Model Validation Role - Pricing & CCR - Risk Management Centre of Excellence

Hiring: Model Validation (Pricing & CCR)

A leading global financial institution is seeking - Model Validation professional to join its Risk Management Centre of Excellence in Bengaluru.

This role offers exposure to derivative pricing models and counterparty credit risk (CCR) across asset classes, with opportunities to work on high-impact projects supporting global markets.

Role Highlights:

- Validate pricing models (Interest Rates, Credit, Equities, FX) and CCR models (XVA, PFE/EPE, CVA, IMM).

- Conduct end-to-end validation: methodology review, calibration, implementation logic, and robustness checks.

- Perform stress testing, sensitivity analysis, benchmarking, and back-testing against industry practices.

- Ensure compliance with global model risk frameworks and regulatory standards (FRB SR 11-7, OCC 2011-12, Basel).

- Collaborate with global stakeholders while maintaining independence in validation.

- Lead and mentor a small team of quants, ensuring delivery excellence.

Candidate Profile:

- 6-10 years of experience in model validation, model development, or front-office quant roles.

- Strong expertise in derivative pricing and/or CCR models.

- Advanced knowledge of quantitative finance, stochastic calculus, and risk methodologies.

- Proficiency in Python, C++, MATLAB, or R.

- Excellent communication skills with exposure to senior stakeholders and regulators.

- Advanced degree (Masters/PhD preferred) in Quantitative Finance, Mathematics, Statistics, Physics, or Engineering.

Why This Role?

- Be part of a global capability centre supporting risk management across Americas, EMEA, and APAC.

- Gain exposure to regulatory examinations, senior management committees, and global stakeholders.

- Opportunity to lead, mentor, and grow within a high-performance environment.

Location: Bengaluru

Corporate Title: Based on experience and interview

If youre passionate about quantitative finance, risk management, and model governance, this is your chance to make a global impact. Apply now through campus placement or direct application channels.