150 Stress Testing Jobs - Page 4

1. Design, develop, test, validate products required to handle tote and carton ASRS systems, including but not limited to Shuttles, Mutli-level shuttles, Lifts, Conveyors. 2. Design complete lines for assembly, SPM, devices or end-of-arm tooling.

The Central PC Controls team is accountable for delivery of the end-to-end FM P&L (Financial Markets) product & valuation control functions in GBS and manage different strategic initiatives for FM PC. The Head of Central PC Controls works closely with the Business Line PC across FM Macro, GBS and the PC senior management team in Bangalore & Singapore to deliver the objectives of the function. Key Responsibilities Business Financial Controls: Responsible for the effective application of accounting and financial control policies and procedures for Global Financial Markets. Help FM to ensure that specific financial risks inherent in the processes involving complex derivative and other traded products are identified, monitored, controlled, and mitigated in a timely manner by developing and maintaining a product and valuation control function which meets the requirements of best practices in relation to the pricing, valuation, prudential valuation, stress testing and accurate P&L reporting of such products Work with the regional CFOs to ensure that the interfaces between FM transaction booking systems and country level accounting and regulatory reporting infrastructure are properly maintained and controlled New Products & Business Partnering: Supporting the introduction of new controls within FM and related pre and post execution governance. Providing insight with respect to structural and/or system changes and future business expansion/changes and their impact on business performance Regulatory & Audit Engagement: Leading PC Financial Markets engagement with Global and Regional Regulators and Statutory and Internal Auditors supporting all PC related queries, questionnaires, and audit Controls: Develop and maintain appropriate policies and procedures which ensure the accounting, management and financial reporting integrity of the Macro trading desks balance sheet and P&L. Responsible for designing, building and maintaining a robust control environment in respect of daily P&L reporting, P&L attribution and balance sheet substantiation Research market best practices and keep abreast of the evolving issues that affect the valuation of the FM business Balance Sheet Reconciliation and Substantiation: Develop and execute appropriate procedures for Balance Sheet Reconciliation and Substantiation. Balance Sheet Substantiation includes multiple processes including reconciliation (at a transactional or at a balance level) of the account, a process of review of the reconciliation and any pertinent supporting documentation and a formal certification (sign-off) of the account in a predetermined form driven by corporate policy. People and Talent: To manage, inspire and motivate the FM product and valuation control teams ensuring that everyone achieves their potential and that the team delivers its collective agenda Lead through example and build the appropriate culture and values. Set appropriate tone and expectations from the team and work in collaboration with risk and control partners across the organization. Ensure the provision of ongoing training and development of people and ensure that holders of all critical functions are suitably skilled and qualified for their roles ensuring that they have effective supervision in place to mitigate any risks. Employ, engage and retain high quality people, with succession planning for critical roles. Responsibility to review team structure/capacity plans. Set and monitor job descriptions and objectives for direct reports and provide feedback and rewards in line with their performance against those responsibilities and objectives. Strategic Initiatives: Provide thought direction and take accountability from Bangalore on different initiatives spanning - Technology (SABRE, Aspire, Razor, Stride), Regulatory (IBOR, ViR ) & Legal Entity Controls ( Emerald, Rubik ) Skills and Experience DESCRIPTION OF TECHNICAL COMPETENCIES Given the breadth of areas the role covers, it requires a high proficiency in a wide variety of topics, including Strong knowledge of accounting rules Strong quantitative reasoning skills and understanding of financial modelling Strong Control mind-set Strong Product knowledge at across the core business products. Strong interpersonal, communication (verbal and written) and negotiating skills. DESCRIPTION OF BEHAVIOURAL COMPETENCIES Strong interpersonal communication skills to build an effective internal network across the numerous stakeholders. Strong leadership qualities to manage, retain and mentor a large team spread across 2 locations and coach the next generation of leaders. Together we: Do the right thing and are assertive, challenge one another, and live with integrity, while putting the client at the heart of what we do Never settle, continuously striving to improve and innovate, keeping things simple and learning from doing well, and not so well Are better together, we can be ourselves, be inclusive, see more good in others, and work collectively to build for the long term In line with our Fair Pay Charter, we offer a competitive salary and benefits to support your mental, physical, financial and social wellbeing. Core bank funding for retirement savings, medical and life insurance, with flexible and voluntary benefits available in some locations. Time-off including annual leave, parental/maternity (20 weeks), sabbatical (12 months maximum) and volunteering leave (3 days), along with minimum global standards for annual and public holiday, which is combined to 30 days minimum. Flexible working options based around home and office locations, with flexible working patterns. Proactive wellbeing support through Unmind, a market-leading digital wellbeing platform, development courses for resilience and other human skills, global Employee Assistance Programme, sick leave, mental health first-aiders and all sorts of self-help toolkits A continuous learning culture to support your growth, with opportunities to reskill and upskill and access to physical, virtual and digital learning. Being part of an inclusive and values driven organisation, one that embraces and celebrates our unique diversity, across our teams, business functions and geographies - everyone feels respected and can realise their full potential. 30311

Lead and conduct independent validations of AI/ML models(traditional and Generative AI) across multiple financial domains, including consumer and commercial credit risk, marketing, fraud, and AML. Ensure the accuracy, reliability, and compliance of models by overseeing and conducting thorough validations. Drive AI validation projects by conceptualizing, planning, and executing them to ensure their successful implementation and alignment with organizational goals. Engage with various departments to ensure cohesive strategy implementation, sharing insights, and fostering a collaborative work environment. Contribute expertise to the development of policies that guide AI practices and model risk management, ensuring regulatory compliance and ethical standards. Stay updated on the evolving regulatory landscape around AI and ML Mentor and develop team members, fostering a culture of collaboration and building a robust, knowledgeable team. Utilize Google Cloud Platform(GCP) to enhance efficiency by automating workflows and improving process integration. Contribute to the design and execution of model testing and monitoring processes. What experience you need 6+ years of model validation or Model Risk Management experience preferably within the banking and financial services domain, with a deep understanding of industry-specific requirements and challenges. Demonstrated expertise in AI techniques(Machine learning, natural language processing, deep learning) and their applications. Experience with ML libraries such as TensorFlow, Keras, PyTorch, Scikit- learn or equivalent required. Minimum of 1 year of experience in supervising projects and team members, demonstrating ability to successfully manage multiple projects and stakeholders simultaneously Foundational knowledge of Generative AI, with relevant coursework. Must stay updated on latest trends and regulations in this field. Advanced level programming in Python and SQL Strong interpersonal skills with the ability to lead teams, manage client relationships, and collaborate effectively with partners. Experience collaborating with partners, stakeholders and teams across multiple geographies and levels of the organization In-depth knowledge of regulations surrounding AI in the banking industry and practical experience in credit risk and fraud models. Ability to articulate complex concepts clearly and effectively to diverse stakeholders, ensuring understanding across various levels of technical proficiency. masters degree or higher in Statistics, Mathematics, Engineering, Economics, Data Science or other relevant discipline, demonstrating a high level of expertise and commitment to the field. What could set you apart Experience in developing, validating or implementing Gen AI models Prior regulatory modeling development experience including ECL, Stress testing, CECL/IFRS9 First hand experience on cloud based platforms including GCP & AWS Excellent communication and presentation skills

Embark your transformative journey as a Unsecured Capital Model Risk-Vice President. At Barclays we are committed to pushing boundaries where you'll spearhead the evolution of our Model Risk landscape, driving innovation and excellence. You will be working with experts like Model developers and Tech consultants, connect the dots with Regulatory requirements, Portfolio strategy; brainstorm within team and then taking a sustainable decision that can withstand the challenges from IVU, Audit & Regulators. You will be understanding the customer credit behavioural trends, optimise portfolio risk and return, analytically design credit policies and underwriting strategies, and set credit parameters for all programmes that impact customers to ensure loss rates remain within risk appetite whilst the expected reward is achieved which cuts across the several different products within the UK market including Credit Card, Loan, Partner Finance, and personal Current Account & Overdraft businesses. To be successful as a Unsecured Capital Model Risk-Vice President, you should have experience with: Excellent communication skills who appreciate the importance of narratives, ability to challenge and speak-up to drive the right outcomes for the business and our customers. Sound people management skills . Ability to work independently, advise stakeholders, and thrive in a dynamic and fast paced environment. Expert with Advanced Statistical model development or validation . Proficient with Regulation (Basel, IFRS9) and interpretation. Proficient with SAS/ Python, Ms-office tools. Ability to provide oversight to strategic initiatives to large scale changes in the data or platform. Some other highly valued skills may include: Strong academic background in a numerical discipline eg mathematics, statistics, informatics, economics, physics etc Excellent quantitative skills with exceptional analytical skills and logical thinking. Understanding of Basel 3.1, IFRS9 and BCBS regulation and how they interact. Experience designing Regulatory Capital models - PD, EAD, LGD for retail portfolios. Advanced understanding of automation tools like Tableau, GenAI integration into productivity improvement . 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 we'll as job-specific technical skills. This role will be based out of Noida. Purpose of the role To manage and optimise the banks overall credit risk exposure by monitoring, analysing, and reporting on the creditworthiness of its lending portfolio. Accountabilities Monitoring the financial performance and risk profile of the entire lending portfolio, including individual borrowers, sectors, and geographic regions. Analysis of credit trends, identify early warning signs of potential borrowers issues, and assess the impact of economic and market developments on the portfolio. Development and utilisation of quantitative models and risk forecasting tools to measure and predict potential credit losses. Performance of portfolio stress testing exercises to assess the impact of various economic and market scenarios on the portfolios risk profile. Definition and setting of portfolio, segment and customer risk appetite, policy and limits. Overseeing first line execution within these parameters. Vice President Expectations To contribute or set strategy, drive requirements and make recommendations for change. Plan resources, budgets, and policies; manage and maintain policies/ processes; deliver continuous improvements and escalate breaches of policies/procedures.. If managing a team, they define jobs and responsibilities, planning for the department s future needs and operations, counselling employees on performance and contributing to employee pay decisions/changes. They may also lead a number of specialists to influence the operations of a department, in alignment with strategic as we'll as tactical priorities, while balancing short and long term goals and ensuring that budgets and schedules meet corporate requirements.. 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 will be a subject matter expert within own discipline and will guide technical direction. They will lead collaborative, multi-year assignments and guide team members through structured assignments, identify the need for the inclusion of other areas of specialisation to complete assignments. They will train, guide and coach less experienced specialists and provide information affecting long term profits, organisational risks and strategic decisions.. Advise key stakeholders, including functional leadership teams and senior management on functional and cross functional areas of impact and alignment. Manage and mitigate risks through assessment, in support of the control and governance agenda. Demonstrate leadership and accountability for managing risk and strengthening controls in relation to the work your team does. Demonstrate comprehensive understanding of the organisation functions to contribute to achieving the goals of the business. Collaborate with other areas of work, for business aligned support areas to keep up to speed with business activity and the business strategies. Create solutions based on sophisticated analytical thought comparing and selecting complex alternatives. In-depth analysis with interpretative thinking will be required to define problems and develop innovative solutions. Adopt and include the outcomes of extensive research in problem solving processes. Seek out, build and maintain trusting relationships and partnerships with internal and external stakeholders in order to accomplish key business objectives, using influencing and negotiating skills to achieve outcomes.

Job Information Job Opening ID ZR_2032_JOB Date Opened 27/10/2023 Industry Technology Job Type Work Experience 3-5 years Job Title Market Risk City Chennai Province Tamil Nadu Country India Postal Code 600001 Number of Positions 4 Experience of 3+ years working with financial products and market risk while employed at an asset management firm or risk technology vendor. Solid working knowledge of all financial products with an emphasis on MBS, ABS and structured products. Strong knowledge of key market risk analytics including DV01/CS01/OAS/option Greeks and Value at Risk (VaR). check(event) ; career-website-detail-template-2 => apply(record.id,meta)" mousedown="lyte-button => check(event)" final-style="background-color:#2B39C2;border-color:#2B39C2;color:white;" final-class="lyte-button lyteBackgroundColorBtn lyteSuccess" lyte-rendered=""> I'm interested

Job Information Job Opening ID ZR_2127_JOB Date Opened 05/03/2024 Industry Technology Job Type Work Experience 3-5 years Job Title Market Risk Analyst City Chennai Province Tamil Nadu Country India Postal Code 600005 Number of Positions 5 Experience of 3+ years working with financial products and market risk while employed at an asset management firm or risk technology vendor. Solid working knowledge of all financial products with an emphasis on MBS, ABS and structured products. Strong knowledge of key market risk analytics including DV01/CS01/OAS/option Greeks and Value at Risk (VaR). Some experience in quantitative models and methods. Strong technical expertise in Excel and Bloomberg. BS or MS in Finance / Financial Engineering Strong communication skills, both verbally and written. Proven ability to multi task in support of multiple processes.Position and responsibilities Analyze risk position data validation, calculation & reporting of market risk exposures and metrics. Communicate with clients in support of daily market risk analytics and reporting. Support sales by responding to client questions during the trial period, implementation and on-going.Mandatory Skills: Market risk,quantitative,python,Dv01,Var** work from home option is available check(event) ; career-website-detail-template-2 => apply(record.id,meta)" mousedown="lyte-button => check(event)" final-style="background-color:#2B39C2;border-color:#2B39C2;color:white;" final-class="lyte-button lyteBackgroundColorBtn lyteSuccess" lyte-rendered=""> I'm interested

The Central PC Controls team is accountable for delivery of the end-to-end FM P&L (Financial Markets) product & valuation control functions in GBS and guide different strategic initiatives for FM PC. The Head of Central PC Controls works closely with the Business Line PC across FM Macro, GBS and the PC senior management team in Bangalore & Singapore to deliver the objectives of the function. Business Financial Controls: Responsible for the effective application of accounting and financial control policies and procedures for Global Financial Markets. Help FM to ensure that specific financial risks inherent in the processes involving complex derivative and other traded products are identified, monitored, controlled, and mitigated in a timely manner by developing and maintaining a product and valuation control function which meets the requirements of best practices in relation to the pricing, valuation, prudential valuation, stress testing and accurate P&L reporting of such products Work with the regional CFOs to ensure that the interfaces between FM transaction booking systems and country level accounting and regulatory reporting infrastructure are properly maintained and controlled New Products & Business Partnering: Supporting the introduction of new controls within FM and related pre and post execution governance. Providing insight with respect to structural and/or system changes and future business expansion/changes and their impact on business performance. Regulatory & Audit Engagement: Leading PC Financial Markets engagement with Global and Regional Regulators and Statutory and Internal Auditors supporting all PC related queries, questionnaires, and audits Controls: Develop and maintain appropriate policies and procedures which ensure the accounting, management and financial reporting integrity of the Macro trading desks balance sheet and P&L. Responsible for designing, building and maintaining a robust control environment in respect of daily P&L reporting, P&L attribution and balance sheet substantiation Research market best practices and keep abreast of the evolving issues that affect the valuation of the FM business. Balance Sheet Reconciliation and Substantiation: Develop and execute appropriate procedures for Balance Sheet Reconciliation and Substantiation. Balance Sheet Substantiation includes multiple processes including reconciliation (at a transactional or at a balance level) of the account, a process of review of the reconciliation and any pertinent supporting documentation and a formal certification (sign-off) of the account in a predetermined form driven by corporate policy. People and Talent: To manage, inspire and motivate the FM product and valuation control teams ensuring that everyone achieves their potential and that the team delivers its collective agenda Lead through example and build the appropriate culture and values. Set appropriate tone and expectations from the team and work in collaboration with risk and control partners across the organization. Ensure the provision of ongoing training and development of people and ensure that holders of all critical functions are suitably skilled and qualified for their roles ensuring that they have effective supervision in place to mitigate any risks. Employ, engage and retain high quality people, with succession planning for critical roles. Responsibility to review team structure/capacity plans. Set and monitor job descriptions and objectives for direct reports and provide feedback and rewards in line with their performance against those responsibilities and objectives. Strategic Initiatives: Provide thought direction and take accountability from Bangalore on different initiatives spanning - Technology (SABRE, Aspire, Razor, Stride), Regulatory (IB Skills and Experience Given the breadth of areas the role covers, it requires a high proficiency in a wide variety of topics, including: Strong knowledge of accounting rules Strong quantitative analytical skills and understanding of financial modelling Strong Control mind-set Strong Product knowledge at across the core business products. Strong interpersonal, communication (verbal and writ About Standard Chartered Were an international bank, nimble enough to act, big enough for impact. For more than 170 years, weve worked to make a positive difference for our clients, communities, and each other. We question the status quo, love a challenge and enjoy finding new opportunities to grow and do better than before. If youre looking for a career with purpose and you want to work for a bank making a difference, we want to hear from you. You can count on us to celebrate your unique talents and we cant wait to see the talents you can bring us. Our purpose, to drive commerce and prosperity through our unique diversity, together with our brand promise, to be here for good are achieved by how we each live our valued behaviours. When you work with us, youll see how we value difference and advocate inclusion. Together we: Do the right thing and are assertive, challenge one another, and live with integrity, while putting the client at the heart of what we do Never settle, continuously striving to improve and innovate, keeping things simple and learning from doing well, and not so well Are better together, we can be ourselves, be inclusive, see more good in others, and work collectively to build for the long term What we offer In line with our Fair Pay Charter, we offer a competitive salary and benefits to support your mental, physical, financial and social wellbeing. Core bank funding for retirement savings, medical and life insurance, with flexible and voluntary benefits available in some locations. Time-off including annual leave, parental/maternity (20 weeks), sabbatical (12 months maximum) and volunteering leave (3 days), along with minimum global standards for annual and public holiday, which is combined to 30 days minimum. Flexible working options based around home and office locations, with flexible working patterns. Proactive wellbeing support through Unmind, a market-leading digital wellbeing platform, development courses for resilience and other human skills, global Employee Assistance Programme, sick leave, mental health first-aiders and all sorts of self-help toolkits A continuous learning culture to support your growth, with opportunities to reskill and upskill and access to physical, virtual and digital learning. Being part of an inclusive and values driven organisation, one that embraces and celebrates our unique diversity, across our teams, business functions and geographies - everyone feels respected and can realise their full potential. www. sc. com/careers 30306

EY's Financial Services Office (FSO) is a unique, industry-focused business unit that provides a broad range of integrated services that leverage deep industry experience with strong functional capability and product knowledge. FSO practice provides integrated advisory services to financial institutions and other capital markets participants, including commercial banks, investment banks, broker-dealers, asset managers (traditional and alternative), insurance and energy trading companies, and the Corporate Treasury functions of leading Fortune 500 Companies. The service offerings provided by the FSO Advisory include: market, credit and operational risk management, regulatory advisory, quantitative advisory, structured finance transaction, actuarial advisory, technology enablement, risk and security, program advisory, and process & controls. Within EYs FSO Advisory Practice, the Financial Services Risk Management (FSRM) group provides solutions that can help FSO clients to identify, measure, manage and monitor the market (trading book), credit (banking book), operational, and regulatory risks associated with their trading, asset-liability management, capital management and other capital markets activities. Within FSRM, the Credit Risk (CR) team assists clients to design and implement strategic and functional changes and regulatory changes across risk management within the banking book portfolio. Clients include large domestic and global financial institutions and banking organizations. Key Responsibilities Demonstrate deep technical capabilities and industry knowledge of financial products, in particular lending products Understand market trends and demands in the financial services sector and issues faced by clients by staying abreast of current business and industry trends relevant to the client's business Monitor progress, manage risk, and effectively communicate with key stakeholders regarding status, issues and key priorities to achieve expected outcomes Play an active role in mentoring junior consultants within the organization Required to review, analyse and concur with tasks completed by junior staff Flexibility to work across projects involving model audits, validation and development activities Qualifications, Certifications and Education Must-have: Postgraduate (masters in accounting, finance, economics, statistics or a related field) with at least 3 years of related work experience Complete, end-to-end understanding of credit risk model development, validation, audit and/or implementation for the banking book portfolio. Knowledge of Credit Risk and Risk Analytics techniques is desirable. Should have hands on experience in data preparation, manipulation and consolidation. Strong background in regulatory requirements such as IFRS 9, CCAR, CECL within model development/validation/audit domain Expertise in Stress Testing/DFAST PD/LGD/EAD models Strong documentation skills. Required to be adept in quickly grasping key details and summarizing them in a presentation or document. Should be able to take initiative and work independently with minimal supervision, if required Strong background in statistics and econometrics. Specially- Logistic regression, Linear regression. Strong technical skills, highly proficient in Advanced Python (Pandas, Numpy, ScikitLearn, Object Oriented Programming, Parallel Processing), SAS (SAS Certified Preferred), SQL, R, excel

Our client is one of the global banking firms which provides industry-focused services for clients across geographies. We are currently looking for a Manager in the Scenario Design Team, part of the Enterprise-wide Stress Testing (EST) hub. This team is responsible for developing and enriching macroeconomic stress scenarios used across the banks internal and regulatory stress testing exercises, including BOE, ICAAP, Recovery & Resolution Planning, and Climate Risk Stress Testing. Some of the key responsibilities will include: Design and update economic stress scenarios across countries and regions. Collaborate with economists and country stakeholders to align scenarios with macroeconomic trends (growth, inflation, debt, etc.). Support quarterly management stress tests with timely scenario rollovers and enhancements. Maintain governance, documentation, and operational controls aligned with internal risk frameworks. Contribute to scenario automation, repository development, and regulatory compliance. To be eligible for this role you will require: 5-7 years of experience. Strong understanding of macroeconomics, monetary policy, and financial systems. Proficiency in data analytics / statistics tools (preferably R). Prior exposure to stress testing, economic research, or risk modeling. Bachelor's or Master's degree in Economics, Finance, Statistics, or related field. Experience in a banking or regulatory environment is preferred.

Project Role : Application Developer Project Role Description : Design, build and configure applications to meet business process and application requirements. Must have skills : Performance Testing Strategy Good to have skills : NA Minimum 7.5 year(s) of experience is required Educational Qualification : 15 years full time education Summary :As an Application Developer, you will be involved in designing, building, and configuring applications to meet business process and application requirements. Your typical day will revolve around creating innovative solutions and ensuring seamless application functionality. Roles & Responsibilities: Expected to be an SME Collaborate and manage the team to perform Responsible for team decisions Engage with multiple teams and contribute on key decisions Provide solutions to problems for their immediate team and across multiple teams Lead the team in implementing effective performance testing strategies Analyze and optimize application performance Develop and maintain performance testing frameworks Professional & Technical Skills: Must To Have Skills: Proficiency in Performance Testing Strategy Strong understanding of performance testing tools and methodologies Experience in load testing, stress testing, and scalability testing Knowledge of performance monitoring and tuning techniques Experience in analyzing performance test results Additional Information: The candidate should have a minimum of 7.5 years of experience in Performance Testing Strategy This position is based at our Hyderabad office A 15 years full-time education is required Qualification 15 years full time education

As a Vice President in the Legal Entity Market Risk team, you will manage the interface and relationship with local regulators around Market Risks. This requires an understanding and interpretation of the local regulatory requirements and providing a consistent response to each of the individual regulators with whom we interact. For those entities, Legal Entity Market Risk is responsible for risk oversight and control of the legal entities, which involves the establishment of a cross line of business framework for the measurement and control of market risks at the legal entity level. Job responsibilities Provide leadership on India Legal Entity Market Risk strategy Understand the Legal Entity requirements around Market Risk in India or APAC region. Handle effectively Legal Entity onsite and offsite inspections/examination Establish & ensure a robust risk governance framework. Establish and monitor risk limits for the legal entity. Provide commentary and analysis as required. Assist in limit escalations and monitor key control processes. Monitor market risk positions - with the aim to identify material risks, concentrations and tail risks to ensure no surprise. Conduct ad hoc risk scenario analysis for and respond to urgent requests from senior risk and trading management. Understand the factors that drive the risk and P&L on the books, follow market movement/activities affecting positions, highlight and discuss risk changes and top risks. Actively engage with location trading desk managers to remain current on risks, business activity, exposures, material trade approvals, limits and etc. Participate in the location Risk Committee meetings to cover changes in and understanding of risk profiles and any market risk issue arising. Improve risk transparency, methodologies and reports by conducting deep-dives on various basis risks, curve risks, specific structure risks etc. Coordinate with FO, MO, Finance and Technology on projects relating to FRBT, VaR, stress, risk reporting and interact extensively with technology support teams relating to methodology and infrastructure changes and improvements. Support the APAC legal entity team resiliency initiatives, which includes supporting the rest of the Asia Legal Entities in the regulatory deliverables and commitments Participate and drive deep dive and risk analysis, including cross asset risks across the trading desks and businesses Required qualifications, capabilities, and skills Minimum Bachelor s degree Strong knowledge of local financial markets and products, including derivatives. Strong analytical skills and highly numerate. Sound understanding of quantitative concepts relating to risk sensitivity, P&L explain, VaR and stress testing. Familiar with Market Risk Management related to local regulations. Strong knowledge on risk control processes and governance Excellent written and spoken communication skills; experienced in presenting to auditors and regulators. Deep sense of accountability and able to work independently with limited supervision. Work well under pressure with commitment to deliver under tight deadlines. Excellent interpersonal and influencing skills to drive cross functional initiatives and solve complex issues Preferred qualifications, capabilities, and skills At least 5 years experience in financial markets, previous trading or market risk management experience preferred. Prior managerial experience preferred

Role & responsibilities Work Areas - As part of the Credit Portfolio Risk Analytics (CPRA) Wholesale team the candidate would be working on: 1. Develop statistical PD models to accurately capture inherent credit risk in underwriting and track model performance on an ongoing basis 2. Estimate risk parameters such as PD, LGD and CCF to be used for Banks risk management and reporting purposes 3. Develop Risk Dashboard covering various dimensions to monitor the portfolio, conduct industry analysis and outlook assessment 4. Designing of new early warning triggers by tapping various internal/external sources, rollout of various MIS pertaining to internal ratings 5. Regulatory reporting as per Basel capital computation standards (Standardized and Advanced IRB approach), provisioning computations as per IndAS, IFRS and CECL guidelines ensuring SOX compliance 6. Develop advanced analytics models making use of machine learning for predicting credit risk 7. Conduct Stress testing on the Banks portfolio under various scenarios i.e. Concentration, Climate risk etc. 8. Conduct detailed product analysis and outlook assessment for risk management using various data sources both internal and external such as Bureau etc. 9. Maintenance and revision of various credit risk and regulatory policies 10. Presentation and review with senior management Qualification - 2 years full time Post-graduate degree (preferably in Statistics or an MBA or Economics degree with a strong quantitative underpinning)

We are currently seeking an experienced professional to join our team in the role of Finance Management Assistant Vice President Business: Finance Principal responsibilities This role is part of the Stress Testing Data Operations vertical. The key responsibilities for this role include: Perform data plausibility review / analysis of all the metrics/dimension in each of the tabs of the PRA reports to come up with review and challenge queries, work with CPOs to get explanation, get the correction processed, enhance explanantion in Basis of Preparation Work with stakeholder to log new Data Quality issues on Aurora and track resolution of new/existing Data Quality issues Drive/Lead enhancement of existing/new data quality checks via Python/QlikSense Perform change assessment as and when the Regulator communicates changes in existing requirement or releases a new requirement, closely work with all stakeholders to agree ownership, data sourcing, design, system enhancement. and ensure the requirements are set up ahead of the production cycle. Create/update Instructions, governance document, operating model, provide status updates in various Working Group Forums on quarterly/annual submissions Demonstrate completeness of the Data Plausibility review to Risk owner to obtain his sign offs. Provides instructions and best practice guidance to regional and global business peers Provide support to the Data Lead in execution and delivery of various adhoc requirements from the Regulator Support Quarterly Actuals, Tzero, Projections and GIST deliverables on an on going basis. Requirements Strong financial accounting experience, in particular financial consolidation Knowledge regulatory reporting requirements pertaining to Stress testing Preferably having Knowledge and experience in Basel III Stress Testing reporting Knowledge of Financial reporting would be an advantage, in particular the differences between a financial and regulator basis of consolidation Previous experience in a reporting role essential Preferably a qualified Accountant Self-motivated and capable of working as part of a team Good mathematical and analytical skills Ability to work under pressure, report to tight deadlines and deal effectively with issues as they arise Proven ability to develop and communicate effective arguments confidently Strong communication and interpersonal skills

Job Description: PwC India is seeking highly skilled Market Risk to join our team. Designation: Senior Associate / Manager Location - Bangalore / Mumbai Responsibilities: Market Risk Model Development or Validation experience covering Value at Risk (VaR), Stress VaR (historical full revaluation, Taylor var approximation (delta gamma method), Monte Carlo) for linear instruments and derivative products, VaR mapping, back-testing VaR, Expected Shortfall, Market risk Stress testing Loss estimation, RWA calculation, Sensitivity & Scenario analysis and other coherent risk measures, modeling dependence: correlations and copulas, term structure models of interest rates, and volatility modeling Deep understanding of the Fundamental Review of the Trading Book (FRTB) regulations, specifically expertise in the Internal Models Approach (IMA) and the Standardized Approach (SA). IMA & CVA Experience is preferred Demonstrated experience in development/validation of quantitative models within the banking sector, aligning with FRTB standards, particularly in market risk modeling. Familiarity with risk factor modellability concepts, and adeptness in calculating capital requirements under FRTB guidelines. Perform the back test of the distribution of simulated risk factors Conduct quantitative analysis of market data, including historical market data and current market trends, to identify potential risks and recommend appropriate risk mitigation strategies Stay up to date with industry trends, regulations, and best practices related to market risk management Requirements: Must hold a Masters or Ph.D. degree in Mathematics, Statistics, Financial Engineering, or a related quantitative field, ensuring a strong foundation in complex financial modeling. 3+ years of experience in market risk model development/validation Proficiency in programming languages such as Python, R and strong analytical skills for effective data interpretation and model analysis. Excellent verbal and written communication skills for effective articulation of complex quantitative concepts, and a collaborative approach for working in team environments with other analysts, risk managers, and IT professionals. Candidates with exposure to FRTB- Standardized Approach implementation or FRTB IMA - Model development experience will be preferred FRM/CQF/CFA certification would be a plus

We are seeking a skilled Game Testing Engineer to join our team. The ideal candidate will have a strong understanding of game development and testing methodologies, with a focus on Release Candidate (RC) to Test Case (TC) deployment. Game Testing: Conduct thorough testing of our games to ensure optimal performance and user experience. This includes functional testing, system testing, stress testing, and compatibility testing. Bug Reporting: Identify, document, and report bugs within the game. Collaborate with the development team to ensure these issues are addressed. RC to TC Deployment: Manage the deployment process from Release Candidate (RC) to Test Case (TC). This includes ensuring that all test cases are met before deployment and managing any issues that arise during this process. Process Setup: Assist in setting up processes and using optimized QA tools to ensure efficient testing and bug reporting. : Work closely with developers and other stakeholders throughout the game development process. This includes providing feedback and suggestions to improve game quality and performance. Documentation: Create detailed, comprehensive, and well-structured test plans and test cases. Good to Have: Exposure to Non-functional testing. We are seeking a skilled Game Testing Engineer to join our team. The ideal candidate will have a strong understanding of game development and testing methodologies, with a focus on Release Candidate (RC) to Test Case (TC) deployment. Game Testing: Conduct thorough testing of our games to ensure optimal performance and user experience. This includes functional testing, system testing, stress testing, and compatibility testing. Bug Reporting: Identify, document, and report bugs within the game. Collaborate with the development team to ensure these issues are addressed. RC to TC Deployment: Manage the deployment process from Release Candidate (RC) to Test Case (TC). This includes ensuring that all test cases are met before deployment and managing any issues that arise during this process. Process Setup: Assist in setting up processes and using optimized QA tools to ensure efficient testing and bug reporting. : Work closely with developers and other stakeholders throughout the game development process. This includes providing feedback and suggestions to improve game quality and performance. Documentation: Create detailed, comprehensive, and well-structured test plans and test cases. Good to Have: Exposure to Non-functional testing.

Project Role : Application Lead Project Role Description : Lead the effort to design, build and configure applications, acting as the primary point of contact. Must have skills : Microsoft Load Test Good to have skills : NAMinimum 5 year(s) of experience is required Educational Qualification : 15 years full time education Summary :As an Application Lead, you will lead the effort to design, build, and configure applications, acting as the primary point of contact. Your typical day will involve collaborating with various teams to ensure project milestones are met, addressing any challenges that arise, and providing guidance to team members to foster a productive work environment. You will also engage in strategic discussions to align project goals with organizational objectives, ensuring that the applications developed meet the highest standards of quality and functionality. Your role will be pivotal in driving innovation and efficiency within the team, while also maintaining a focus on user experience and satisfaction. Roles & Responsibilities:- Expected to be an SME.- Collaborate and manage the team to perform.- Responsible for team decisions.- Engage with multiple teams and contribute on key decisions.- Provide solutions to problems for their immediate team and across multiple teams.- Facilitate knowledge sharing sessions to enhance team capabilities.- Monitor project progress and implement necessary adjustments to meet deadlines. Professional & Technical Skills: - Must To Have Skills: Proficiency in Microsoft Load Test.- Strong understanding of application design and architecture principles.- Experience with performance testing and load testing methodologies.- Familiarity with automated testing tools and frameworks.- Ability to analyze and interpret performance metrics to drive improvements. Additional Information:- The candidate should have minimum 5 years of experience in Microsoft Load Test.- This position is based in Pune.- A 15 years full time education is required. Qualification 15 years full time education

Experience of over 3-7 years in financial risk controls Preferably having General Industry experience in risk profile. To execute and report exception(incidents) and conduct root cause analysis To Identify incident/exception areas which exist, but not reported To execute and do analytical quality review at portfolio level, channel level, new product and distributor level analysis To envisage risk and communication to relevant stakeholders To conduct risk assessment and mitigation by assessing and review of risk registers, risk triggers and portfolio analysis To execute control testing assigned Evaluating processes for assessment of financial risk with different stakeholders/functions Mind set of recommending strategies to minimize the risk along with maximizing the rewards Stress testing on financial data/actual trends Establishing stronger (system) controls based on risk matrix Solvency/capital monitoring Credit risk assessment of vendors Assessment/analysis of data relevant for risk assessment Qualifications Preferred - FRM-Group1 with Bachelor s in Engineering and MBA FRM- Group 1 with CA About Us

Project Role : Quality Engineer (Tester) Project Role Description : Enables full stack solutions through multi-disciplinary team planning and ecosystem integration to accelerate delivery and drive quality across the application lifecycle. Performs continuous testing for security, API, and regression suite. Creates automation strategy, automated scripts and supports data and environment configuration. Participates in code reviews, monitors, and reports defects to support continuous improvement activities for the end-to-end testing process. Must have skills : Performance Testing Strategy Good to have skills : Apache JMeter, Splunk, Appdynamics APMMinimum 5 year(s) of experience is required Educational Qualification : 15 years full time education Summary :As a Quality Engineer (Tester), you will enable full stack solutions through multi-disciplinary team planning and ecosystem integration to accelerate delivery and drive quality across the application lifecycle. You will perform continuous testing for security, API, and regression suite, create automation strategy, automated scripts, and support data and environment configuration. You will also participate in code reviews, monitor, and report defects to support continuous improvement activities for the end-to-end testing process. Roles & Responsibilities:- Expected to be an SME- Collaborate and manage the team to perform- Responsible for team decisions- Engage with multiple teams and contribute on key decisions- Provide solutions to problems for their immediate team and across multiple teams- Implement performance testing strategies effectively- Analyze and interpret test results to identify performance bottlenecks- Develop and execute performance test scripts Professional & Technical Skills: - Must To Have Skills: Proficiency in Performance Testing Strategy, Appdynamics APM, Splunk, Apache JMeter- Strong understanding of performance testing methodologies- Experience in load testing, stress testing, and scalability testing- Knowledge of performance monitoring tools and techniques- Ability to troubleshoot performance issues effectively Additional Information:- The candidate should have a minimum of 5 years of experience in Performance Testing Strategy- This position is based at our Bengaluru office- A 15 years full time education is required Qualification 15 years full time education

Resource experienced in Performance testing with Neoload and SAP Resource Should be able to perform following Creating Performance Test script of NeoLoad Upgrade the scripts as per the requirements Test script Data validation Perform Unit and Smoke Test signoff Early performance Test Execution Reporting Execute Average Load Peak Load Scalability Stress Test Execution Batch job performance test Query time Cost Day in life performance scenario Performance Result analysis Reporting Leverage APMSAP analysis for Performance Engineering root cause for issues

Job Title: Performance Test Engineer (Oracle EBS ) Location: Bangalore, Chennai, Hyderabad, Noida, Jaipur, Gurugram Experience: 4-7 Years Shift Timings: 2-11 PM Work Mode: C2H (6 Months) About the Role: We are seeking an experienced Performance Test Engineer (Oracle EBS ) to join our QA team. The ideal candidate will have hands-on experience with performance testing of Oracle E-Business Suite applications, strong communication skills, and a thorough understanding of Agile methodologies . This role involves ensuring the scalability, reliability, and efficiency of Oracle EBS modules through rigorous performance testing practices. Key Responsibilities: Design, develop, and execute performance, load, and stress testing for Oracle EBS modules. Identify performance bottlenecks and work closely with development and infrastructure teams to resolve issues. Use industry-standard tools (e.g., LoadRunner, JMeter) to simulate user load and assess system behavior under stress. Collaborate with cross-functional teams in an Agile environment , attending and contributing to daily stand-ups, sprint planning, and retrospectives. Track and manage test cases, defects, and performance issues using JIRA . Provide comprehensive performance test reports and recommendations for performance optimization. Required Skills: Strong experience in Oracle E-Business Suite (EBS) , particularly in performance testing. Hands-on experience with performance testing tools such as JMeter, LoadRunner, or similar. Solid understanding of Agile methodologies and experience working in Scrum teams. Experience using JIRA for test and defect management. Excellent verbal and written communication skills to collaborate with technical and non-technical stakeholders.

Quantitative Risk Management Officer - Model Risk Management Undertake reviews and analysis across the portfolio for Market Risk. Undertake development or validation on classic quantitative models (investment risk, VaR, product pricing, etc) Key Responsibilities and Duties Market Risk Model Management Model Development and Validation Model Risk Assessment and Governance Educational Requirements University (Degree) Preferred Work Experience 3+ Years Required; 5+ Years Preferred Physical Requirements Physical Requirements: Sedentary Work Career Level 7IC Job Posting Title: Associate - Financial Risk Management - Quants This role will review and validates computer models to and otherwise supports the Model Risk Management (MRM) Program in mitigation of model risk across the TIAA enterprise. Key Responsibilities and Duties The role will be responsible for conducting independent review and validation of a wide range of computer models of all types used in business areas across the TIAA enterprise. The role will Develop and execute validation plans, including defining validation objectives, scope, methodologies, and timelines. Perform thorough model testing and validation procedures, including back-testing, sensitivity analysis, stress testing, scenario analysis, and outcomes analysis. Document validation findings, including strengths, weaknesses, limitations, and recommendations for model enhancements or remediation actions. Communicate validation results and recommendations to key stakeholders, including model owners, senior management, risk committees, and regulatory authorities. Collaborate with model developers, quantitative analysts, risk managers, and other stakeholders to address validation findings and implement model improvements. Stay abreast of regulatory developments, industry trends, and best practices related to model risk management and validation Educational Requirements Bachelors Degree in a quantitative subject Work Experience 4+ Years Required. Physical Requirements Physical Requirements: Sedentary Work Career Level 7IC Required Qualifications: Bachelors Degree in a quantitative subject. Broad experience with financial services, markets, and instruments. Programming experience in a variety of languages and platforms. Experience in testing computer programs and models. Quantitative acumen and problem-solving ability. Preferred Qualifications: Master s Degree or PhD in a quantitative subject. Hands-on experience with artificial intelligence programming and platforms, both traditional machine learning and generative AI. Related Skills Advanced Mathematics, Communication, Critical Thinking, Data Analysis, Financial Acumen, Financial Modeling, Market/Industry Dynamics, Model Validation, Prioritizes Effectively, Problem Solving, Programming, Quantitative Analysis, Statistics Company Overview TIAA Global Capabilities was established in 2016 with a mission to tap into a vast pool of talent, reduce risk by insourcing key platforms and processes, as well as contribute to innovation with a focus on enhancing our technology stack. TIAA Global Capabilities is focused on building a scalable and sustainable organization , with a focus on technology , operations and expanding into the shared services business space. We are an Equal Opportunity Employer. TIAA does not discriminate against any candidate or employee on the basis of age, race, color, national origin, sex, religion, veteran status, disability, sexual orientation, gender identity, or any other legally protected status . Accessibility Support TIAA offers support for those who need assistance with our online application process to provide an equal employment opportunity to all job seekers, including individuals with disabilities. If you are a U.S. For Applicants of TIAA, Nuveen and Affiliates residing in US (other than California), click here . For Applicants of TIAA, Nuveen and Affiliates residing in California, please click here . For Applicants of TIAA Global Capabilities, click here . For Applicants of Nuveen residing in Europe and APAC, please click here .

About The Role : Job Title Model Validation Senior Specialist- Derivative Pricing, AVP LocationMumbai, India Role Description Model Risk Managements mission is to manage, independently and actively, model risk globally in line with the bank's risk appetite with responsibility for: Performing robust independent model validation; Ensuring early and proactive identification of Model Risks; Designing and recommending Model Risk Appetite; Effectively managing and mitigating Model Risks; Establishing Model Risk metrics; Designing and implementing a strong Model Risk Management and governance framework; Creating bank-wide Market Risk policies The Pricing Model Validation team as part of MoRM is responsible for the independent review and analysis of all derivative pricing models used for valuation and pricing across the bank. What we'll offer you As part of our flexible scheme, here are just some of the benefits that youll enjoy Best in class leave policy Gender neutral parental leaves 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Employee Assistance Program for you and your family members Comprehensive Hospitalization Insurance for you and your dependents Accident and Term life Insurance Complementary Health screening for 35 yrs. and above Your key responsibilities The role is to independently review and analyse derivative models for pricing and risk management across Rates, FX and Hybrids. The role as a Quantitative Analyst in Mumbai will work closely with the pricing validation team in London and Berlin to produce, analyse and document validation testing. Reviews and analysis require a good understanding of the mathematical models used, implementation methods, products traded in these markets, and the associated risks. The outcome of review and analysis and independent implementation will form the basis of discussion with key model stakeholders including Front Office Trading; Front Office Quants; Market Risk Managers; and Finance Controllers. Your skills and experience Excellent mathematical ability with an understanding of Stochastic Calculus, Partial Differential Equations, Monte-Carlo Methods, Finite Difference Methods, and Numerical Algorithms. Strong interest in financial markets (especially derivative pricing) demonstrated by qualifications and/or experience. Experience coding in a high level language primarily Python. Excellent communication skills both written and oral. Education/Qualifications Academic degree in a quantitative discipline (e.g. Mathematical Finance / Statistics, Maths, Physics, Engineering) with a focus on application. How we'll support you Training and development to help you excel in your career Coaching and support from experts in your team A culture of continuous learning to aid progression A range of flexible benefits that you can tailor to suit your needs About us and our teams Please visit our company website for further information: https://www.db.com/company/company.htm We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively. Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group. We welcome applications from all people and promote a positive, fair and inclusive work environment.

The SAP Data Load role involves working with relevant technologies, ensuring smooth operations, and contributing to business objectives. Responsibilities include analysis, development, implementation, and troubleshooting within the SAP Data Load domain.

The Performance Engineering, RedHat Linux role involves working with relevant technologies, ensuring smooth operations, and contributing to business objectives. Responsibilities include analysis, development, implementation, and troubleshooting within the Performance Engineering, RedHat Linux domain.

AVP / VP Model Risk Management Our client is one of the global banking firms which provides industry-focused services for clients across geographies. We are looking for a Principal Advisor to join our global Model Risk Management (MRM) team. As part of a collaborative and dynamic team, you will be responsible for validating, reviewing, and challenging models across the bank to ensure compliance with regulatory guidelines and best practices. Please contact Malavika or email your cv directly in word format with Job ID: 14910 to Please note that due to the high number of applications, only shortlisted candidates will be contacted. If you do not hear from us in the next 7 business days, we regret to inform you that your application for this position was unsuccessful . Key responsibilities Conduct comprehensive validations of models across Treasury, ALM, balance sheet forecasting, and credit risk. Review model design, data integrity, code accuracy, and stress testing frameworks. Prepare high-quality validation reports and documentation, adhering to internal and regulatory standards. Interact with model owners, users, data scientists, and global MRM teams to ensure robust oversight. Provide effective challenge and identify model risks and control gaps, recommending enhancements. Support audits, regulatory exams, and ongoing model monitoring and governance. Stay current with regulatory trends (e.g., SR 11-7, OCC 2011 2012) and industry best practices. Role requirements 5-12 years of experience in model development, validation, or implementation within financial services. Proficiency in Python, R, SQL, and statistical methods (regression, ARIMA, etc.). Experience with Treasury, ALM, or balance sheet forecasting models is a plus. Strong understanding of model governance frameworks and regulatory expectations. Bachelor s or master s degree in statistics, mathematics, economics, or a related quantitative field. Excellent written and verbal communication skills and the ability to mentor junior analysts.