64 Model Validation Jobs

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

Join Our Team: Model Risk Management Financial Crime Analytics At Deloitte , our Model Risk Management (MRM) practice helps clients navigate the complex landscape of model risk across financial crime, regulatory compliance, and advanced analytics. Our team consists of top-tier professionals with backgrounds in Statistics, Mathematics, Physics, Finance, Financial Engineering, and PhDs in quantitative disciplines . We specialize in qualitative assessments and quantitative modeling across Market Risk, Credit Risk, Operational Risk, Liquidity Risk, and Fraud Risk aligned with key regulatory standards such as CCAR/Stress Testing, Basel II.5/III, CRD IV/CRR . We also work on the valuation of complex derivatives and structured products , leveraging our deep expertise in quantitative modeling and data analytics. What You’ll Do In this role, you'll contribute to cutting-edge financial crime risk initiatives and support leading global banks in strengthening their risk modeling frameworks. Key Responsibilities: Develop and maintain Financial Crime models , including AML Feeder Models and Sanction Screening Models, using statistical methods and robust documentation practices. Tackle complex data analytics problems in risk management and deliver actionable insights to enhance risk tools. Apply deep quantitative and conceptual expertise to design, validate, and enhance risk models aligned with banking regulatory standards. Use programming tools such as Python, R, SAS, and SQL for model development and deployment. Translate complex modeling concepts into simple language for diverse stakeholders — from executives to technical experts. Create technical documentation , model validation reports, and regulatory submissions. Required Skills & Experience Sound understanding of statistical and mathematical concepts : regression, classification, time series, hypothesis testing, distribution analysis, A/B testing, performance monitoring, etc. Hands-on experience with AI/ML techniques : ANN, Decision Trees, Ensemble Methods (e.g., XGBoost). Experience with vendor-based AML systems and models (e.g., Event Processor Next Gen, Quantifind, Customer Risk Assessment). Expertise in Financial Crime Case Generation Analytics . Proficient in R, Python, SAS, SQL , with experience deploying models into production and performing data calibration. Understanding of AML and sanction screening regulatory frameworks. Strong skills in technical writing , executive reporting, and stakeholder communication. Exceptional time management and multitasking ability in a dynamic, global work environment. Flexibility to work with US/UK counterparts during extended or overlapping shifts. Preferred Skills Solid data science foundation with an understanding of end-to-end data pipelines and model lifecycles. Experience working in a banking or consulting environment , ideally on financial crime or risk analytics projects. Qualifications Bachelor’s , Master’s , or Ph.D. in a relevant quantitative field (e.g., Statistics, Mathematics, Financial Engineering, Computer Science, or related disciplines).

About the Role The candidate should have masters degree in Statistics, Econometrics, or a related quantitative field. Proven experience in Risk Modelling/Model validation and proficiency with statistical modeling software (R’ & SAS) is desired. Key Responsibilities Model Risk specialist, in close collaboration with Risk Audit team members will execute audits and other model risk audit related activities to ensure efficient and high quality audit execution for critical models in use at the Bank. The internal audit role would include the following as part of the day-to-day job: Audit of model development and validation process within the Bank. Updating risk and control matrix and checklist for audits being undertaken. Undertaking detailed walkthrough of the processes being audited and develop data request for the audit Updating of internal audit MIS with the status of audit observations and other actionable emanating to the audit department Assisting in making presentations to senior management and audit committee on the audits undertaken and performance of internal audits Provide necessary support in automating tests used in audit execution for achieving Continuous Control Monitoring (CCM) Qualifications Optimal qualification for success on the job is: • Knowledge of SR 11-7 guidelines and its implementation for the model governance • Experience in development and validation of statistical models in use across banks, primarily for the purpose of Credit underwriting and measurement & management of Credit Risk, Market & ALM Risk, ICAAP & Stress testing etc. • Previous work experience in Risk Analytics or Model Risk team of a bank or Risk advisory team of leading consulting firm with majority of time allocated on developing or validating statistical/econometric models • Proficiency in statistical modeling software ‘R’, Python, SAS & SQL is an added advantage • Excellent written and verbal communication skills Role Proficiencies: For successful execution of the job, a candidate should possess the- Knowledge of relevant Audit Systems Good communication (both verbal & written) and inter-personal skills Strong Excel and database manipulation skills, financial and statistical analysis skills) Ability to manage risk and uncertainty for self and team within a dynamic priority-setting environment Ability to prioritize and make decisions in a fast-paced environment Ability to manage multiple tasks/projects and deadlines simultaneously

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 development, implementation & documentation Responsibilities You will be working with the independent model validation function of a large banking client and will involve end-to-end validation of risk and regulatory models across business functions, and development of challenger models as necessary. Your activities will include, but will not be limited to 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&rsquos use, methodology, assumptions, limitations and on-going monitoring and control, model&rsquos outcome analysis . Development of benchmark models may be required. . Assessment of the model monitoring and implementation process. Assessment of the model calibration techniques . Prepare model validation report summarizing findings and provide recommendations Qualifications we seek in you! Minimum Qualifications / Skills . Post-graduate degree / diploma in any of Statistics, Mathematics, Economics / Econometrics, Physics from reputed institutes with courses in Financial Engineering or FRM / CQF Level 1 . Undergraduate degree in Engineering from reputed institutes with courses in Financial Engineering or FRM / CQF Level 1 . Relevant experience in Banking or Capital Markets, with experience in market risk model validation. . Good understanding and experience in at least one of the regulatory risk modeling / validation guidelines - SR 11-7, FRTB, Stress Testing, Basel III IMA, CAR: Chapter 9,etc. . Exposure to any treasury system such as Murex, Calypso etc. or market data providers such as Bloomberg and Reuters. . Knowledge of VaR, Expected Shortfall or Counterparty Credit Risk modelling. . Knowledge of product valuation in any of Fixed Income or Derivatives . Knowledge of stochastic models such as Black Scholes, Hull & White, SABR etc) will be added advantage. . Working knowledge of Excel, Python/R in this field. . Good communication/presentation skills - written & verbal . Self-driven, proactive, &ldquocan-do attitude. Ability to work under ambiguity and with minimal supervision Preferred Qualifications/ Skills . Strong networking, negotiation and influencing skills . Some understanding and experience in at least one of the regulatory risk modeling/validation guidelines - SR 11-7, FRTB etc 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 %27starter kit,%27 paying to apply, or purchasing equipment or training.

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 development, implementation & documentation Responsibilities You will be working with the independent model validation function of a large banking client and will involve end-to-end validation of risk and regulatory models across business functions, and development of challenger models as necessary. Your activities will include, but will not be limited to 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&rsquos use, methodology, assumptions, limitations and on-going monitoring and control, model&rsquos outcome analysis . Development of benchmark models may be required. . Assessment of the model monitoring and implementation process. Assessment of the model calibration techniques . Prepare model validation report summarizing findings and provide recommendations Qualifications we seek in you! Minimum Qualifications / Skills . Post-graduate degree / diploma in any of Statistics, Mathematics, Economics / Econometrics, Physics from reputed institutes with courses in Financial Engineering or FRM / CQF Level 1 . Undergraduate degree in Engineering from reputed institutes with courses in Financial Engineering or FRM / CQF Level 1 . Relevant experience in Banking or Capital Markets, with experience in market risk model validation. . Good understanding and experience in at least one of the regulatory risk modeling / validation guidelines - SR 11-7, FRTB, Stress Testing, Basel III IMA, CAR: Chapter 9,etc. . Exposure to any treasury system such as Murex, Calypso etc. or market data providers such as Bloomberg and Reuters. . Knowledge of VaR, Expected Shortfall or Counterparty Credit Risk modelling. . Knowledge of product valuation in any of Fixed Income or Derivatives . Knowledge of stochastic models such as Black Scholes, Hull & White, SABR etc) will be added advantage. . Working knowledge of Excel, Python/R in this field. . Good communication/presentation skills - written & verbal . Self-driven, proactive, &ldquocan-do attitude. Ability to work under ambiguity and with minimal supervision Preferred Qualifications/ Skills . Strong networking, negotiation and influencing skills . Some understanding and experience in at least one of the regulatory risk modeling/validation guidelines - SR 11-7, FRTB etc 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 %27starter kit,%27 paying to apply, or purchasing equipment or training.

Reference 23000TZY. Responsibilities. The missions of a senior functional expert are varied and hinge upon the strengthening of regulatory and accounting requirements related to the supervision and monitoring of risk models. In this context, you will be responsible for conducting internal model reviews (validation of the modeling, backtesting, etc.) that have been developed by the Group’s modeling entities.. Your main missions will be:. End to end responsibility of modeling validation missions, based on the planning and framework. Interact with the modeling entities. Analyze and test methods by using both technical knowledge and critical thinking.. Conduct quantitative reviews (statistics).. Be vigilant in the analysis of the regulatory compliance, robustness and performance of these models.. Contribute to the composition of a validation report in order to communicate the conclusions of the review mission.. Contribute and present the results of the review at the Models Committee. Ensure adequate documentation and archiving of the analyses carried out.. Mentoring Junior team members. The functional expert works on many different topics such as: retail or wholesale credit risk (PD models, CCF models, LGD models, stress tests), market risk models (VaR/SVaR/FRTB, EEPE, CVA, SIMM, IRC/CRM...), models developed under the IFRS 9 framework, models developed to comply with US regulatory requirements.. Required. Profile required. Ideal candidate should be well versed in credit risk model development, validation and maintenance of models (PD, LGD and EAD) for wholesale and retail credit portfolio of the bank as per regulatory guidelines.. Exposure to banking book and understanding of trading book products and knowledge on BASEL/IFRS guidelines is highly desirable. Candidate should have excellent business communication skills.. Educational Requirements:. Post-graduation degree in quantitative discipline(Statistics, Economics, Mathematics & engineering) from Tier I/II colleges. Additional certification in machine learning techniques or estimation of credit risk parameters will be preferred.. Role & Responsibility. The ongoing monitoring of the model is a task that must be done in all phases of the model lifecycle (development, implementation, use). In order to track and measure the efficiency and adequacy of models, the model monitor conducts continuous analysis and controls as an early warning both initially at implementation (for new models) and regularly as a part of the model’s ongoing monitoring.. For the purpose of these tests, the model monitor is responsible to:. Backtest & re-calibrate each model designed and developed by the business, hence a thorough understanding of model development under Basel & IFRS norms is critical.. Choose adequate model outcome analysis techniques such as:. Model estimates vs realized values (e.g. back-testing for some models);. Stability of model outcomes;. Benchmarking: model output vs output generated by comparable models or applications;. Sensitivity analysis to test robustness.. Analyze the model output and the related components (if applicable);. Model assumptions and limitations validity;. Results of benchmarking and sensitivity analysis;. Accuracy of model’s characteristics;(ROC/AUC, KS statistics, accuracy ratio, Gini coefficient etc). Monitor over time in order to follow up trends and detect deviations;. Establish thresholds and action plan for major deviations;. Report this analysis to the different model stakeholders.. Implement a governance to monitor the corrective actions. Furthermore, as part of the model ongoing monitoring phase, the model monitor should abide by the group standards on ongoing monitoring that establish guidelines on performance assessment processes including type, scope and range of tests and appropriateness of responses to any problems that may appear.. Technical Skills:. Regulatory risk model (IRB, IFRS9) model validation, monitoring, development (good to have) using SAS, R. Initiation to machine learning model validation.. Functional Skills:. –Knowledge of Global regulatory Topics BASEL II/III & IFRS 9. –Understanding of risk management and risk quantification processes. –Understanding of forms of risk, viz. credit, market, operational, model etc.. Behavioral Aspects:. Result Orientation. Client Focus. Contribution to Strategy. Cooperation. Team Player. Why join us. “We are committed to creating a diverse environment and are proud to be an equal opportunity employer. All qualified applicants receive consideration for employment without regard to race, color, religion, gender, gender identity or expression, sexual orientation, national origin, genetics, disability, age, or veteran status”.. Business insight. At Socit Gnrale, we are convinced that people are drivers of change, and that the world of tomorrow will be shaped by all their initiatives, from the smallest to the most ambitious. Whether you’re joining us for a period of months, years or your entire career, together we can have a positive impact on the future. Creating, daring, innovating, and taking action are part of our DNA. If you too want to be directly involved, grow in a stimulating and caring environment, feel useful on a daily basis and develop or strengthen your expertise, you will feel right at home with us!. Still hesitating?. You should know that our employees can dedicate several days per year to solidarity actions during their working hours, including sponsoring people struggling with their orientation or professional integration, participating in the financial education of young apprentices, and sharing their skills with charities. There are many ways to get involved.. We are committed to support accelerating our Group’s ESG strategy by implementing ESG principles in all our activities and policies. They are translated in our business activity (ESG assessment, reporting, project management or IT activities), our work environment and in our responsible practices for environment protection.. Diversity and Inclusion. We are an equal opportunities employer and we are proud to make diversity a strength for our company. Societe Generale is committed to recognizing and promoting all talents, regardless of their beliefs, age, disability, parental status, ethnic origin, nationality, gender identity, sexual orientation, membership of a political, religious, trade union or minority organisation, or any other characteristic that could be subject to discrimination.. Show more Show less

Description. The Head of AI Innovation will be responsible for conceptualizing, leading, and executing artificial intelligence initiatives across GarbhaGudi IVF to enhance clinical outcomes, streamline workflows, personalize patient engagement, and drive strategic advantage. This role bridges healthcare expertise, data science, and innovation leadership in a fast-evolving IVF ecosystem.. Job Responsibilities. Key Responsibilities. AI Strategy Development & Leadership. Define and implement a roadmap for AI adoption in clinical, patient, and back-office functions.. Identify high-impact use cases aligned with organizational goals—such as embryo selection, treatment prediction, patient follow-up automation, and inventory management.. Evaluate and deploy AI tools or build custom models with internal or external data science partners.. Clinical AI Applications. Collaborate with embryologists and clinicians to integrate AI into embryo grading, cycle prediction, imaging, and outcome forecasting.. Lead trials or pilots of AI models that improve treatment precision and success rates.. Ensure medical accuracy, ethical AI use, and patient data protection in all implementations.. Operational AI & Process Automation. Introduce AI-driven solutions for:. Demand forecasting. CRM and patient communication automation. Chatbots for pre-consultation and FAQs. Staff workload optimization. Data Governance & Infrastructure. Work with IT and Data teams to improve data quality, integration, and accessibility across departments.. Ensure adherence to HIPAA-like standards and ethical AI usage.. Build or supervise a centralized data warehouse or AI-ready ecosystem.. Vendor and Ecosystem Collaboration. Identify, evaluate, and manage partnerships with AI tech companies, academic institutions, and healthcare startups.. Represent GarbhaGudi at AI in Healthcare forums, summits, and collaborations.. Qualifications. Candidate Profile:. Master’s or PhD in Artificial Intelligence, Data Science, Computer Science, Biomedical Engineering, or related field.. Additional certification or exposure to healthcare informatics or medical data is highly preferred.. Experience. 7–10 years in AI development or AI strategy, with at least 2 years in healthcare or life sciences.. Demonstrated success in deploying AI models from pilot to production in a regulated environment.. Experience with medical imaging, NLP, predictive analytics, or patient behavior modeling is a plus.. Technical Skills. Familiarity with Python, TensorFlow, PyTorch, and cloud AI platforms (AWS, GCP, Azure).. Strong understanding of data science lifecycle, model validation, and ML Ops.. Ability to translate clinical requirements into technical AI solutions.. Soft Skills. Visionary thinker with hands-on execution capability.. Strong communication skills to align cross-functional stakeholders.. High integrity, discretion, and empathy in handling patient-centric innovation.. Success Metrics (First 12–18 Months). Launch of at least 2 AI pilots impacting core IVF functions (e.g., embryo grading or treatment personalization).. Measurable improvement in patient outcomes, efficiency, or lead conversion via AI.. Foundation for a scalable AI innovation lab or internal AI center of excellence.. Enhanced organizational readiness for data-driven decision-making.. Why Join GarbhaGudi IVF?. GarbhaGudi is a pioneer in compassionate and cutting-edge fertility care. This is a unique opportunity to shape the future of reproductive healthcare through ethical AI innovations that touch lives and build families. You’ll lead transformative initiatives in an environment that values science, empathy, and long-term impact.. Show more Show less

About Us. Standard. At ANZ, we're shaping a world where people and communities thrive, driven by a common goal: to improve the financial wellbeing and sustainability of our millions of customers.. About The Role. As a Quantitative Analyst within ANZ Market Risk, your role is to support the Markets business to meets its growth aspirations and its regulatory obligations through the validation of valuation and risk models across Traded and Non-Traded Market Risk and Counterparty Credit Risk. You will act as a subject matter expert to a range of stakeholders across Markets Risk and the wider Markets Business to maximise the flow of technical and practical knowledge within the group.. Banking is changing and we’re changing with it, giving our people great opportunities to try new things, learn and grow. Whatever your role at ANZ, you’ll be building your future, while helping to build ours.. Role Type: Permanent. Role Location: Acacia,Bengaluru. Work Hours: Regular. What will your day look like?. As an Quantitative Analyst, you are accountable for :. Design, model, develop and maintain independent market risk benchmark models. Provide effective challenge to model assumptions, mathematical formulation and implementation. Assess and quantify model risk due to model limitations and determine mitigating factors and controls.. Provide support fo development and maintenance of Markets Risk measurement systems and associated processes. Proactively remediate outstanding risk methodology issues including participation in risk methodology discussions with Technology teams and model developers (inclusive of third-party vendors).. Provide proactive quantitative risk support to Front Office, Markets Risk product managers, Markets Finance, Treasury and Banking Book. Maintain relationships with Risk Managers to maximise the flow of technical and practical knowledge within the Group.. Provide excellent key Stakeholder Management of internal & external stakeholders. Anticipate issues & influence decisions, negotiate outcomes and communicate them in an effective and timely manner; proactively identify project management issues affecting delivery and suggest solutions.. Establish a reputation for credibility, integrity and technical excellence of the team as a whole with stakeholders.. Assist in the provision of quantitative outcomes required to achieve excellent audit outcomes; prepare audit documentation on quantitative issues & explicit role in liaising with auditors as a quantitative SME as required.. Establish a good working culture (open, collaborative & efficient) in any small groups you are part of. Be seen as a role model within and outside the validation team. Help embed a great risk culture in ANZ. Ensure all initiatives are undertaken in accordance with established risk and compliance principles and policie. What will you bring?. To grow and be successful in this role, you will ideally bring the following:. Experience in Financial Markets across multiple asset classes. Experience in Market Risk in a quantitative role w/in Front Office or Risk. Sound knowledge of Financial Mathematics including derivatives products such as Interest Rate Derivatives, Foreign Exchange Options and Equity/Commodity derivatives. Expertise in C/C++ and Python. Experience in financial mathematics, quantitative models such as Hull-White, LGM, Libor Market Model, Stochastic Local Vol etc. Ability to communicate regulations, policies and procedures concepts to a wide variety of staff. You’re not expected to have 100% of these skills. At ANZ a growth mindset is at the heart of our culture, so if you have most of these things in your toolbox, we’d love to hear from you.. So why join us? (Global). From the moment you join ANZ, you'll be doing meaningful work that will shape a world where people and communities thrive.. But it's not just our customers who'll feel your impact. you'll feel it too. Because at ANZ, you'll have the resources, opportunities, and support you need to take the next big step in your career.. We're a diverse bunch at ANZ in different roles, different locations, doing different things. That's why we have a range of flexible working arrangements, so our people can 'make work, work for them'. We also provide a range of benefits including access to health and wellbeing services and discounts on selected products and services from ANZ and more.. At ANZ, you'll be part of an organisation where the different backgrounds, perspectives and life experiences of our people are celebrated. That's because we're committed to building a workplace that reflects the diversity of the communities we serve. We welcome applications from everyone and encourage you to talk to us about any adjustments you may require to our recruitment process or the role itself. If you are a candidate with a disability or access requirement, let us know how we can provide you with additional support.. To find out more about working at ANZ, visit https://www.anz.com.au/careers . You can apply for this role by visiting ANZ Careers and searching for reference number 97559.. Job Posting End Date. , 11.59pm, (Indian Standard Time). Show more Show less

Responsibilities Working in close partnership with other RISK teams and stakeholders (systems, reporting, regulatory, Front Office), the successful candidate will contribute to SIGMAs mission, taking responsibilities in some of the following areas: Participate in methodology projects, gathering and documenting requirements, considering stakeholder interests, regulatory constraints and any potential deficiencies in the current methods exposed by quality assurance processes. Investigate, analyse and design risk methods and models, respecting the aims of accurately capturing risks whilst considering system or other environmental constraints. Design, develop and test code changes required to implement the risk methods in the risk systems, whilst assisting the technical teams responsible for optimisation and promotion of the code to the production environment. Ensure that all methodologies, tools, processes and procedures are documented to a high standard satisfying both internal and regulatory expectations, and that any methodological changes and corresponding decision of governing bodies are promptly reflected in relevant documentation. Contribute to the quality assurance processes surrounding risk measurement including backtesting and VaR Adequacy (P&L Explain) process. Cooperate with the RISK model validation teams in the review and approval of risk models. Support regulatory interactions, participating in industry working groups and Quantitative Impact Studies (QIS). In a transactional or advisory capacity, assist risk managers and Front Office in the prompt, accurate and astute risk assessment of deals, where the standard and systematic methods may not be applicable or appropriate. What we offer The successful candidate will have the opportunity to further develop his or her quantitative skillset, joining a multi-cultural team of seasoned quantitative analysts eager to stay abreast of the latest market and industry developments. As such he or she will also have the opportunity to contribute to shaping the Banks and the industrys future of internal models and risk management. SIGMA participates in Risk Model Fundamentals and Research Lab and successful candidates, once integrated into the team, will be given an opportunity and an option to participate in Lab projects. The results from the Lab and SIGMA in general are regularly presented at major international conferences. Members of SIGMA also publish in professional refereed journals. The role is transversal in nature and the successful candidate will contribute to improving BNP Paribas internal models in both market and counterparty risk spaces. The role is not limited to quantitative modelling and will also allow the candidate to further develop or strengthen his or her development skillset (our proprietary library is implemented in C#). The role will also require the candidate to interact with many, often senior managers, e.g. to seek internal approval prior to production release in the context of validation committees. As such, he or she will be given the opportunity to present his or her work to the wider audience, providing a platform for future career development within the Bank. As SIGMAs remit is bank-wide, its professionals gain diverse financial experience and a broad perspective on how the bank functions as a whole. On many occasions, its unique position within the RISK Function keeps SIGMA at the forefront of the firm's strategic developments. Competencies Candidates with both industry background and academic research background are welcome. To be successful in this role, the candidate should meet the following requirements: A strong academic background, with at minimum a Masters in mathematics, physics or quantitative finance. Both Masters and Ph.Ds. are welcome. The Department conducts business in English, thus a good command of both verbal and written English is essential. Further requirements are specified separately for experienced candidates with financial industry background and for experienced candidates with academic research background: Experienced candidates with financial industry background are welcome from banks, investment companies and consultancies: A strong interest and familiarity with risk management best practises, financial markets and economic developments. Experience in a quantitative finance environment, preferably in a market risk or counterparty risk modelling capacity; other backgrounds (e.g. Front Office quantitative research, model validation, hedge funds) are also welcome. Sound understanding of stochastic processes and their application to risk factor simulations. A practical knowledge of derivatives, their risk drivers and the models used to price them; exposure to at least one of the following asset classes: credit, repo, IR/FX, equity, commodities, preferably from a risk management perspective. Design and implementation of quantitative models, preferably using C# or C++ in a source-controlled environment. The role will expose the candidate to a wide range of professionals within the bank. Therefore, communication skills, both written and verbal, play an essential part of the day-to-day role. Previous experience in interacting with Front Office, validation functions and regulatory or supervisory bodies is a plus. A good understanding and awareness of the regulatory framework for banks is desirable. Experienced candidates with academic research background are welcome from the range of disciplines: from the field of financial mathematics to broader fields of mathematics, physics and engineering. We welcome both academic and industrial scientists. Successful candidate will be provided internally with on the job training in financial mathematics and banking fundamentals. Candidates expected to have PhD with further research experience. Candidates should demonstrate proven record of research and academic excellence; published work is a plus. More senior candidates are expected to demonstrate leadership in collaborative research projects. The role will expose the candidate to a wide range of professionals within the bank. Therefore, communication skills, both written and verbal, play an essential part of the day-to-day role. Previous experience in joint research with other research teams is a plus. Reasonable coding skills are expected. In addition, a candidate from any background will have the ability to: Work to meet tight deadlines. Work flexibly as part of multiple teams and autonomously. Grasp the intricacies of governance-related processes and procedures. Juggle changing priorities and a varied workload. Candidates able to exhibit a curious mindset and those able to demonstrate a strong intuition for identifying and measuring risks of traded instruments will be preferred. Skills Referential Behavioural Skills : Ability to collaborate / Teamwork Ability to deliver / Results driven Attention to detail / rigor Transversal Skills: Analytical Ability Ability to develop and adapt a process Ability to manage a project Education Level: Master Degree or equivalent Experience Level At least 12 years.

Independently validate credit risk models (PD, LGD, EAD, Scorecards, IFRS 9/CECL, Basel) to ensure accuracy, robustness, and regulatory compliance. Assess model assumptions, methodologies, and performance metrics (AUC, KS, PSI, backtesting). Review model documentation and challenge conceptual soundness per Basel, SR 11-7, IFRS 9, and CCAR guidelines. Role & responsibilities Preferred candidate profile looking for immediate joiners only

We are a leading global investment management firm offering high-quality research and diversified investment services to institutional clients, retail investors, and private-wealth clients in major markets around the globe. With over 4,000 employees across 57 locations operating in 26 countries and jurisdictions, our ambition is simple: to be the most trusted investment firm in the world. We realize that its our people who give us a competitive advantage and drive success in the market, and our goal is to create an inclusive culture that rewards hard work. Our culture of intellectual curiosity and collaboration creates an environment where you can thrive and do your best work. Whether youre producing thought-provoking research, identifying compelling investment opportunities, infusing new technologies into our business or providing thoughtful advice to our clients, we are fully invested in you. If youre ready to challenge your limits and empower your career, join us! Summary of Role AllianceBernstein is seeking a Hong-Kong or Singapore-based Economist focusing on Emerging Asia (excluding China). The Emerging Market Economic Research team is a global organization with team members in London and New York. Our economists systematically identify and analyse macroeconomic and financial market trends and investment opportunities in fixed income and currency markets. They work closely with our portfolio managers to translate macro trends and market dislocations into appropriate risk exposures in client portfolios. Our emerging market economists collaborate closely with corporate credit analysts and across investment teams to leverage their sovereign knowledge and skills for all our fixed income strategies. Responsibilities Provide economic and financial market forecasts for Emerging Asian economies (excluding China). Focus countries include Indonesia, India, Malaysia, Philippines, and Thailand, but coverage could expand based on investment opportunities. Develop comprehensive investment narratives and investment recommendations across asset classes (external debt, local debt, currencies), leveraging our proprietary systematic frameworks. Identify emerging macroeconomic and geopolitical trends and risks in Asia, which could have an impact on emerging market and global investment portfolios. ESG analysis, model validation, and engagement. Qualifications Strong economic, analytical and quantitative skills, demonstrated through academic and professional record. Ability to think broadly about macroeconomic trends and asset price implications. Relentless drive with a passion for research and investment strategy. Excellent communications skills. Ability to work well both independently and on teams. Experience Level 5+ years experience as an economist or sovereign credit analyst for Emerging Asia. Pune, India

Role & responsibilities Capgemini Invent is looking for candidates who have the right mix of Domain & Management experience to join our Data-driven FRC Pre-Sales track. The role will require the following: Primarily responsible for all activities leading in pre-sales, initial client communication & understanding the business and operational goals of our clients. Present and demonstrate end-to-end capabilities to all required point-of-contacts and prospective clients. Create Offers/Client Pitches/Business Proposals, respond to RFQs/RFPs and create quick proofs-of-concept / custom demos/integrations to help the sales team drive deal closures. To deliver a high-quality experience to the prospects & customers during engagement, acquisition, and onboarding. Present and demonstrate end-to-end capabilities of our solution accelerators to all required point-of-contacts and prospective clients. Participate actively and deliver Knowledge Sharing Sessions & Training to internal teams/partners. Domain Role: Conduct robust model validation, stress testing, and calibration processes to ensure accuracy and compliance with regulatory standards. Assess and quantify model risk by developing alternative benchmark models. Oversee monitoring of ongoing model performance Communicate validation outcomes to key stakeholders and management. Stay up to date with industry trends, academic research, and regulatory changes affecting rate derivatives and quantitative modelling Maintain detailed documentation of model assumptions, methodologies, and performance metrics, ensuring models meet internal audit and regulatory standards. Should be willing to take on a committed engagement role or client-facing advisory/delivery responsibilities while implementing our offers/solutions with our local and/or global teams. Should be able to conceptualise and lead the development of offers and consulting assets to support pre-sales, GTM pursuits and capability demonstrations. Core Competencies: Relevant experience in the financial services industry with either a consulting firm, internal consulting organization, or within Risk Analytics or Model Risk Management (MRM) function Demonstrate derivatives product knowledge across asset classes including interest rates, credit, equity, commodity, and FX, including pricing and valuation models Strong communication and interpersonal skills, with the ability to interact at all levels of the organization. Experience with the configuration or implementation of any major Risk Management platforms or solutions will be a plus Knowledge of banking and regulatory processes including SR 11-7, SS 1/23, CCAR/DFAST, IRB models and FRTB Excellent presentation and demonstration skills, addressing all key pain points of the client at hand. Excellent aptitude, problem-solving skills, and quick prototyping / proof -of-concept-creation skills. Should be passionate about customer-facing roles. Ability to grasp new technologies and drive executions quickly. Qualifications: Masters or Ph.D. in Quantitative Finance, Mathematics, Physics, Statistics, or a related field with 10+ years of relevant experience. 6-8 years of experience in a Pre-sales role. Certifications such as FRM, CQF, CFA, PRM Deep understanding of interest rate products and derivatives, including pricing models like the Black-Scholes, SABR, HJM, and Hull-White models. Strong problem-solving abilities and attention to detail with the ability to work in a fast paced, high-stakes environment Effective communication skills, with experience in writing clear and concise model documentation Valid Business Visa (B1 or H1) for travel to US

Dear Greetings!!! Urgent Opening in Risk Analytics Role JOB Profile 2 - 5 years of relevant Risk Analytics experience at one or more Financial Services firms, or Professional Services / Risk Advisory with significant exposure to one or more of the following areas: l Development, validation, and audit of: l Credit Risk- PD/LGD/EAD Models, CCAR/DFAST Loss Forecasting and Revenue Forecasting Models, IFRS9/CECL Loss Forecasting Models across Retail and Commercial portfolios l Credit Acquisition/Behavior/Collections/Recovery Modeling and Strategies, Credit Policies, Limit Management, Acquisition Frauds, Collections Agent Matching/Channel Allocations across Retail and Commercial portfolios l Regulatory Capital and Economic Capital Models l Liquidity Risk Liquidity models, stress testing models, Basel Liquidity reporting standards l Anti Money Laundering AML scenarios/alerts, Network Analysis l Operational risk – AMA modeling, operational risk reporting l Conceptual understanding of Basel/CCAR/DFAST/CECL/IFRS9 and other risk regulations l Experience in conceptualizing and creating risk reporting and dashboarding solutions. l Experience in modeling with statistical techniques such as – linear regression, logistic regression, GLM, GBM, XGBoost, CatBoost, Neural Networks, Time series – ARMA/ARIMA, ML interpretability and bias algorithms etc. l Programing Languages - SAS, R, Python, Spark, Scala etc., Tools such as Tableau, QlikView, PowerBI, SAS VA etc. l Strong understanding of Risk function and ability to apply them in client discussions and project implementation. Academic Requirements: Degree in a quantitative discipline mathematics, statistics, economics, financial engineering, operations research or related field or MBA Strong academic credentials and publications, if applicable. Industry certifications such as FRM, PRM, CFA preferred. Excellent communication and interpersonal skills. Thanks & Regards Shweta Rawat AM-HR Mount Talent Consulting, an ISO 9001:2008 Company Consulting | Learning | Recruitments Delivering Operations @ India, US, APAC & EMEA Shweta.rawat@mounttalent.com| Website: www.mounttalent.com

Understand the basics and principles of cat modelling and outputs (exposure, hazard, geocoding, vulnerability, financial model) Use one or more catastrophe modelling software tools (e.g., RMS, AIR, IF) Run and analyze QBE exposures using Risk Modeler, AIR Touchstone, ELEMENTS, etc., based on model validation and business needs Understand model profile settings and conduct sensitivity tests; extract and report results Understand client exposure and risk perspective to support decision-making; utilize in-house tools Perform model validation and provide recommendations for model usage or adjustments Collaborate with internal teams and external data providers, using data from scientific sources, claims, and insured exposure Contribute to and lead group-wide projects in coordination with global teams Produce customized reports on exposure data and modeled results Evaluate re/insurance pricing for individual accounts and product classes Analyze catastrophe reinsurance structures and strategies to assist in reinsurance placements Support real-time event analysis and post-event review insights Qualifications : Degree in Mathematics, Applied Mathematics, Statistics, Engineering, or Actuarial Science Postgraduate/Undergraduate degree in a quantitative, scientific, or environmental discipline preferred Strong analytical and numerical skills to manage large datasets Experience with re/insurance catastrophe data and/or cat modelling software Excellent written and verbal communication skills with the ability to explain technical concepts clearly Proactive approach to identifying inefficient processes and proposing improvements Desirable Requirements : Knowledge of commercial insurance or catastrophe modelling industry Working knowledge of RMS, AIR, or other vendor modelling platforms Coding experience in SQL, VBA, R, C#, or similar Experience with GIS or other mapping software

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

Nomura is a global financial services group with an integrated network spanning approximately 30 countries and regions. By connecting markets East & West, Nomura services the needs of individuals, institutions, corporates and governments through its three business divisions: Wealth Management, Investment Management, and Wholesale (Global Markets and Investment Banking). Founded in 1925, the firm is built on a tradition of disciplined entrepreneurship, serving clients with creative solutions and considered thought leadership. For further information about Nomura, visit www.nomura.com . Nomura Services, India supports the group s global businesses. With worldclass capabilities in trading support, research, information technology, financial control, operations, risk management and legal support, the firm plays a key role in facilitating the group s global operations. At Nomura, creating an inclusive workplace is a priority. Our approach to inclusion encompasses a variety of initiatives, including sensitization campaigns, implementing conducive policies & programs, providing infrastructure support and engaging in community events. Over time, we have made meaningful progress in these areas, and this commitment has been wellrecognized across the industry. We are proud recipients of the prestigious Top 10 Employers award by the India Workplace Equality Index (IWEI), IWEI Gold Employer of Choice awards, India CSR Leadership Award 2024 for Holistic Village Development Program and the YUVA Unstoppable Changemaker Awards. Divisional Overview: The Risk Management Division encompasses the firms comprehensive risk framework responsible for determining and managing the overall risk appetite for the firm. The division is responsible for effectively managing the firms riskreturn profile which ensures the efficient deployment of the firms capital. It is one of the firms core competencies and is independent of the trading areas and operational areas. The Risk Management Division in India comprises: Market Risk Management Credit Risk Management Risk Methodology Model Validation Business Unit Overview: Model Validation: The Model Validation Group (MVG) is globally responsible for independently validating the integrity and comprehensiveness of Risk Models and Valuation Models in the firm. MVG also develops measures of Model Risk, monitoring Model Risk vs. the firm s Model Risk Appetite and escalates model approval breaches. The current position is in Risk Model Validation space. The models covered could range across Regulatory Capital Models (FRTB IMA and SA, Basel 2.5) Economic Risk Models Stress Testing Trading Winddown Position Specifications: Corporate Title Analyst/Associate Functional Title Analyst/Senior Analyst/Associate/Senior Associate Experience 15 years Qualification Grad/PostGrad/Phd in a highly quantitative field Role & Responsibilities: Review internally and externally developed Risk Models across the below categories Regulatory Capital Models (FRTB IMA and SA, Basel 2.5) Economic Risk Models Stress Testing Trading Winddown Validations would include reviewing the theoretical assumptions and the implementation of the model e.g. setting up independent benchmarking tools for testing of various scenarios & boundary conditions for complex models. Model Risk Analysis Preparation of model review documentation MindSet: Mandatory Domain Qualification, Experience & Skills: Basic understanding of stochastic calculus, numerical techniques for derivatives pricing (Monte Carlo / Finite Difference) and comfort level with one / more programming languages is expected Familiarity with econometrics or general statistics is desirable General financial products knowledge In particular, we are looking for candidates with prior knowledge / experience in one or more of the following areas: a. Risk Models: Value at Risk, Counterparty Risk Exposure models, Margin Models b. Stress Testing models c. Interest Rate: Libor Market Model, HJM, Models of the shortrate d. Equity: Pricing of Exotic Payoffs (e.g. Barriers, Lookback, Asians etc.), Stochastic Volatility Models for pricing Equity Derivatives (Heston, Bates etc.) e. Credit: Pricing of Credit derivatives (CDO, Credit Index Options etc), CVA calculation f. FX: Pricing of plain vanilla and exotic FX derivatives (Barriers, Quantos etc.)

S ome careers have more impact than others. If you re looking for a career where you can make a real impression, join HSBC and discover how valued you ll be. HSBC is one of the largest banking and financial services organisations in the world, with operations in 62 countries and territories. We aim to be where the growth is, enabling businesses to thrive and economies to prosper, and, ultimately, helping people to fulfil their hopes and realise their ambitions. We are currently seeking an experienced professional to join our team in the role of Manager - Decision Sciences 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(Lone of defense) 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 Candidate should have worked on either development or validation of econometric forecasting PPNR models for key Balance sheet and income statement line items for capital and business planning purposes. This includes the calculation of Net Interest Income ( NII ), Non Interest Revenue ( Non-NIR ), Interest Rate Exposure ( IRE ), Economic Value Sensitivity ( EVS ), and other associated PPNR/Interest rate risk metrics. Candidate should have understanding of statistical techniques such as Time Series Analysis, Panel Regression, Error Correction Models, Seemingly Unrelated regression, Co-integration, and Linear/Logistic Regression. Candidate should have good understanding of various other mandatory regulatory expectations such as FRB/OCC/PRA guidelines and SR 11-7. Person should be familiar with concepts of time series modelling and its use in different stress testing exercises. Minimum 3-5 years of experience of financial model validation/development experience in Risk Management in Wholesale/Retail domain or related areas Proficiency in SAS / R, Python MS Office tools like Excel PowerPoint. Experience of developing and reviewing models throughout the customer lifecycle. Experience of conducting independent model reviews is beneficial. Candidate should be able to go through vast range of documentation and come up with concise set of questions highlighting model risk in the model. Excellent written and verbal communication skills. Ability to develop and effectively communicate complex concepts and ideas. Candidate should be able to independently write high quality Model Validation reports highlighting model risks for senior management. Master s or PhD degree in a quantitative discipline like Financial Mathematics, Statistics, Econometrics, Quantitative, Finance, Economics, Engineering or any other quantitative field of study (STEM). You ll achieve more at HSBC HSBC is an equal opportunity employer committed to building a culture where all employees are valued, respected and opinions count. We take pride in providing a workplace that fosters continuous professional development, flexible working and, opportunities to grow within an inclusive and diverse environment. We encourage applications from all suitably qualified persons irrespective of, but not limited to, their gender or genetic information, sexual orientation, ethnicity, religion, social status, medical care leave requirements, political affiliation, people with disabilities, color, national origin, veteran status, etc. , We consider all applications based on merit and suitability to the role. Personal data held by the Bank relating to employment applications will be used in accordance with our Privacy Statement, which is available on our website.

The Risk - Associate - Model Risk role involves supporting the development and validation of risk models to ensure they meet regulatory standards and effectively assess financial risks. The ideal candidate will work closely with various teams to analyze model performance and contribute to the overall risk management framework. Responsibilities Assist in the development and validation of risk models used for assessing credit and market risks. Conduct quantitative analysis to evaluate model performance and ensure accuracy. Collaborate with cross-functional teams to implement model risk policies and procedures. Support the documentation of model development processes and validation results. Perform stress testing and scenario analysis to assess model resilience under various conditions. Skills and Qualifications Bachelor's degree in Finance, Mathematics, Statistics, Engineering, or a related field. Strong analytical skills with proficiency in statistical analysis and modeling techniques. Familiarity with programming languages such as Python, R, or SAS for model development and validation. Understanding of risk management principles and regulatory requirements related to model risk. Excellent communication skills to present findings and collaborate with stakeholders.

Embark on a transformative journey as a Risk Model Validation at Barclays, where youll spearhead the evolution of our digital landscape, driving innovation and excellence. Youll harness cutting-edge technology to revolutionize our digital offerings, ensuring unapparelled customer experiences. As a part of Risk Model Validation, you would be reviewing the stress testing models in the Trading Risk Independent Validation team of the bank. To be a successful Risk Model Validation you should have experience with: Academics / Education - postgraduate in a quantitative discipline, for example mathematics, physics, quantitative finance, or quantitative field. Experience in mathematical skills, including in probability, statistics, differential and integral calculus, linear algebra, stochastic calculus, and numerical methods; Strong Experience on programming skills in languages / packages such as Python, C++, or Matlab. Some other highly valued skills may include: The ideal candidate will have proven ability to understand several traded risk modelling approaches, including models for VaR, PFE and initial margin, and their strengths and weaknesses. Exposure to the knowledge around the financial products pricing and fundamentals is a plus. Exposure to the stress testing frameworks like IST or CCAR would be an added advantage. You may be assessed on the key critical skills relevant for success in role, such as risk and controls, change and transformation, business acumen strategic thinking and digital and technology, as well as job-specific technical skills. The role is based out of Noida location. Purpose of the role To validate and approve models for specific usages both at inception and on a periodic basis, and of model changes, as well as conducting annual reviews. Accountabilities Validation of models for their intended use and scope, commensurate with the complexity and materiality of the models. Approval or rejection of a model or usage based on assessment of the model s conceptual soundness, performance under intended use and the clarity of the documentation of the model s inherent risks, limitations and weaknesses. Assessment of any compensating controls used to mitigate Model risk. Documentation of validation findings and recommendations in clear and concise reports, providing actionable insights for model improvement. Evaluation of the coherence of model interactions and quality of Large Model Framework aggregate results that generate output for regulatory submissions or management decision making and planning. Design of the framework and methodology to measure and, where possible, quantify model risk, including the assessment of framework level uncertainty. Analyst Expectations To perform prescribed activities in a timely manner and to a high standard consistently driving continuous improvement. Requires in-depth technical knowledge and experience in their assigned area of expertise Thorough understanding of the underlying principles and concepts within the area of expertise They lead and supervise a team, guiding and supporting professional development, allocating work requirements and coordinating team resources. If the position has leadership responsibilities, People Leaders are expected to demonstrate a clear set of leadership behaviours to create an environment for colleagues to thrive and deliver to a consistently excellent standard. The four LEAD behaviours are: L - Listen and be authentic, E - Energise and inspire, A - Align across the enterprise, D - Develop others. OR for an individual contributor, they develop technical expertise in work area, acting as an advisor where appropriate. Will have an impact on the work of related teams within the area. Partner with other functions and business areas. Takes responsibility for end results of a team s operational processing and activities. Escalate breaches of policies / procedure appropriately. Take responsibility for embedding new policies/ procedures adopted due to risk mitigation. Advise and influence decision making within own area of expertise. Take ownership for managing risk and strengthening controls in relation to the work you own or contribute to. Deliver your work and areas of responsibility in line with relevant rules, regulation and codes of conduct. Maintain and continually build an understanding of how own sub-function integrates with function, alongside knowledge of the organisations products, services and processes within the function. Demonstrate understanding of how areas coordinate and contribute to the achievement of the objectives of the organisation sub-function. Make evaluative judgements based on the analysis of factual information, paying attention to detail. Resolve problems by identifying and selecting solutions through the application of acquired technical experience and will be guided by precedents. Guide and persuade team members and communicate complex / sensitive information. Act as contact point for stakeholders outside of the immediate function, while building a network of contacts outside team and external to the organisation.

As a member of the Internal Audit Model Risk team, you will be responsible for the execution of audits related to model risk management . This requires effective time management and adherence to the department's internal audit methodology. You will support the project manager in defining and executing the audit scope through walkthroughs and discussions with various modeling and model validation teams. Furthermore, you will present and discuss audit findings with both local and global management within the firm. Specific Responsibilities Develop and maintain an in-depth technical knowledge of modeling encompassing both theory and coding. Critically review models , including their conceptual soundness, documentation, code implementation accuracy, and independent validation. Conduct meetings with stakeholders , including modelers and model validators. Execute risk-focused audits of modeling and model risk management. Engage in continuous monitoring of modeling and model risk areas. Communicate modeling problems and issues to senior management. Basic Qualifications Advanced Degree (preferably Master's) in a quantitative discipline (Math, Statistics, Economics, Physics, Engineering, Computer Science). 2-5 years of experience in model development, independent model validation, or model risk audit . Model risk management knowledge , including model risk governance, model development, implementation, testing and change management, and model validation. Team-oriented with a strong sense of ownership and accountability . Strong leadership, interpersonal, and relationship management skills . Strong verbal and written communication skills and presentation skills (PowerPoint, Visio, etc.). Highly motivated with the ability to multi-task and remain organized in a fast-paced environment. Preferred Qualifications Experience within the financial services industry is a plus . Knowledge of financial modeling concepts , including (any combination): Options pricing, credit default, structured products, econometrics, stress scenario creation. Any combination of risk management disciplines: credit risk, market risk, operational risk, funding/liquidity risk. Programming experience in quantitative and object-oriented languages .

Perform validation and approval of the firm's models by verifying conceptual soundness, methodology, and implementation, and by identifying limitations and uncertainties Assess and quantify model risk by developing alternative benchmark models Oversee monitoring of ongoing model performance Communicate validation outcomes to key stakeholders and management SKILLS AND RELEVANT EXPERIENCE Excellent quantitative problem solving skills Experience in stochastic modeling, numerical simulation, and data analysis Machine learning knowledge Good communication skills with the ability to explain complex problems in a simple way Eagerness and ability to learn new technologies and programming languages Excellent organizational skills Team orientation and ability to work in a fast paced environment

This business is ideal for collaborative individuals who have strong ethics and attention to detail. Whether assessing the creditworthiness of the firm s counterparties, monitoring market risks associated with trading activities, or offering analytical and regulatory compliance support, our work contributes directly to the firm s success. The MRM group looks for people with strong quantitative and technical backgrounds and a strong interest in financial markets. We seek bright and dynamic individuals with a degree in quantitative fields such as math, physics, engineering, computer science, or financial engineering. RESPONSIBILITIES Perform validation and approval of the firm s models by verifying conceptual soundness, methodology, and implementation, and by identifying limitations and uncertainties Assess and quantify model risk by developing alternative benchmark models Oversee monitoring of ongoing model performance Communicate validation outcomes to key stakeholders and management SKILLS AND RELEVANT EXPERIENCE Excellent quantitative problem solving skills Experience in stochastic modeling, numerical simulation, and data analysis Machine learning knowledge Good communication skills with the ability to explain complex problems in a simple way Eagerness and ability to learn new technologies and programming languages Excellent organizational skills Team orientation and ability to work in a fast paced environment

The Risk Testing Group (RTG) is a multidisciplinary group of quantitative and financial experts at Goldman Sachs with presence in Bangalore, Hyderabad, Mumbai, New York, Dallas and Salt Lake City. RTG is responsible for independent oversight of all financial and non-financial risks, ensuring compliance with regulatory and internal expectations. The group s primary mandate is the independent review of models, data, processes, controls, and systems that mainly cover Credit, Market, Operational and Liquidity risk stripes/types. Description for Internal Candidates The Risk division is responsible for credit, market and operational risk, model risk, independent liquidity risk, and insurance throughout the firm. Risk Testing Group (RTG) The Risk Testing Group (RTG) is a multidisciplinary group of quantitative and financial experts at Goldman Sachs with presence in Bangalore, Hyderabad, Mumbai, New York, Dallas and Salt Lake City. RTG is responsible for independent oversight of all financial and non-financial risks, ensuring compliance with regulatory and internal expectations. The group s primary mandate is the independent review of models, data, processes, controls, and systems that mainly cover Credit, Market, Operational and Liquidity risk stripes/types. RTG is responsible for identifying potential material errors or omissions related to data accuracy, conformance with regulatory instructions, and ongoing effectiveness of key controls RTG is looking for an Analyst to work on challenging projects that entail performing analysis to ensure holistic risk management practices. The role will involve interactions with multiple stakeholders across the firm and regulators across different geographies and offers exposure to financial products, risk management tools, quantification techniques and a wide-ranging technology stack. Responsibilities Develop an understanding of firm s risk management framework, models, methodology, techniques, and processes. Conduct independent review of key regulatory and internal initiatives and communicate results through formal reports. Perform validation of the firm s qualitative models by verifying conceptual soundness, methodology, and implementation Develop and maintain effective stakeholder relationships, and present results to senior management committees and regulators Basic Qualifications Minimum of bachelor s degree required. Masters in a quantitative discipline preferred Qualified Chartered Accountants (CAs) can also be considered CFA, FRM or equivalent professional certifications preferred Competencies Functional Expertise - Exposure to qualitative and quantitative risk management (credit, market, liquidity or operational risk) Technical Skills - Strong programming skills and experience with an object-oriented programming language (C++ or Python) Drive and Motivation - Successfully handles multiple tasks, takes initiative to improve his/her own performance, works intensely towards challenging goals and persists in the face of obstacles or setbacks Teamwork - Collaborates effectively with other people within and across teams, encourages other team members to participate and contribute and acknowledges other s contributions Communication Skills - Communicates what is relevant and important in a clear and concise manner and shares information/new ideas with others Judgement and Problem solving - Thinks ahead, anticipates questions, plans for contingencies, finds alternative solutions and identifies clear objectives. Sees the big picture and effectively analyzes complex issues Creativity/Innovation - Looks for new ways to improve current processes and develops creative solutions that are grounded in reality and have practical value Influencing Outcomes - Presents sound, persuasive rationale for ideas or opinions. Takes a position on issues and influences other s opinions and presents persuasive recommendations

The Risk Business identifies, monitors, evaluates, and manages the firm s financial and non-financial risks in support of the firm s Risk Appetite Statement and the firm s strategic plan. Operating in a fast paced and dynamic environment and utilizing the best in class risk tools and frameworks, Risk teams are analytically curious, have an aptitude to challenge, and an unwavering commitment to excellence. BUSINESS UNIT : The Model Risk Management (MRM) group is a multidisciplinary group of quantitative experts at Goldman Sachs with presence in New York, Dallas, London, Warsaw, Hong Kong, and Bangalore. The MRM group is responsible for independent oversight of Model Risk at the firm, ensuring compliance with Firmwide Policy on Model Control and related standards, including documentation to evidence effective challenge over the Model development, implementation and usage of Models. The group s primary mandate is to manage risk that arises from models used in the firm through its range of businesses- from models used for derivatives valuation to models used for risk management, liquidity and capital computations. In addition to independently reviewing these classes of models for their validity, theoretical consistency and implementation accuracy, the group is also responsible to assess the risk associated with model choice, eg, exposure to choice of model in various contexts such as pricing exotic options or in calculating capital. The analysis and reporting team is a new function within the MRM group that is responsible for analyzing, monitoring and reporting on model risk for the firm. The group works collaboratively with the model validation team to understand and communicate results of model validation activities, changes in model risk and other model-related issues to key stakeholders and management. WHAT WE LOOK FOR This business is ideal for collaborative individuals who have strong ethics and attention to detail. Whether assessing the creditworthiness of the firm s counterparties, monitoring market risks associated with trading activities, or offering analytical and regulatory compliance support, our work contributes directly to the firm s success. The MRM group looks for people with strong quantitative and technical backgrounds and a strong interest in financial markets. We seek bright and dynamic individuals with a degree in quantitative fields such as math, physics, engineering, computer science, or financial engineering. RESPONSIBILITIES Perform validation and approval of the firm s models by verifying conceptual soundness, methodology, and implementation, and by identifying limitations and uncertainties Assess and quantify model risk by developing alternative benchmark models Oversee monitoring of ongoing model performance Communicate validation outcomes to key stakeholders and management SKILLS AND RELEVANT EXPERIENCE Excellent quantitative problem solving skills Experience in stochastic modeling, numerical simulation, and data analysis Machine learning knowledge Good communication skills with the ability to explain complex problems in a simple way Eagerness and ability to learn new technologies and programming languages Excellent organizational skills Team orientation and ability to work in a fast paced environment

Required Skills: Experienced in Unreal Engine 5 (mandatory) dSPACE Model Desk and Aurelion CarMaker Technical background in perception sensors General knowledge in the area automated driving Tasks: AD/ADAS Environment simulation Sensor simulation e.g. camera, radar & lidar Model validation and comparison to measurement data