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Job Title: Model Validation Analyst - Pricing & Counter Party (APAC/ EMEA)Location: BengaluruExperience: 2-10 YearsOpenings: 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 modelsAssess model assumptions, methodologies, and implementation frameworksConduct quantitative testing, benchmarking, and sensitivity analysisEvaluate model performance, limitations, and regulatory complianceCollaborate with model development, risk, and front office teams globallyPrepare detailed validation reports and present findings to senior stakeholdersKey Requirements:2–10 years of experience in model validation within a global bank or reputed financial institutionStrong exposure to E2E pricing risk model validation and counterparty risk model validationSolid understanding of derivatives, financial products, and risk methodologiesStrong quantitative, analytical, and problem-solving skillsEducational Qualifications:Bachelor’s and Master’s degree in a technical discipline (Engineering, Mathematics, Statistics, or related field) from a premier institutionPhD preferred (not mandatory) in a quantitative fieldPreferred Skills:Proficiency in Python, R, or C++Understanding of model risk management and regulatory frameworksStrong communication and stakeholder management capabilitiesGreat models can drive decisions, but only rigorous validation builds trust. In risk management, credibility is the true currency.