198 Model Validation Jobs

As a Executive / Senior CAT Modeller, who will be responsible for leading catastrophe risk analytics, model validation, and portfolio risk management. You will collaborate onsite key stakeholders, guide junior modellers, and drive innovation in catastrophe modelling techniques. Freshers / Previous experience in CAT modeling with expertise in tools AIR, RMS. Strong quantitative, analytical, and problem-solving abilities. Excellent written and verbal communication skills. Good to have Insurance business knowledge, analytical skills,

As a part of the Citi Analytics & Information Management (AIM) team in the Financial Crimes & Fraud Prevention Analytics unit within the Fraud Operation team, you will have the opportunity to lead a team of data scientists in Pune/Bangalore. Reporting to the Director/Managing Director, AIM, your primary focus will be to develop and implement Machine Learning (ML)/AI/Gen AI models for fraud prevention. You will analyze data, identify fraud patterns, and work towards achieving overall business goals. Additionally, you will collaborate with the model implementation team, ensure model documentation, and address questions from model risk management (MRM) while adapting to changing business needs. Your role as a subject matter expert (SME) in ML/AI/Gen AI will require a strong understanding of AI and ML concepts to guide your team effectively. You will lead a team of data scientists in developing and implementing ML/AI/Gen AI models on various platforms, providing technical leadership and ensuring 100% execution accuracy. Your expertise in customizing and fine-tuning RAG frameworks, designing new frameworks, and implementing state-of-the-art ML/AI/Gen AI algorithms will be crucial in meeting and exceeding project requirements. To excel in this role, you must possess a minimum of 15+ years of analytics experience in core model development using ML/AI/Gen AI techniques. A strong knowledge of model development stages, industry best practices, and the ability to recommend appropriate algorithms for business solutions are essential. Your proficiency in coding, Bigdata environments, and various ML/DL applications will be instrumental in delivering projects successfully. Additionally, you should have experience in model execution and governance in any domain. As a people manager overseeing a team of 15+ data scientists, some of whom may be managers themselves, your responsibilities will include managing their career progression, conflict resolution, performance management, coaching, mentorship, and technical guidance. You will be expected to set high performance standards, provide mentorship, and retain talent while effectively managing attrition and career mobility. Your ability to communicate complex analytical concepts to both technical and non-technical audiences, influence business outcomes, and drive innovative solutions will be critical in this role. With excellent project management skills, strategic thinking abilities, and a proactive approach to risk mitigation, you will play a key role in leading the fraud operation function within AIM Financial Crimes and Fraud Prevention Analytics. If you are passionate about leveraging AI and ML technologies to combat financial crimes and fraud, and possess the requisite experience and skills outlined above, we encourage you to apply for this challenging and rewarding opportunity at Citi.,

As a Computer Vision Engineer, you will play a crucial role in transforming business challenges into data-driven machine learning solutions. Your primary responsibility will be to design, develop, and implement computer vision algorithms and models for image and video analysis, object detection, recognition, and tracking. Collaborating with cross-functional teams, you will translate business requirements into technical specifications for computer vision solutions. Staying updated with the latest advancements in computer vision and deep learning, you will identify opportunities for innovation and optimization. To excel in this role, you should have at least 2 years of experience in computer vision and/or deep learning for object detection and tracking, as well as semantic or instance segmentation in academic or industrial domains. Proficiency in Python and related packages such as numpy, scikit-image, PIL, opencv, matplotlib, and seaborn is essential. Additionally, you must possess a strong foundation in data structures and algorithms in Python or C++, along with experience in training models through GPU computing using NVIDIA CUDA or on cloud platforms. Your responsibilities will also include working with large datasets, applying data preprocessing techniques, and optimizing computer vision models for efficiency, accuracy, and real-time performance. Hands-on experience with machine/deep learning frameworks like Tensorflow, Keras, and PyTorch is required, along with expertise in identifying data imbalance, data compatibility, data privacy, data normalization, and data encoding issues. You will be involved in model selection, evaluation, training, validation, and testing, exploring different methods and scenarios for effective outcomes. In this role, you will have the opportunity to work in a dynamic environment with a focus on innovation and collaboration. The position offers a 5-day working week with flexible timings. While we are not currently hiring for the Computer Vision Engineer role, please check back later for potential opportunities to join our team.,

Citi's mission is to serve as a trusted partner to clients by responsibly providing financial services that enable growth and economic progress. With over 200 years of experience, Citi helps clients meet challenges and seize opportunities. Analytics and Information Management (AIM) at Citi was established in 2003 and is located in multiple cities in India including Bengaluru, Chennai, Pune, and Mumbai. The AIM community connects and analyzes information to create actionable intelligence for business leaders, identifying revenue growth opportunities in partnership with businesses through analytic methodologies. The North America Consumer Bank Data Science and Modeling team uses big data tools and machine learning techniques to analyze millions of prospects and billions of customer transactions. The team extracts insights, identifies opportunities, builds predictive models, and designs strategies for various business problems. The Business Analytics Analyst 1 role within the Model governance area of the North America Consumer Bank team is responsible for ensuring comprehensive and regulatory-compliant documentation of financial models used in the bank. The Next Gen Analytics (NGA) team, a part of the AIM unit, focuses on detailed model governance work. The role requires attention to detail, effective collaboration with various stakeholders, a statistical mindset, strong communication skills, a sense of ownership for project delivery, and continuous process enhancement for efficiency and consistency. The Business Analytics Analyst 1 is responsible for creating, updating, and maintaining detailed documentation related to model monitoring and review processes, ensuring compliance with Citi standards and providing guidance on governance best practices. The role involves overseeing model inventory, working with large and complex data sets using tools like Python, PySpark, SQL, SAS, and R, collaborating with other teams within the organization, and ensuring quality control over deliverables. Candidates should have a Bachelor's or Master's degree in a relevant field, 1-3 years of experience in data analytics, technical skills in programming and data analysis, familiarity with model risk management and fair lending laws, and the ability to handle multiple projects simultaneously. Key requirements include hands-on experience in data analytics tools, understanding of model risk regulations, proficiency in statistical analysis and modeling techniques, capability to maintain models in production, strong communication and project management skills, and a detail-oriented and self-motivated approach. Experience in Credit Cards and Retail Banking is preferred. A Bachelor's or Master's degree in Economics, Statistics, Mathematics, Information Technology, Computer Applications, or Engineering from a reputable institute is required. The role is full-time in the Credit Cards, Retail Banking, Financial Services, Banking industry.,

As a Senior Risk Analyst at DWS in Mumbai, India, you will have the opportunity to be part of an industry-leading firm with a global presence. Your role will involve supporting the Investment Risk team in overseeing the investment risk of DWS fiduciary portfolios. You will be responsible for designing and executing risk programs to identify, measure, control, and manage market, liquidity, sustainability, and counterparty risk. At DWS, we offer a flexible scheme with benefits such as best-in-class leave policy, gender-neutral parental leaves, childcare assistance benefit, sponsorship for industry relevant certifications, and comprehensive insurance coverage for you and your dependents. You will have the opportunity to develop new skills, work alongside industry thought leaders, and lead an extraordinary career. Key responsibilities for this role include supporting the development and maintenance of investment risk management programs, conducting scenario calibration and model parameterizations, performing portfolio market risk monitoring, and designing compensating controls for identified model weaknesses. You will also be involved in data quality management, system development, and contributing to global and local projects. To be successful in this role, you should have a university degree in Finance or a quantitative field, with at least 2 years of experience in the financial services industry. Additional designations such as Chartered Financial Analyst or Financial Risk Manager are a plus. You should have strong analytical skills, good knowledge of financial instruments, and experience with analytical models for financial instruments. Proficiency in Excel, SQL, and Python is required. As part of our team, you will receive training and development opportunities, coaching and support from experts, and a culture of continuous learning to aid in your career progression. We believe in a culture where employees are empowered to excel together every day, act responsibly, take initiative, and work collaboratively towards shared successes. If you are a creative thinker and innovator looking to join a dynamic team and contribute to the future of investing, we encourage you to apply and be part of our journey at DWS. More information about our company can be found on our website: https://www.db.com/company/company.htm We welcome applications from all individuals and strive to promote a positive, fair, and inclusive work environment at Deutsche Bank Group.,

As the Product Security and QA Lead at Aptiv, you will play a crucial role in driving security and quality assurance initiatives for our edge AI applications. Your deep technical expertise in AI/ML systems will ensure that our edge computing solutions meet the highest standards of security, reliability, and performance. Leading cross-functional teams, you will establish robust security frameworks and quality processes tailored specifically for AI applications deployed at the edge. In terms of security leadership, you will design and implement comprehensive security frameworks for edge AI applications, conduct threat assessments, establish security testing protocols, ensure compliance with industry standards, and implement privacy-preserving techniques. Additionally, you will develop and execute comprehensive QA strategies for edge AI products, create detailed test plans, lead and mentor QA engineers, establish quality metrics, and continuously optimize testing processes for edge AI applications. Your background should include a Bachelor's degree in Computer Science, Cybersecurity, Engineering, or a related field, along with 10+ years of experience in product security and/or QA leadership roles, with at least 3 years specifically in AI/ML or edge computing. Deep understanding of cybersecurity principles, AI/ML knowledge, experience with edge computing platforms, proficiency in programming languages such as Python and C/C++, familiarity with security testing tools and AI frameworks, as well as experience with cloud platforms and testing frameworks are essential for success in this role. Joining Aptiv means you will have the opportunity to grow in an inclusive work environment, make a meaningful impact on safety, and receive the necessary support for personal and professional development. Benefits at Aptiv include hybrid and flexible working hours, higher education opportunities, life and accident insurance, Sodexo cards, well-being programs, EAP employee assistance, access to fitness clubs, and a creche facility for working parents. Apply today and be a part of shaping a safer and more sustainable future at Aptiv!,

As a Quantitative Analyst AVP in Treasury and Liquidity Risk at Barclays, you will play a crucial role in driving innovation and excellence in the digital landscape. Your primary responsibility will be developing top-notch treasury and liquidity models using cutting-edge methodologies and frameworks. Working in a global quant team, you will collaborate with regulators worldwide and leverage advanced technology to enhance customer experiences. To excel in this role, you must possess expertise in various areas such as end-to-end model development, proficiency in coding languages like Python, R, or C++, and other job-specific skill sets. Your knowledge should encompass treasury models, including deterministic and statistical models, along with hands-on coding experience and proficiency in model development, validation, and implementation. Your role will involve designing, developing, implementing, and supporting mathematical, statistical, and machine learning models for business decision-making. You will collaborate with technology teams, develop high-performing analytics solutions, and ensure compliance with Barclays Enterprise Risk Management Policies. As an Assistant Vice President, you will be expected to advise on decision-making, contribute to policy development, and ensure operational effectiveness. If in a leadership position, you will lead a team, set objectives, coach employees, and create an environment for colleagues to excel. Leadership behaviours such as listening, inspiring, aligning, and developing others are essential for success. Moreover, you will consult on complex issues, mitigate risks, and collaborate with cross-functional teams to achieve organizational objectives. Your role will involve engaging in complex data analysis, communicating effectively, and influencing stakeholders to drive outcomes. Demonstrating Barclays Values of Respect, Integrity, Service, Excellence, and Stewardship is crucial, along with embodying the Barclays Mindset of Empower, Challenge, and Drive. By adhering to these values and mindset, you will contribute to the success of the organization and uphold high ethical standards in your work.,

As the Director, AIML & Decision Science for Global Functions at GSK, you will be responsible for owning and managing the AI/ML competency, overseeing the design, development, and deployment of AI/ML & Data Science Products for GSK's Global Functions. You will collaborate closely with the Head of Data & AI for Global Functions and the D&A leadership in GSK's Global Capability Center to drive the development and implementation of AI/ML projects, ensuring they are delivered on time, within budget, and with the desired outcomes leveraging GSK's Enterprise Data Platform. Your key responsibilities will include understanding the needs, business processes, and data requirements of customer-groups and users, managing key business relationships for your AI/ML portfolio, identifying synergies and dependencies across a portfolio of data products, building and managing a team of AI/ML professionals, fostering a culture of continuous learning and development, ensuring adherence to ethical standards and regulations, integrating AI/ML solutions into the broader business strategy, staying updated with the latest AI/ML technology developments, and collaborating with internal partners to identify critical business problems that could be solved using Generative AI and Large Language Models. To qualify for this role, you should possess a PhD in Computer Science, Applied Math, Economics, Statistics, or related field, along with 18+ years of technical experience in delivering solutions involving Data Science, Machine Learning, or Statistics, and 10+ years in managing cross-functional teams and leading complex projects. Strong relevant experience in Data & Analytics Product Development, particularly within a cloud environment like Azure, is essential. Domain knowledge in the life science industry is preferred. At GSK, we are committed to inclusion and encourage candidates to reach out if they need any adjustments during the recruitment process. We offer a collaborative and innovative environment where you can make a positive impact on the health of billions of people while thriving in your career. Join us at GSK to unite science, technology, and talent to get ahead of diseases together.,

As part of Risk Management and Compliance, you are at the center of keeping JPMorgan Chase strong and resilient. You help the firm grow its business in a responsible way by anticipating new and emerging risks, and using your expert judgement to solve real-world challenges that impact our company, customers and communities. Our culture in Risk Management and Compliance is all about thinking outside the box, challenging the status quo and striving to be best-in-class. MRGR is a global team of modeling experts within the firm's Risk Management and Compliance organization. The team is responsible for conducting independent model validation and model governance activities to help identify, measure, and mitigate Model Risk in the firm. The objective is to ensure that models are fit for purpose, used appropriately within the business context for which they have been approved, and that model users are aware of the model limitations and how they could impact business decisions. Being part of the MRGR team will put you at the center of the firm's model validation and governance activities with exposure to a wide variety of model types and cutting-edge modeling techniques, while frequently interacting with the best and brightest in the firm. You will expand your knowledge of the different forecasting models used in the firm, their unique limitations, and use that knowledge to help shape business strategy and protect the firm. This role will perform the following model risk management activities: - Set standards for robust model development practices and enhance them as needed to meet evolving industry standards - Evaluate adherence to development standards including soundness of model design, reasonableness of assumptions, reliability of inputs, completeness of testing, correctness of implementation, and suitability of performance metrics - Identify weaknesses, limitations, and emerging risks through independent testing, building of benchmark models, and ongoing monitoring activities - Communicate risk assessments and findings to stakeholders, and document in high-quality technical reports - Assist the firm in maintaining (i) the appropriateness of ongoing model usage, and (ii) the level of aggregate model risk within risk appetite Minimum Skills, Experience, and Qualifications: We are looking for someone excited to join our organization. If you meet the minimum requirements below, you are encouraged to apply to be considered for this role. - Masters degree in a quantitative field such as Math, Physics, Engineering, Statistics, Economics, or Finance is required - 0-2 years of experience in a quantitative or modeling role - Deep understanding of statistical/econometric models such as linear, logistics, and time series models, is required - Proficiency in Python, R, or equivalent - Knowledge of financial markets is preferred - Strong communication skills verbally and particularly in writing, with the ability to interface with other functional areas in the firm on model-related issues and write high-quality technical reports - Experience with large datasets is preferred Additional Skills, Experience, and Qualifications: The following additional items will be considered but are not required for this role: - Prior experience in mortgage or CRE risk model development or validation is a plus - Prior experience in financial products/markets and regulatory stress testing (CCAR/ICAAP) is a plus,

As a Responsible AI Specialist/ Sr. Analyst at Accenture Strategy & Consulting Global Network, specifically within the Responsible AI COE, you will be at the forefront of the AI revolution, contributing to the development of systems that not only enhance various aspects of life but also raise questions about fairness, interpretability, privacy, and security. The Data and AI landscape is rapidly evolving, and at Accenture, you will have the opportunity to be part of this transformational journey. With a global presence spanning across industries and countries, Accenture offers a platform to work on cutting-edge projects that impact millions of lives while ensuring responsible and inclusive AI technology deployment. Collaborating with a diverse and skilled team within the S&C Global Network, Data & AI division, you will engage in a range of activities from strategy formulation to AI engineering, driving end-to-end business change by leveraging data and AI capabilities. Your role will be pivotal in bringing the Responsible AI vision to life, enabling clients to operate ethically and inclusively with the use of AI technology. By leveraging your consulting background in data science/analytics and a passion for understanding the societal impact of AI systems, you will play a significant part in conducting assessments related to fairness, bias, explainability, model validation, and robustness. Joining the Responsible AI COE at Accenture means being part of a team committed to developing AI products and solutions with a focus on responsibility and trustworthiness. You will work closely with clients, academia, and industry experts to shape innovative approaches to Responsible AI, aligning with Accenture's strategic priorities in this space. Your responsibilities will include consulting with clients on designing user-centered AI systems, contributing to research on Responsible AI, developing best practices and frameworks for scalable implementation, and fostering thought leadership through publications and public engagements. Embark on a rewarding journey with Accenture as a Responsible AI Specialist/ Sr. Analyst, where each day presents new challenges and opportunities to make a meaningful impact on the Responsible AI landscape.,

As a Model Monitoring/Model Validation professional, you will be responsible for monitoring, validating, implementing, and maintaining regulatory models in the credit risk domain. Your role will involve helping with various aspects of model validation, performing necessary tests like model performance, sensitivity, and back-testing, and collaborating with the model governance team on model build and monitoring. You will work closely with cross-functional teams, including business stakeholders, model validation, and governance teams, to ensure the delivery of high-quality client services, including model documentations, within expected timeframes. To excel in this role, you should have a minimum of 2+ years of experience in executing end-to-end monitoring, validation, production, and implementation of risk model validation and monitoring. You should also possess an understanding of marketing and general analytics problems, and be able to manage assigned projects efficiently, ensuring accuracy and timely delivery of deliverables. Additionally, you will be responsible for training, coaching, and developing team members to enhance their skills and performance. The ideal candidate for this position should hold previous experience (2+ years) in analytics, preferably in the BFSI sector. You should have a good grasp of General Analytics and Fraud Analytics, along with a track record of problem-solving roles and involvement in strategic initiatives. Strong problem-solving skills will be essential to succeed in this role and contribute effectively to the model monitoring and validation processes.,

As a Business Analytics Analyst 1 within the Model governance area of the North America Consumer Bank team at Citi, you will be responsible for ensuring comprehensive and regulatory-compliant documentation of financial models used in the North America Consumer Bank. This role requires a balance of technical understanding, regulatory procedures/policies, and strong documentation skills. You will report to the AVP / VP leading the team. The Next Gen Analytics (NGA) team, a part of the Analytics & Information Management (AIM) unit, focuses on various areas of work including detail-oriented tasks, effective collaboration, statistical mindset, communication skills, strong ownership, process enhancement, project management, coaching, and mentoring. As the Business Analytics Analyst 1, you will work on model governance related responsibilities for multiple portfolios, creating, updating, and maintaining detailed documentation of outcomes from model monitoring & review processes, ensuring compliance with Citi standards and providing guidance on governance best practices. Your role will involve overseeing the model inventory, ensuring proper documentation, validation, and approval processes are followed, and compliance with policies, procedures, and relevant deadlines associated with validation, ongoing monitoring, and model change processes. Working with large and complex data sets using tools such as Python, PySpark, SQL, SAS, and R will be part of your responsibilities, along with collaborating with other team members, peers, and stakeholders. You will be expected to demonstrate attention to detail, strong analytical and process management skills, and assess risk when making business decisions, while maintaining compliance with applicable laws, rules, and regulations. Your role will also require clear and concise communication, both written and verbal, strong project management skills, attention to detail, and the ability to handle multiple projects simultaneously. If you are a bright and talented individual with a Bachelor's Degree and 1-3 years of experience in data analytics, or a Master's Degree with 0-2 years of experience in data analytics, or a PhD, Citi offers amazing opportunities for you. Technical skills, experience in model risk management, model validation/monitoring/reporting, understanding of model risk regulations and fair lending laws, and proficiency in Statistical Analysis with exposure to Machine Learning & Deep learning modeling techniques are desired qualities. Self-motivation, detail orientation, and experience in Credit Cards and Retail Banking are preferred. Citi values competencies such as strong communication skills, stakeholder management, analytical and problem-solving skills, team player mindset, control orientation, risk awareness, experience in a quantitative field, willingness to learn, can-do attitude, and ability to build partnerships with cross-functional leaders. A Bachelor's/Master's degree in Economics, Statistics, Mathematics, Information Technology, Computer Applications, Engineering, or related fields from a premier institute is required for this role. This is a full-time employment opportunity in the Credit Cards, Retail Banking, Financial Services, Banking industry at Citi. If you are a person with a disability and need a reasonable accommodation to use the search tools or apply for a career opportunity, review Accessibility at Citi. View Citis EEO Policy Statement and the Know Your Rights poster for more information.,

Morgan Stanley Model Risk - Wealth Management - Director Profile Description Were seeking someone to join our team as an [Director/ VP] to [Model Risk - Wealth Management team] Firm Risk Management In the Firm Risk Management division, we advise businesses across the Firm on risk mitigation strategies, develop tools to analyze and monitor risks and lead key regulatory initiatives. Company Profile Morgan Stanley is an industry leader in financial services, known for mobilizing capital to help governments, corporations, institutions, and individuals around the world achieve their financial goals. Since 1935, Morgan Stanley is known as a global leader in financial services, always evolving and innovating to better serve our clients and our communities in more than 40 countries around the world. What Youll Do In The Role The primary responsibilities of the role include, but are not limited to the following: Provide independent review and validation compliant with MRM policies and procedures, regulatory guidance and industry leading practices, including evaluating conceptual soundness, quality of model / tool methodology, model / tool limitations, data quality, and on-going monitoring of model / tool performance Take initiatives and responsibility of end-to-end delivery of a stream of Model and related Risk Management deliverables Write Model Review findings in validation documents that could be used for presentations both internally (model and tool developers, business unit managers, Audit, various global Committees) as well as externally (Regulators) Verbally communicate results, challenges and methodologies with internal audiences including senior management Represent MRM team in interactions with regulatory and audit agencies as and when required Follow financial markets & business trends on a frequent basis to enhance the quality of Model and Tool Validation and related Risk Management deliverables What Youll Bring To The Role Skills required (required / preferred) Masters or Doctorate degree in a quantitative discipline such as Statistics, Mathematics, Physics, Computer Science or Engineering is required Experience in a Quant role in validation of Models / Tools, in developments of Models / Tools or in a technical role in Financial institutions e.g. Developer, is required Strong written & verbal communication skills is required 6+ years of relevant work experience in a Model Validation/Development role in a bank or financial institution Working knowledge of statistical techniques is required; understanding of machine learning is good to have. Focus is on understanding wealth management space including Factor Models etc. Proficient programmer in Python ; knowledge of other programming languages like R, MATLAB etc. is preferred Willingness to learn new and complex topics and adapt oneself (continuous learning) is preferred Desire to work in a dynamic, team-oriented, fast-paced environment focusing on challenging tasks mixing fundamental, quantitative, and market-oriented knowledge and skills is required What You Can Expect From Morgan Stanley We are committed to maintaining the first-class service and high standard of excellence that have defined Morgan Stanley for over 89 years. Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - arent just beliefs, they guide the decisions we make every day to do what&aposs best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. At Morgan Stanley, youll find an opportunity to work alongside the best and the brightest, in an environment where you are supported and empowered. Our teams are relentless collaborators and creative thinkers, fueled by their diverse backgrounds and experiences. We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry. Theres also ample opportunity to move about the business for those who show passion and grit in their work. To learn more about our offices across the globe, please copy and paste https://www.morganstanley.com/about-us/global-offices into your browser. Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximize their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds, talents, perspectives, and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing, and advancing individuals based on their skills and talents. Show more Show less

As a Mathematical, Statistical, and Machine Learning Modeler at our organization, your role is vital in designing, developing, implementing, and supporting models and analytics that drive key business decisions. Your responsibilities include: Designing analytics and modeling solutions to address complex business challenges by leveraging your domain expertise. Collaborating with technology teams to define necessary dependencies for analytical solutions, including data, development environments, and tools. Developing highly effective, well-documented analytics and modeling solutions, showcasing their impact to business users and independent validation teams. Implementing models and analytics in reliable, well-tested software and working with technology partners to ensure their operational success. Providing continuous support to maintain the effectiveness of analytics and modeling solutions for end-users. Ensuring adherence to all Barclays Enterprise Risk Management Policies, particularly the Model Risk Policy, and conducting all development activities within the established control framework. In this role, you are expected to manage a significant business function, contributing to strategic initiatives, policy development, and complex projects. You will lead a large team or sub-function, fostering a performance-driven culture and aligning with the organization's values. Alternatively, as an individual contributor, you will lead projects across the organization, serving as a technical expert and thought leader, driving innovation and collaboration. Your responsibilities also include providing expert advice to senior management, overseeing resourcing and budgeting, managing policy creation, and ensuring compliance with regulations. You will monitor external environments, regulators, and advocacy groups to advocate on behalf of Barclays when necessary. Additionally, you are required to maintain in-depth knowledge of industry practices, market trends, and business integration to achieve overall objectives. As a Senior Leader, you must exhibit the Barclays leadership behaviours: Listen and be authentic, Energise and inspire, Align across the enterprise, Develop others. Furthermore, you are expected to embody the Barclays Values of Respect, Integrity, Service, Excellence, and Stewardship, as well as the Barclays Mindset of Empower, Challenge, and Drive. Your role as a Mathematical, Statistical, and Machine Learning Modeler is crucial in driving data-driven decisions and ensuring the organizations success through innovative and effective analytics solutions.,

At EY, you have the opportunity to shape a career that aligns with your unique qualities, supported by a global platform, inclusive environment, and cutting-edge technology to empower you to excel. Your distinctive voice and perspective are valued contributions towards enhancing EY's continuous evolution. Join us in crafting a remarkable journey for yourself and contributing to a more progressive working world for all. As a Senior Manager in EY's Financial Services Office (FSO), you will be an integral part of a specialized unit offering a comprehensive range of services tailored to the financial sector. Leveraging deep industry knowledge and functional expertise, the FSO practice delivers advisory services to various entities in the financial landscape, including commercial banks, investment firms, insurance companies, and energy trading enterprises. Your role within the Financial Services Risk Management (FSRM) group focuses on assisting clients in identifying, measuring, managing, and monitoring market, credit, operational, and regulatory risks associated with their trading activities and capital management processes. Your key responsibilities include: - Demonstrating expertise in financial products and technical capabilities - Acting as a subject matter expert in areas such as model risk management, statistical techniques, mathematical concepts, and derivative pricing - Providing strategic recommendations on Financial Services Risk Management issues - Engaging in Quantitative Risk and Assurance projects related to market risk and credit risk modeling - Contributing to business development initiatives, sales enablement, and expansion of client accounts - Conducting performance reviews, recruiting talent, and fostering professional development - Creating intellectual capital by developing thought leadership articles and white papers To qualify for this role, you should possess: - A degree in Computational Finance, Mathematics, Engineering, Statistics, or Physics, with 11+ years of relevant industry experience - Professional qualifications such as CQF, CFA, FRM, or PRM are preferred - Proficiency in statistical and numerical techniques, derivative pricing, and risk measurement methodologies - Strong communication, problem-solving, and project management skills - Willingness to travel as required and a proactive attitude towards learning and innovation At EY, you will be rewarded with a competitive compensation package based on performance, along with a collaborative work environment that fosters growth and development. Your contributions will be instrumental in delivering exceptional services to clients, establishing you as a trusted advisor and propelling your career to new heights. EY is dedicated to building a better working world by creating long-term value for clients, society, and the capital markets. With a global presence spanning over 150 countries, EY's diverse teams leverage data and technology to provide assurance and drive transformation across various sectors. Join us in asking better questions to address the complex challenges of today's world and make a meaningful impact.,

Line of Service Advisory Industry/Sector FS X-Sector Specialism Risk Management Level Associate Job Description & Summary At PwC, our people in cybersecurity focus on protecting organisations from cyber threats through advanced technologies and strategies. They work to identify vulnerabilities, develop secure systems, and provide proactive solutions to safeguard sensitive data. Those in penetration testing at PwC will focus on penetration testing (or pen testing) which is a security exercise where a cybersecurity consultant attempts to find and exploit vulnerabilities in a computer system. The purpose of this simulated attack is to identify any weak spots in a system&aposs defences which attackers could take advantage of. Why PWC At PwC, you will be part of a vibrant community of solvers that leads with trust and creates distinctive outcomes for our clients and communities. This purpose-led and values-driven work, powered by technology in an environment that drives innovation, will enable you to make a tangible impact in the real world. We reward your contributions, support your wellbeing, and offer inclusive benefits, flexibility programmes and mentorship that will help you thrive in work and life. Together, we grow, learn, care, collaborate, and create a future of infinite experiences for each other. Learn more about us. At PwC, we believe in providing equal employment opportunities, without any discrimination on the grounds of gender, ethnic background, age, disability, marital status, sexual orientation, pregnancy, gender identity or expression, religion or other beliefs, perceived differences and status protected by law. We strive to create an environment where each one of our people can bring their true selves and contribute to their personal growth and the firms growth. To enable this, we have zero tolerance for any discrimination and harassment based on the above considerations Job Description & Summary: Bachelor&aposs or Master&aposs degree in finance, economics, mathematics, or a related field 6+ years of relevant experience in credit risk management, with knowledge of PD/LGD/EAD, CCAR loss estimation & PPNR, PRA stress testing, Scenario analysis, IRB, IFRS 9, CCEL, credit rating models, and other credit risk models Advanced statistical and quantitative modelling skills: Linear regression, logistic regression, ARIMA modelling, Markov Chain, Merton Model, and other data mining/predictive modelling skills Strong programming skills in Python, R, SAS, Excel VBA, and other programming languages Good soft skills, including effective communication, team collaboration, and client engagement Strong project management skills FRM, CFA, CQF would be a plus Responsibilities Expert in the Model development primarily for PD/LGD/EAD, CCAR loss estimation & PPNR, PRA stress testing, Scenario analysis, IRB, IFRS 9, CCEL, credit rating models, and other credit risk models for retail, commercial or wholesale domain as per regulatory guidelines such as Capital Requirement Regulation (CRR) / Capital Regulation Directive (CRD) IV/ IFRS9 and BASEL Expert in the Model validation process involves understanding of model validation/ Risk Management guidelines such as SR 11/7 and SS 3/18, model development document, testing, and benchmarking and report writing Sound knowledge of current market trends and the regulatory agenda related to credit risk models particularly from a UK/US/European context Ability to independently review model documentations, undertake appropriate qualitative & quantitative analysis and author high quality analytical documentation Assist clients in developing and implementing credit risk models, providing advice and guidance as needed Prepare and deliver presentations to clients on credit risk topics Manage projects and ensure deliverables are completed on time and within budget Good written and verbal communication and presentation skills and ability to build report with the stakeholders to suggest the solution and communicate the impacts Mandatory Skill Sets Credit Risk Quant Preferred Skill Sets Model Development / Validation Years Of Experience Required 4+ Years Education Qualification MBA/CA Education (if blank, degree and/or field of study not specified) Degrees/Field of Study required: Bachelor of Engineering, Master of Business Administration Degrees/Field Of Study Preferred Certifications (if blank, certifications not specified) Required Skills Credit Risk Management Optional Skills SoCs Desired Languages (If blank, desired languages not specified) Travel Requirements Not Specified Available for Work Visa Sponsorship No Government Clearance Required No Job Posting End Date Show more Show less

What you'll do In this key role, you'll be maintaining and controlling an aggregated bank-wide model inventory and associated model risk assessments. You'll review and validate assigned models across the bank, ensuring that the assigned models are fit for purpose. This will include use in customer, business and strategic decision-making, and external disclosures and regulatory calculations or returns. Throughout the course of your work, you'll report on the findings of model risk management reviews, making sure it suits your audience, which will include senior management, regulators, model developers, and end-users. You'll Also Be Implementing and maintaining appropriate and proportionate mandatory procedures that define the governance of models Developing, maintaining and promoting the risk appetite setting in relation to model risk Playing an active part in the development of your team and helping to coach less experienced colleagues Making sure that models are appropriate for designated uses, and that significant model risks are identified and effectively communicated to senior management and model end-users Performing model risk analysis to satisfy regulatory queries and requirements The skills you'll need We're looking for someone with experience of model review or model development of relevant risk models. You'll need a strong understanding of risk modelling within traded market risk, non-traded market risk, counterparty credit risk, economic capital or pension risk. Crucial to your success in this role will be problem solving and analytical skills and your ability to communicate with and influence senior management, and develop effective relationships with a range of internal and external stakeholders. You'll Also Need Validation of pricing models linking to swaps, swaptions, Balance guarantees, CDS, etc. Some experience in delivering both written and verbal communications to senior stakeholders Strong coding (Python), LaTeX, Excel, PowerPoint and Word skills Knowledge of financial products, quantitative modelling techniques and associated regulations

As a Risk Manager/Senior Risk Manager - Model Validation at DWS Group in Pune, India, you will be part of one of the world's leading asset managers with EUR 841bn of assets under management. DWS Group has a reputation for excellence in Germany, Europe, the Americas, and Asia, offering integrated investment solutions across major asset classes and aligning with growth trends. The Risk platform at DWS serves as an independent risk oversight function, with a focus on Model Risk to govern and control various models used within the Firm and associated risks. Your role will involve conducting model validations on DWS models, collaborating with Investment teams on model assumptions and limitations, participating in independent model reviews, reviewing ongoing model monitoring reports, and assisting in building benchmark models. You should have previous experience in quantitative risk management, model validation, or model development within the Investments, Consulting, or Banking industry, with expertise in validating or developing valuation or risk models across asset classes like FX, Rates, and Equities. Strong quantitative skills, a good understanding of valuation methods, capital markets, portfolio theory, and risk management are essential. Additionally, excellent verbal and written communication skills, along with a post-graduate degree in a quantitative field or relevant industry experience/professional qualification, are required. DWS Group offers a comprehensive benefits package, including a best-in-class leave policy, gender-neutral parental leaves, childcare assistance benefits, sponsorship for industry certifications, employee assistance programs, insurance coverage, and health screening. You will receive training and development support, coaching from experts in your team, and opportunities for continuous learning to aid in your career progression. At DWS Group, we strive for a culture of empowerment, responsibility, commercial thinking, initiative, and collaboration. We celebrate the successes of our people and promote a positive, fair, and inclusive work environment. Join us at Deutsche Bank Group and be part of a team that excels together every day. To learn more about DWS Group, please visit our company website at https://www.db.com/company/company.htm. We welcome applications from all individuals who share our values and ethos.,

Are you seeking an exciting opportunity to become a part of a dynamic and expanding team in a fast-paced and challenging field As a statistical and machine learning Vice President and subject matter expert, you will join the Model Risk Governance and Review (MRGR) team within the Consumer and Community (CCB) line of business. Your primary responsibilities will include: Engaging in comprehensive model validation activities by assessing conceptual soundness, reasonableness of assumptions, reliability of inputs, completeness of testing, and correctness of implementation related to model development and usage. Conducting thorough reviews of proposed enhancements to existing models and scope extensions for current models, providing specific approvals as necessary. Assessing risks associated with advanced AI/ML models, including Generative AI, and ensuring that appropriate model review and governance processes are followed to effectively mitigate potential risks. Managing activities related to the model risk lifecycle, including overseeing the accuracy of the model inventory, reviewing ongoing model performance monitoring, conducting annual status assessments, and managing model change control. Maintaining robust model risk controls for CCB models and serving as the primary point of contact, proactively identifying and escalating issues to ensure timely and sound resolutions. Providing leadership and mentorship to junior resources, guiding them in Model Review and Governance activities. Participating and actively contributing to the activities and initiatives of MRGR CCB and MRGR as a whole, fostering a collaborative and innovative environment. Staying updated on the latest developments in consumer banking, including advanced AI/ML modeling techniques, products, markets, risk management practices, and industry standards. We are seeking an individual excited about joining our organization. If you meet the following requirements, we encourage you to apply for consideration for this role: Experience in Model Development or Model Validation - 8-10 Years Strong quantitative and analytical skills: The role necessitates a robust quantitative background (PhD/Master's Degree or equivalent) in Statistics, Economics (with Econometrics), Data Science, Computer Science, Operations Research, or a quantitative science, etc. Candidates with knowledge of both statistical/econometric methodologies and Machine Learning modeling methodologies are preferred. Programming Skills: Proficiency in at least one programming language such as Python, SAS, R, etc. Product domain expertise in consumer banking/retail banking; ability to comprehend the business/knowledge of regulations surrounding the business. Extensive experience and familiarity in Model Development or Model Validation in Financial institutions. Strong communication skills - verbal and written, with the ability to interface with stakeholders on model-related issues. Risk and control mindset: Ability to ask incisive questions, assess the materiality of issues, and escalate as required. Preferred qualifications, capabilities, and skills include: Sound project management and organizational skills: Flexible, adaptable to shifting priorities to achieve the most effective result, and able to work in a fast-paced, results-driven environment.,

You will be responsible for executing model validation activities, including validation, annual review, ongoing monitoring, findings management, and model use approvals for low-, moderate-, or high-risk models. In this role, you may coordinate with a team of 1-2 quantitative model validators to test and evaluate the conceptual soundness of actuarial and other models, as well as assess limitations and suitability for use. Your expertise in Insurance and Actuarial Modeling, or Statistical and Stochastic processes will be crucial for this position. Your key responsibilities will include conducting annual reviews of low-, moderate-, or high-risk models. You will also be responsible for validation scripts, validation report preparation, and review of low-, moderate-, or high-risk model validations. Additionally, you will consult with model owners and developers to promote best practices and address any questions or deficiencies that may arise. You will play a key role in establishing the scope and testing of low-, moderate-, or high-risk model validations, offering guidance on complex issues as needed. Furthermore, you will support model governance policies and procedures, templates, and risk reporting, and provide level 2 technical support to the business. To qualify for this role, you must have a minimum of 7 years of experience in model risk management in insurance or banking, along with a master's degree in science, math, statistics, or a related area. Preferred qualifications include an Actuarial designation or substantial progress toward a designation such as Associate of the Society of Actuaries, USA or Fellow of the Society of Actuaries, USA. Designations from other actuarial organizations will also be considered. A PhD and familiarity with SR 11-7/OCC 2011-12 are also advantageous. Join Ameriprise India LLP, a U.S.-based financial planning company with a global presence, as we provide client-based financial solutions to help clients plan and achieve their financial objectives. Our focus areas include Asset Management and Advice, Retirement Planning, and Insurance Protection. At Ameriprise, you will be part of an inclusive, collaborative culture that values your contributions and offers opportunities for career growth. If you are talented, driven, and seek to work for an ethical company that cares, take the next step and create a rewarding career at Ameriprise India LLP. This is a full-time position with working hours from 2:00 pm to 10:30 pm. The role is part of the Finance job family group within the India Business Unit at AWMP&S President's Office.,

As part of Risk Management and Compliance, you are at the center of keeping JPMorgan Chase strong and resilient. You help the firm grow its business in a responsible way by anticipating new and emerging risks, and using your expert judgement to solve real-world challenges that impact our company, customers and communities. Our culture in Risk Management and Compliance is all about thinking outside the box, challenging the status quo and striving to be best-in-class. MRGR is a global team of modeling experts within the firm's Risk Management and Compliance organization. The team is responsible for conducting independent model validation and model governance activities to help identify, measure, and mitigate Model Risk in the firm. The objective is to ensure that models are fit for purpose, used appropriately within the business context for which have been approved, and that model users are aware of the model limitations and how they could impact business decisions. Being part of the MRGR team will put you at the center of the firm's model validation and governance activities with exposure to a wide variety of model types and cutting-edge modeling techniques, while frequently interacting with the best and brightest in the firm. You will expand your knowledge of the different forecasting models used in the firm, their unique limitations, and use that knowledge to help shape business strategy and protect the firm. This role will perform the following model risk management activities: - Set standards for robust model development practices and enhance them as needed to meet evolving industry standards - Evaluate adherence to development standards including soundness of model design, reasonableness of assumptions, reliability of inputs, completeness of testing, correctness of implementation, and suitability of performance metrics - Identify weaknesses, limitations, and emerging risks through independent testing, building of benchmark models, and ongoing monitoring activities - Communicate risk assessments and findings to stakeholders, and document in high-quality technical reports - Assist the firm in maintaining (i) the appropriateness of ongoing model usage, and (ii) the level of aggregate model risk within risk appetite Minimum Skills, Experience, and Qualifications: We are looking for someone excited to join our organization. If you meet the minimum requirements below, you are encouraged to apply to be considered for this role. - Masters degree in a quantitative field such as Math, Physics, Engineering, Statistics, Economics, or Finance is required - 0 - 2 years of experience in a quantitative or modeling role. - Deep understanding of statistical/econometric models such as linear, logistics, and time series models is required - Proficiency in Python, R, or equivalent - Knowledge in financial markets is preferred - Strong communication skills verbally and particularly in writing, with the ability to interface with other functional areas in the firm on model-related issues and write high-quality technical reports - Experience with large data sets is preferred Additional Skills, Experience, and Qualifications: The following additional items will be considered but are not required for this role: - Prior experience in mortgage or CRE risk model development or validation is a plus - Prior experience in financial products/markets and regulatory stress testing (CCAR/ICAAP) is a plus,

The Model Risk Management (MRM) team at FC Global Services India LLP (First Citizens India), a part of First Citizens BancShares, Inc., is dedicated to providing oversight for the MRM Framework, ensuring that models align with business objectives and design objectives. As the Principal Advisor - Model Risk Management (MRM), you will be responsible for conducting independent model validations to verify that models are performing as expected and to identify potential limitations that could impact their effectiveness. In this role, you will play a crucial part in ensuring that models are appropriately designed, implemented, and managed, in line with regulatory standards and best practices. Based out of the First Citizens India (FCI) office in Bangalore, you will report to the Associate Director of Model Risk Management, India, and collaborate closely with the global MRM team. Your primary responsibilities will include conducting comprehensive model validations, analyzing model inputs, evaluating model frameworks, reviewing model code, analyzing outcomes, identifying and mitigating risks, documenting findings, and supporting audit and regulatory reviews. You will also be expected to stay updated on emerging trends and contribute to the enhancement of the model validation framework. To excel in this role, you should have a strong understanding of regulatory requirements, experience with statistical tools like Python and R, proficiency in SQL for data extraction, excellent problem-solving skills, attention to detail, and the ability to lead projects independently. Strong written and verbal communication skills, strategic planning skills, stakeholder management skills, and the ability to collaborate effectively with team members are essential for success in this position. The ideal candidate will hold a relevant Bachelor's or Master's degree with a specialization in Statistics, Mathematics, Economics, or another quantitative discipline. Additionally, you should have at least 7 years of experience in model development, model validation, or model implementation within the financial industry, with proficiency in statistical methods and programming languages. Experience in model development or validation for Treasury models, PPNR models, Balance sheet forecasting models, ALM models, Valuation models, Counterparty credit risk models, or knowledge of statistical and machine learning models would be advantageous. If you are passionate about model risk management, possess the required skills and experience, and are looking to be part of a dynamic and collaborative team focused on delivering value and managing risks, we encourage you to apply for this exciting opportunity at First Citizens India.,

As part of Risk Management and Compliance, you are at the center of keeping JPMorgan Chase strong and resilient. You help the firm grow its business in a responsible way by anticipating new and emerging risks, and using your expert judgement to solve real-world challenges that impact our company, customers, and communities. Our culture in Risk Management and Compliance is all about thinking outside the box, challenging the status quo, and striving to be best-in-class. MRGR is a global team of modeling experts within the firm's Risk Management and Compliance organization. The team is responsible for conducting independent model validation and model governance activities to help identify, measure, and mitigate Model Risk in the firm. The objective is to ensure that models are fit for purpose, used appropriately within the business context for which have been approved, and that model users are aware of the model limitations and how they could impact business decisions. Being part of the MRGR team will put you at the center of the firm's model validation and governance activities with exposure to a wide variety of model types and cutting edge modeling techniques, while frequently interacting with the best and brightest in the firm. You will expand your knowledge of the different forecasting models used in the firm, their unique limitations, and use that knowledge to help shape business strategy and protect the firm. This role will perform the following model risk management activities: - Set standards for robust model development practices and enhance them as needed to meet evolving industry standards - Evaluate adherence to development standards including soundness of model design, reasonableness of assumptions, reliability of inputs, completeness of testing, correctness of implementation, and suitability of performance metrics - Identify weaknesses, limitations, and emerging risks through independent testing, building of benchmark models, and ongoing monitoring activities - Communicate risk assessments and findings to stakeholders, and document in high-quality technical reports - Assist the firm in maintaining (i) appropriateness of ongoing model usage, and (ii) the level of aggregate model risk within risk appetite Minimum Skills, Experience, and Qualifications: We are looking for someone excited to join our organization. If you meet the minimum requirements below, you are encouraged to apply to be considered for this role. - Masters degree in a quantitative field such as Math, Physics, Engineering, Statistics, Economics, or Finance is required - 0-2 years of experience in a quantitative or modeling role - Deep understanding of statistical/econometric models such as linear, logistic, and time series models is required - Proficiency in Python, R, or equivalent - Knowledge in the financial market is preferred - Strong communication skills verbally and particularly in writing, with the ability to interface with other functional areas in the firm on model-related issues and write high-quality technical reports - Experience with large datasets is preferred Additional Skills, Experience, and Qualifications: The following additional items will be considered but are not required for this role: - Prior experience in mortgage or CRE risk model development or validation is a plus - Prior experience in financial products/markets and regulatory stress testing (CCAR/ICAAP) is a plus,

About Northern Trust Northern Trust, a Fortune 500 company, is a globally recognized, award-winning financial institution that has been in continuous operation since 1889. Northern Trust is proud to provide innovative financial services and guidance to the world's most successful individuals, families, and institutions by remaining true to our enduring principles of service, expertise, and integrity. With more than 130 years of financial experience and over 22,000 partners, we serve the world's most sophisticated clients using leading technology and exceptional service. Job Summary Associate Consultant/Consultant, a key member of the Model Development Team, plays a crucial role in the Risk Analytics and Data Service Team. The role involves contributing individually to the development and maintenance of AML (Anti-Money Laundering) models. The ideal candidate will take ownership of the AML transaction monitoring framework and leverage data-driven approaches to enhance model performance. Job title: Associate Consultant/Consultant Location: Bangalore/Pune Experience: 4-8 years of relevant experience Major Duties - Manage, monitor, and optimize Actimize SAM models, including tuning thresholds, scenarios, and segmentation logic. - Utilize quantitative analysis, statistical modeling, and machine learning techniques to detect suspicious activity and minimize false positives. - Collaborate with model validation and governance teams to ensure compliance with regulatory requirements. - Work closely with IT and data teams to maintain the integrity and availability of data pipelines supporting Actimize SAM and related AML systems. - Assist in internal and external audits, regulatory reviews, and model validation documentation. - Engage with various committees and senior management. Qualification - Master's in Statistics/Economics/Mathematics or an advanced degree in a quantitative area. - Alternatively, B.Tech/M.Tech from a tier 1 college with an MBA in a related field. Skills Required - Proficiency in Data Science and machine learning models. - 3+ years of experience in banking and AML/Financial Crime Compliance, with direct exposure to Actimize SAM. - Strong grasp of risk concepts and quantitative modeling techniques, with experience in model validation considered a plus. - Proficiency in R, Python, SAS. - Strong organizational and interpersonal skills. - Excellent verbal and written communication skills in English. - Experience working in a multicultural and global environment. Working With Us As a Northern Trust partner, you will be part of a flexible and collaborative work culture within an organization that values financial strength and stability. Opportunities for internal mobility are encouraged, senior leaders are approachable, and you can take pride in contributing to a company committed to supporting the communities it serves. Join us in a workplace with a greater purpose and apply today to explore how your interests and experience align with one of the world's most admired and sustainable companies. Reasonable Accommodation Northern Trust is dedicated to collaborating with and providing reasonable accommodations to individuals with disabilities. If you require an accommodation during any stage of the employment process, please reach out to our HR Service Center at MyHRHelp@ntrs.com. Apply today and discuss your flexible working preferences with us as we strive to achieve greater together.,

Role & Responsibilities Lead implementation of Basel II Advanced Approaches , including internal model validation, IRB documentation, and computation of credit risk parameters such as PD (Probability of Default) , LGD (Loss Given Default) , and EAD (Exposure at Default) . Manage and enhance the Internal Ratings Framework , ensuring effective governance of credit rating models , scorecards, and validation processes. Act as a liaison among business users, technology teams, and third-party vendors to ensure system performance, timely issue resolution, and seamless delivery of enhancements. Conduct end-to-end system testing , including defect validation, data reconciliation, and model logic verification. Lead the development and implementation of the Expected Credit Loss (ECL) framework under Ind AS , including asset staging, lifetime ECL computation, macroeconomic overlays, and forward-looking PD estimates. Drive initiatives under Risk-Based Supervision (RBS) by responding to regulatory queries and closing supervisory gaps. Improve data quality and governance within credit risk systems, ensuring consistency and completeness of critical data elements. Maintain compliance with regulatory guidelines and internal risk policies, including Basel III norms, ICAAP requirements, and RBI circulars. Apply Stress Testing and RAROC (Risk-Adjusted Return on Capital) principles to enhance capital planning and portfolio risk assessment. Work with large datasets for analysis and risk modeling using advanced Excel skills and reporting tools.