Job Title: Model Validation Analyst - Pricing & Counter Party (APAC/ EMEA)
Location: Bengaluru
Experience: 2-10 Years
Openings: 10+
Role Overview:
We are hiring Model Validation Analysts for a leading global banking organization across APAC and EMEA regions. This role involves independent validation of complex pricing and risk models, ensuring robustness, regulatory compliance, and alignment with global risk standards.
Key Responsibilities:
- Perform independent validation of E2E pricing models and counterparty risk models
- Assess model assumptions, methodologies, and implementation frameworks
- Conduct quantitative testing, benchmarking, and sensitivity analysis
- Evaluate model performance, limitations, and regulatory compliance
- Collaborate with model development, risk, and front office teams globally
- Prepare detailed validation reports and present findings to senior stakeholders
Key Requirements:
- 210 years of experience in model validation within a global bank or reputed financial institution
- Strong exposure to E2E pricing risk model validation and counterparty risk model validation
- Solid understanding of derivatives, financial products, and risk methodologies
- Strong quantitative, analytical, and problem-solving skills
Educational Qualifications:
- Bachelor's and Master's degree in a technical discipline (Engineering, Mathematics, Statistics, or related field) from a premier institution
- PhD preferred (not mandatory) in a quantitative field
Preferred Skills:
- Proficiency in Python, R, or C++
- Understanding of model risk management and regulatory frameworks
- Strong communication and stakeholder management capabilities
Great models can drive decisions, but only rigorous validation builds trust. In risk management, credibility is the true currency.
