified issues concerning other non-trading market risks in the banking book and achieve the target state framework. Interact with 2nd line Finance CRO function, regulators, senior management, and Non-Traded Market Risk governance committees. Qualifications and other Requirements: - Relevant statistical modeling/econometrics, model governance or model validation experience in the financial domain - 5 to 7+ years" experience in Financial Services, Treasury, and bank global liquidity investment portfolio. - Experience with debt investment securities and non-trading market risk such as FXRBB, commodity risk, private equity risk, and CSRBB is a plus - Experience with regulatory, compliance, risk management, and financial management, and data governance concerns is a plus - Understanding of Bank ALM, Capital, and Liquidity considerations is a plus - Proven ability to work under pressure in ambiguous environments - Excellent communication skills are imperative i.e. ability to make complex subjects easily digestible for senior management - Exercises proven Power Point and Excel skills - Ability to prioritize in a fast-paced environment Ability to interact with all levels of management Must be a team player Education: - Bachelor's degree in Finance and Business or related fields; an advanced degree is a plus. - Proficient with Bloomberg, fixed income analytical tools, Python and/or database - Strong power point presentation - Understanding of accounting general ledger Take the next step in your career, apply for this role at Citi today.,

Ready to shape the future of work At Genpact, we don&rsquot just adapt to change&mdashwe drive it. AI and digital innovation are redefining industries, and we&rsquore leading the charge. Genpact&rsquos , our industry-first accelerator, is an example of how we&rsquore scaling advanced technology solutions to help global enterprises work smarter, grow faster, and transform at scale. From large-scale models to , our breakthrough solutions tackle companies most complex challenges. If you thrive in a fast-moving, tech-driven environment, love solving real-world problems, and want to be part of a team that&rsquos shaping the future, this is your moment. Genpact (NYSE: G) is an advanced technology services and solutions company that delivers lasting value for leading enterprises globally. Through our deep business knowledge, operational excellence, and cutting-edge solutions - we help companies across industries get ahead and stay ahead. Powered by curiosity, courage, and innovation , our teams implement data, technology, and AI to create tomorrow, today. Get to know us at and on , , , and . Inviting applications for the role of Principal Consultant - MLOps Engineer! In this role, lead the automation and orchestration of our machine learning infrastructure and CI/CD pipelines on public cloud (preferably AWS). This role is essential for enabling scalable, secure, and reproducible deployments of both classical AI/ML models and Generative AI solutions in production environments. Responsibilities Develop and maintain CI/CD pipelines for AI/ GenAI models on AWS using GitHub Actions and CodePipeline . (Not Limited to) Automate infrastructure provisioning using IAC. (Terraform, Bicep Etc) Any cloud platform - Azure or AWS Package and deploy AI/ GenAI models on (SageMaker, Lambda, API Gateway). Write Python scripts for automation, deployment, and monitoring. Engaging in the design, development and maintenance of data pipelines for various AI use cases Active contribution to key deliverables as part of an agile development team Set up model monitoring, logging, and alerting (e.g., drift, latency, failures). Ensure model governance, versioning, and traceability across environments. Collaborating with others to source, analyse , test and deploy data processes Experience in GenAI project Qualifications we seek in you! Minimum Qualifications experience with MLOps practices. Degree/qualification in Computer Science or a related field, or equivalent work experience Experience developing, testing, and deploying data pipelines Strong Python programming skills. Hands-on experience in deploying 2 - 3 AI/ GenAI models in AWS. Familiarity with LLM APIs (e.g., OpenAI, Bedrock) and vector databases. Clear and effective communication skills to interact with team members, stakeholders and end users Preferred Qualifications/ Skills Experience with Docker-based deployments. Exposure to model monitoring tools (Evidently, CloudWatch). Familiarity with RAG stacks or fine-tuning LLMs. Understanding of GitOps practices. Knowledge of governance and compliance policies, standards, and procedures Why join Genpact Be a transformation leader - Work at the cutting edge of AI, automation, and digital innovation Make an impact - Drive change for global enterprises and solve business challenges that matter Accelerate your career - Get hands-on experience, mentorship, and continuous learning opportunities Work with the best - Join 140,000+ bold thinkers and problem-solvers who push boundaries every day Thrive in a values-driven culture - Our courage, curiosity, and incisiveness - built on a foundation of integrity and inclusion - allow your ideas to fuel progress Come join the tech shapers and growth makers at Genpact and take your career in the only direction that matters: Up. Let&rsquos build tomorrow together. 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. 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 %27starter kit,%27 paying to apply, or purchasing equipment or training.

Genpact (NYSE: G) is an advanced technology services and solutions company that delivers lasting value for leading enterprises globally. Through our deep business knowledge, operational excellence, and cutting-edge solutions we help companies across industries get ahead and stay ahead. Powered by curiosity, courage, and innovation , our teams implement data, technology, and AI to create tomorrow, today. Get to know us at genpact.com and on LinkedIn, X, YouTube, and Facebook. Inviting applications for the role of [Principal MLOps Engineer]! In this role, you will lead the design, scale, and governance of our AI/GenAI delivery platform across the organization. This role owns the vision, architecture, and execution of production-grade MLOps systems supporting multiple domains including classical ML, NLP, computer vision, and GenAI use cases. This leader will drive enterprise-wide standardization of CI/CD, IAC-based cloud infrastructure, model governance, monitoring, and risk control — enabling AI at scale, securely and responsibly. Responsibilities Define and evolve the enterprise MLOps reference architecture (build test deploy monitor retrain) Architect a multi-tenant AI platform with native GenAI support (LLMs, RAG, LangChain/Bedrock/OpenAI integrations) Own all infrastructure-as-code strategy, with modular, reusable Terraform stacks for multi-cloud/hybrid deployments Lead CI/CD modernization across teams (GitHub Actions, CodePipeline, Argo Workflows) Establish centralized model governance, access control, and explainability standards (integrating tools like SHAP, LIME, CloudWatch, SageMaker Model Monitor) Champion infrastructure observability and compliance logging for regulated environments (banking, insurance, healthcare) Represent MLOps in enterprise-wide architecture reviews and cloud optimization boards Qualifications we seek in you! Minimum Qualifications • 8 - 10 years in DevOps, Cloud, or ML Infrastructure roles. • 5+ years leading MLOps initiatives at scale in production. • Degree/qualification in Computer Science or a related field, or equivalent work experience • Deep AWS expertise (SageMaker, Lambda, VPC, CloudWatch, IAM). • Strong Python and Terraform skills, with proven CI/CD implementation track record. • Experience with deploying GenAI models (OpenAI, Bedrock, Hugging Face) and managing inference at scale. • Engaging in the design, development and maintenance of data pipelines for various AI use cases • Active contribution to key deliverables as part of an agile development team • Experience designing model governance frameworks and CI/CD pipelines. • Familiarity with LangChain, Bedrock, and OpenAI API integrations. • Collaborating with others to source, analyse, test and deploy data processes Preferred Qualifications/ Skills Leadership experience in BFSI, healthcare, or regulated industries. Advanced understanding of platform security, cost optimization, and ML observability. Must have Experience developing, testing, and deploying data pipelines Influence over tooling selection, hiring, architecture reviews, and platform roadmap. Exposure to BFSI or regulated environments. Experience developing, testing, and deploying data pipelines Clear and effective communication skills to interact with team members, stakeholders and end users Degree/qualification in Computer Science or a related field, or equivalent work experience Knowledge of governance and compliance policies, standards, and procedures 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. 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.

Develop and deploy ML models using SageMaker. Automate data pipelines and training processes. Monitor and optimize model performance. Ensure model governance and reproducibility.

Develop and deploy ML models using SageMaker. Automate data pipelines and training processes. Monitor and optimize model performance. Ensure model governance and reproducibility.

Develop and deploy ML models using SageMaker. Automate data pipelines and training processes. Monitor and optimize model performance. Ensure model governance and reproducibility.

About this role BlackRock is one of the world s preeminent asset management firms and a premier provider of global investment management, risk management and advisory services to institutional, intermediary, and individual investors around the world. BlackRock s mission is to create a better financial future for our clients. We have a responsibility to be the voice of the investor, and we represent each client fairly and equally. Constant communication with a diverse team of partners strengthens us and delivers better results for our clients. Continuous innovation helps us bring the best of BlackRock to our clients. BlackRock offers a range of solutions from rigorous fundamental and quantitative active management approaches aimed at maximizing outperformance to highly efficient indexing strategies designed to gain broad exposure to the world s capital markets. Our clients can access our investment solutions through a variety of product structures, including individual and institutional separate accounts, mutual funds and other pooled investment vehicles, and the industry-leading iShares ETFs. About Aladdin Financial Engineering (AFE): Join a diverse and collaborative team of over 400 modelers and technologists in Aladdin Financial Engineering (AFE) within BlackRock Solutions, the business responsible for the research and development of Aladdin s financial models. This group is also accountable for analytics production, enhancing the infrastructure platform, and delivering analytics content to portfolio and risk management professionals (both within BlackRock and across the Aladdin client community). The models developed and supported by AFE span a wide array of financial products covering equities, fixed income, commodities, derivatives, and private markets. AFE provides investment insights that range from an analysis of cash flows on a single bond, to the overall financial risk associated with an entire portfolio, balance sheet, or enterprise. Role Overview: We are looking to hire a quantitative modeler (Associate) to join our Portfolio Risk Modeling team. This team builds and maintains risk models and analytics, including linear factor models, Value-at-Risk (VaR) methodologies, volatility and covariance matrix estimation, and portfolio stress testing & scenario analytics. These models span a wide variety of asset classes including fixed income, equity, and private markets. The models utilize sophisticated econometric/statistical methods, and are used by traders, portfolio managers and risk managers at BlackRock and Aladdin clients for risk management, portfolio construction, regulatory reporting, compliance and performance attribution. This individual would have a strong background in quantitative research, have demonstrable project management skills as well as proven experience to work in a team environment as well as collaborating with senior modelers from other groups/regions. This person is expected to join as an individual contributor and deliver on all aspects of model governance for our portfolio risk model suite and provide model governance representation to internal stakeholders and Aladdin clients. Key Responsibilities: Contribute to governance for Aladdin portfolio risk models including (but not limited to) equities, fixed income, commodities, derivatives, etc. Building and maintaining model governance controls, including (but not limited to) model performance monitoring, model documentation, model remediations and supporting internal & external client model validations Communicate (verbally and in writing) with internal stakeholders and external clients on model performance regularly, investigate exceptional model performance, diagnose issues and conduct corrective remediations Backtesting, documenting, and guiding new models and methodologies through validation Partner with engineering teams to integrate portfolio risk models into state-of-art production systems Qualification 3-6 years of experience in quantitative field / statistical modeling. Experience with portfolio risk analytics and/or model governance is strongly preferred Advanced degree in a quantitative discipline - master s degree in finance / economics / statistics / financial engineering / math finance, etc. Knowledge of investments, portfolio management, econometrics, and empirical asset pricing A strong background in quantitative research Hands-on experience with statistical software (e.g., Python, R) and strong background in programming. Proficiency with Python is strongly preferred Experience with data handling (ETL, data joining with SQL, cleaning, processing, summarizing, descriptive analysis), and building and back-testing statistical and econometric models Prior work experience in financial modeling (e.g., risk models, analytics, private markets) or data science and model deployment to production environment is a plus Ability to work effectively with a team of highly motivated individuals Time and project management skills Proven track record of guiding junior talent Positive attitude and ability to work both independently and as a part of a global team in a fast-paced environment Excellent communication and presentation skills

Responsibilities The role will be responsible for several key areas: Work with vendors and internal modeling partners to develop approval documentation for new fraud scores and algorithms. This will include a comprehensive write-up on how the models are built, testing and validation work done, methodology, sampling, performance, etc. Conduct periodic model validations on scores, looking for key metrics such as precision, recall, rank ordering of score performance, detection of PSI and other metrics as needed to ensure models are performing well and not deteriorating, which could lead to unexpected fraud losses Partner with our Strategies teams to communicate model performance and trends, including providing key insights into areas where scores are deteriorating or underperforming, so appropriate adjustments can be made to prevent unexpected losses Work with our partners in Model Risk Management (MRM) to close out any follow-up items on partially/conditionally approved models Form strategic partnerships with MRM to develop best practices for fraud model governance that satisfy both the need for quick deployments to mitigate risks, but also our internal and regulatory concerns Develop dashboards and MIS to show model performance, trending, and potential issues Support automation initiatives within the team and try to automate repetitive tasks Requirements Education* Advanced degree, preferably in Statistics/Mathematics, Computer Science, Engineering or other quantitative discipline from a premier institute Certifications If Any Technical certifications in SAS, SQL preferred Foundational skills* 6 to 9 years of relevant experience in analytics, with around 2+ year of direct experience in model risk management. Experience with model development and fraud analytics are preferred Experience in SAS or SQL is required. Knowledge of Python/PySpark is strongly preferred. Should also have experience with other data extraction tools like Hive, HUE, or Pig. Proficiency with visualization software such as Tableau and presentation software such as PowerPoint Excellent communication and organizational skills Ability to think outside the box and excellent drive/desire to dig in, learn and make a difference Desired skills Bachelors degree preferably in a quantitative discipline such as mathematics, statistics, engineering, computer science, finance, or business. Post graduate degree is a plus. U.S financial services experience preferable Understanding of business domains like Fraud/Compliance/Risk preferable Shift Timings: 11 30 AM to 8 30 pm Location: Chennai If interested, apply on the below link - https://ghr.wd1.myworkdayjobs.com/lateral-ba_continuum/job/Gandhinagar/Manager_25017698

In this role, you will: Participate in less complex analysis and modeling initiatives, and identify opportunity for process production, data reconciliation, and model documentation improvements within Risk Management Review and analyze programing models to extract data, and manipulate databases to provide statistical and financial modeling, and exercise independent judgment to guide new and existing projects with medium risk deliverables Coordinate and consolidate the production of monthly, quarterly, and annual performance reports for more experienced management Present recommendations for resolving data reconciliation, production, and database issues Exercise independent judgment while developing expertise in policy governance, risk projects, and regulatory requests Collaborate and consult with peers, managers, experienced managers, compliance, including various lines of business Required Qualifications: 2+ years of Risk Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education Desires Qualifications: Experience in Loss Forecasting, CCAR Reporting, Stress testing or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education Expertise in few programming and statistical packages - SAS, SQL Advanced expertise in MS office tools including Excel and Powerpoint Desired Qualifications: Strong analytical and problem-solving skills with keen attention to detail Model review and ability to analyze and challenge model parameters and assumptions Understand business objectives and provide challenge to requirements. Knowledge and understanding of credit risk, loss forecasting, and related governance policies. Verify sound analysis practices and data decisions were leveraged throughout planning and data sourcing phases. Conduct in-depth research within complex data environments to identify data integrity issues and propose solutions to improve accuracy. Ensure comprehensive documentation exists supporting the end-to-end data reporting and analysis approach and execution. Understanding of complex databases and ability to navigate and query data effectively. Apply critical evaluation to challenge assumptions, formulate a defendable hypothesis, and ensuring high quality results. Ensure adherence to data management/ model governance regulations and policies. Ensure adherence to compliance and legal regulations and policies on all projects managed Collaborate and consult with peers, colleagues, and more experienced managers to resolve issues and achieve goals. Understanding in Python, Tableau, PowerBI will be an added advantage. Job Expectations: Lead or participate in moderately complex initiatives, and delivering insight and decision strategies within Loss Forecasting, and contribute to Loss Forecasting submissions Review and analyze moderately complex data aggregation, forecasting, reporting, and programming models. Review Loss Forecasting quantitative and qualitative models Be responsible for process production, data reconciliation, and model documentation in alignment with policy governance Resolve data, production, business modeling, and lead team to meet Loss Forecasting deliverables while leveraging solid understanding of risk reporting policies, modeling strategies, procedures, regulatory requests, and compliance requirements Collaborate and consult with peers, experienced managers, compliance, and technology to resolve modeling, forecasting, and production issues, and achieve analytic and reporting goals within tight deadlines Partner with cross enterprise risk analysts in development of common modeling strategies