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We’re #hiring for a Model Governance Stats (3-8 Years) role in Mumbai, Maharashtra. Apply today or share this post with your network.

📢 𝐍𝐨𝐰 𝐇𝐢𝐫𝐢𝐧𝐠: 𝐌𝐨𝐝𝐞𝐥 𝐆𝐨𝐯𝐞𝐫𝐧𝐚𝐧𝐜𝐞 𝐒𝐭𝐚𝐭𝐬 (3-8 𝐲𝐞𝐚𝐫𝐬 𝐞𝐱𝐩𝐞𝐫𝐢𝐞𝐧𝐜𝐞) 📍 𝐋𝐨𝐜𝐚𝐭𝐢𝐨𝐧: Mumbai 📌 𝐉𝐨𝐛 𝐈𝐃: RISKINN-RAC-MG Job Details: https://lnkd.in/d7ZAmesn Application Form: https://lnkd.in/dwDUpPVY 💡 𝐀𝐛𝐨𝐮𝐭 𝐭𝐡𝐞 𝐑𝐨𝐥𝐞: This opportunity is ideal for professionals with experience in credit risk management, model governance, and financial risk analytics. The role involves model development, validation, and regulatory compliance for banks and NBFCs, with a strong focus on Basel II/III, IFRS 9, PD, LGD, EAD modeling, and ICAAP (Pillar I & II risks). 🎯 𝐊𝐞𝐲 𝐑𝐞𝐬𝐩𝐨𝐧𝐬𝐢𝐛𝐢𝐥𝐢𝐭𝐢𝐞𝐬: ✅ Model development, review, validation, and governance for financial institutions. ✅ Conduct gap analysis, regulatory compliance reviews, and risk reporting. ✅ Work with credit risk frameworks for SMEs, mid-corporates, and infrastructure projects. ✅ Apply ERM, Basel II/III capital metrics, and stress testing methodologies. 🔍 𝐖𝐡𝐚𝐭 𝐘𝐨𝐮’𝐥𝐥 𝐍𝐞𝐞𝐝: 🎓 3–8 years of experience in financial credit risk management. 📊 Strong educational background in Statistics, Data Science, or a related field. 💻 Proficiency in Python, R, SQL, Excel (with add-ins), and statistical techniques. 📈 Experience handling large datasets, data cleansing, and risk analytics. 📝 Strong communication, problem-solving, and teamwork skills. 🚀 Familiarity with quality processes (ISO, CMM) and information security best practices. ✈️ Willingness to travel as required. 𝐖𝐡𝐚𝐭 𝐘𝐨𝐮 𝐖𝐢𝐥𝐥 𝐆𝐚𝐢𝐧 ✅ Industry Expertise – Gain exposure to cutting-edge risk, analytics, and technology solutions. ✅ Meaningful Work – Contribute to projects that have a significant impact on financial institutions. ✅ Career Growth – Work in a supportive and high-growth environment. ✅ Global Network – Be part of a world-class organization with an international presence. Ready to take the next step in your career? If you are a motivated professional looking for your next challenge, we encourage you to apply. 📩 Submit your resume to umar@riskinn.com Join us in shaping the future of model governance! 🚀

𝐀𝐝𝐚𝐩𝐭𝐢𝐧𝐠 𝐑𝐢𝐬𝐤 𝐌𝐚𝐧𝐚𝐠𝐞𝐦𝐞𝐧𝐭 𝐅𝐫𝐚𝐦𝐞𝐰𝐨𝐫𝐤𝐬 𝐭𝐨 𝐚 𝐂𝐡𝐚𝐧𝐠𝐢𝐧𝐠 𝐅𝐢𝐧𝐚𝐧𝐜𝐢𝐚𝐥 𝐋𝐚𝐧𝐝𝐬𝐜𝐚𝐩𝐞 By analyzing regulatory standards, emerging financial threats, and real-world case studies, this study explores risk management frameworks for financial institutions in a rapidly changing economic landscape. It examines the integration of AI, big data, and compliance mechanisms to address credit, market, operational, and emerging risks. Published in 2025, this paper also analyzes historical financial crises and successful institutional strategies for enhancing financial resilience. 📢 𝐖𝐡𝐲 𝐓𝐡𝐢𝐬 𝐒𝐭𝐮𝐝𝐲 𝐌𝐚𝐭𝐭𝐞𝐫𝐬 The authors highlight the importance of adaptive risk frameworks, integrating technology-driven solutions, FinTech alliances, stress testing, and governance best practices to ensure financial stability. 💡 𝐂𝐨𝐫𝐞 𝐈𝐧𝐬𝐢𝐠𝐡𝐭𝐬 𝐟𝐫𝐨𝐦 𝐭𝐡𝐞 𝐒𝐭𝐮𝐝𝐲  1. 𝐂𝐫𝐢𝐬𝐢𝐬-𝐃𝐫𝐢𝐯𝐞𝐧 𝐑𝐢𝐬𝐤 𝐋𝐞𝐬𝐬𝐨𝐧𝐬: Past crises (Great Depression, Dot-Com Bubble, 2008 GFC) reveal liquidity mismanagement and weak oversight as key failures. Modern frameworks apply stress testing and AI to prevent collapses. JPMorgan, DBS, and ING showcase success in AI-driven monitoring and ESG integration. 1. 𝐄𝐱𝐩𝐚𝐧𝐝𝐢𝐧𝐠 𝐑𝐢𝐬𝐤 𝐂𝐨𝐯𝐞𝐫𝐚𝐠𝐞: Risk management now covers climate, cyber, and geopolitical threats. Scenario analysis and stress testing ensure resilience, while 2008 GFC & Asian Crisis highlight the need for capital buffers and real-time risk assessment. 2. 𝐑𝐞𝐠𝐮𝐥𝐚𝐭𝐨𝐫𝐲 𝐂𝐨𝐦𝐩𝐥𝐢𝐚𝐧𝐜𝐞: Institutions must follow Basel III, Dodd-Frank, and regional rules for liquidity and capital adequacy. EU focuses on ESG, U.S. on systemic risk, and APAC on digital security, requiring region-specific compliance. 📊 𝐕𝐚𝐥𝐮𝐞 𝐟𝐨𝐫 𝐑𝐢𝐬𝐤 𝐏𝐫𝐨𝐟𝐞𝐬𝐬𝐢𝐨𝐧𝐚𝐥𝐬 & 𝐅𝐑𝐌 𝐀𝐬𝐩𝐢𝐫𝐚𝐧𝐭𝐬 1. 𝐄𝐧𝐭𝐞𝐫𝐩𝐫𝐢𝐬𝐞 𝐑𝐢𝐬𝐤 𝐌𝐚𝐧𝐚𝐠𝐞𝐦𝐞𝐧𝐭: Strengthens institutional risk frameworks through AI integration, stress testing, and advanced compliance strategies. 2. 𝐂𝐞𝐫𝐭𝐢𝐟𝐢𝐜𝐚𝐭𝐢𝐨𝐧 𝐑𝐞𝐥𝐞𝐯𝐚𝐧𝐜𝐞: Covers key FRM syllabus topics, including regulatory frameworks, credit & market risk quantification, and risk governance. 👏 Kudos to the authors for their comprehensive contribution to financial risk management innovation! Source: https://shorturl.at/h6VQv 💡 Pro Tip: Join a global community of risk professionals to stay ahead! 🔗 https://bit.ly/4jtaJQx (𝘞𝘦 𝘝𝘦𝘳𝘪𝘧𝘺) Master Credit Risk with Experts: https://bit.ly/4b8JeI0 Master Market Risk with Experts: https://bit.ly/4eYNvyl Ace FRM with Expert Guidance: https://bit.ly/40DTapo Global Careers Club (GCC) Ripul Aman Amey #riskmanagement #financialinstitutions #baseliii #cybersecurity #frm #scr #rai #creditrisk #marketrisk #operationalrisk #stresstesting #financialstability #garp #regulatorycompliance #aiinfinance #riskgovernance #financialregulation #bankingindustry #gsib #climaterisk #greenfinance #riskinn

🏁𝐑𝐢𝐬𝐤 𝐌𝐚𝐧𝐚𝐠𝐞𝐫 𝐂𝐚𝐫𝐞𝐞𝐫 𝐏𝐨𝐢𝐧𝐭 🏁 📣 3 Opportunities in Model Governance, Risk Analytics, Programming 𝐉𝐨𝐛 𝐏𝐨𝐬𝐭𝐞𝐫: Risk Inn Talent Partner/GCC Club Member 𝐉𝐨𝐛 𝐈𝐃s: CHECK IMAGE Apply via Candidate Form https://lnkd.in/dQDjTmAF or email umar@riskinn.com Hiring? Fill our Recruiter Form https://lnkd.in/dWxnJdrg Need Coaching https://bit.ly/3CbaJDC #riskmanagement #creditrisk #marketrisk #ifrsmethodology #ifrsm9 #frtb #baseliii #stressTesting #quantitativerisk #seniorarchitect #programmer #modelvalidation #modeldevelopment #creditriskmodeling #marketriskmodeling #pd #lgd #ead #var #expectedshortfall #pythonprogramming #riskjobs #financejobs #kuwaitjobs #cfa #frm #financialrisk #riskanalytics #riskinn

𝐌𝐚𝐜𝐡𝐢𝐧𝐞 𝐋𝐞𝐚𝐫𝐧𝐢𝐧𝐠 𝐢𝐧 𝐂𝐫𝐞𝐝𝐢𝐭 𝐑𝐢𝐬𝐤 & 𝐃𝐞𝐟𝐚𝐮𝐥𝐭 𝐏𝐫𝐞𝐝𝐢𝐜𝐭𝐢𝐨𝐧 This study, published in 2025, benchmarks six models including linear discriminant analysis (LDA), logistic regression (LR), support vector machines (SVM), XGBoost, random forests (RF), and deep neural networks (DNN) for credit card default prediction. The authors highlight how machine learning is improving credit risk assessment by enhancing accuracy and supporting better risk management decisions. 📢 𝐖𝐡𝐚𝐭 𝐒𝐞𝐭𝐬 𝐓𝐡𝐢𝐬 𝐏𝐚𝐩𝐞𝐫 𝐀𝐩𝐚𝐫𝐭 Using UCI’s dataset of 30,000 Taiwanese credit card users (6,636 defaults, 23,364 non-defaults), this study benchmarks predictive performance via confusion metrics (accuracy, precision, recall, F1-score, and G-mean) and introduces a default score formula based on DNN’s feature importance. 💡 𝐍𝐨𝐭𝐚𝐛𝐥𝐞 𝐈𝐧𝐬𝐢𝐠𝐡𝐭𝐬 1. 𝐒𝐮𝐩𝐞𝐫𝐢𝐨𝐫 𝐏𝐫𝐞𝐝𝐢𝐜𝐭𝐢𝐯𝐞 𝐀𝐜𝐜𝐮𝐫𝐚𝐜𝐲: The study finds that DNN and XGBoost achieved the highest AUC of 77%, with DNN outperforming all models at 81.8% accuracy. Modern ML models (DNN, XGBoost, RF) outperformed traditional methods across recall, F1-score, and G-mean, with DNN achieving the best overall performance. Logistic regression and LDA had high specificity, effectively identifying non-default cases, but struggled with detecting defaults due to low sensitivity. 2. 𝐅𝐞𝐚𝐭𝐮𝐫𝐞 𝐈𝐦𝐩𝐨𝐫𝐭𝐚𝐧𝐜𝐞 𝐢𝐧 𝐃𝐞𝐟𝐚𝐮𝐥𝐭 𝐏𝐫𝐞𝐝𝐢𝐜𝐭𝐢𝐨𝐧: Key indicators included bill sum, age, past payment history, and credit limit, with bill sum emerging as the strongest predictor. The study derives a default score formula using DNN's feature importance, weighting key predictors like bill sum and payment history. Scores above 1 indicate good borrowers, while scores below 1 indicate higher risk. 📊 𝐕𝐚𝐥𝐮𝐞 𝐟𝐨𝐫 𝐑𝐢𝐬𝐤 𝐌𝐚𝐧𝐚𝐠𝐞𝐫𝐬 & 𝐅𝐑𝐌 𝐀𝐬𝐩𝐢𝐫𝐚𝐧𝐭𝐬 1. 𝐏𝐫𝐞𝐝𝐢𝐜𝐭𝐢𝐯𝐞 𝐌𝐨𝐝𝐞𝐥𝐢𝐧𝐠 & 𝐂𝐫𝐞𝐝𝐢𝐭 𝐑𝐢𝐬𝐤 𝐒𝐭𝐫𝐚𝐭𝐞𝐠𝐲: AI-driven models enhance default prediction, helping banks refine credit assessments, optimize capital allocation, and strengthen credit risk management. 2. 𝐂𝐞𝐫𝐭𝐢𝐟𝐢𝐜𝐚𝐭𝐢𝐨𝐧 𝐔𝐭𝐢𝐥𝐢𝐭𝐲: Aligns with FRM topics on credit risk modeling, machine learning, and default probability, offering practical insights for aspirants and risk professionals. Thanks to the authors for their valuable insights Source: https://shorturl.at/0h39Z 𝗘𝗻𝗷𝗼𝘆𝗲𝗱 𝗥𝗲𝗮𝗱𝗶𝗻𝗴 𝘁𝗵𝗶𝘀? Join a global vibrant community of 15000+ finance and Risk Management professionals at Risk Inn 𝗦𝘁𝗮𝘆 𝗜𝗻𝗳𝗼𝗿𝗺𝗲𝗱 𝗮𝗻𝗱 𝗖𝗼𝗻𝗻𝗲𝗰𝘁𝗲𝗱 🤝 https://bit.ly/4jtaJQx (𝘞𝘦 𝘝𝘦𝘳𝘪𝘧𝘺) Master Credit Risk with Experts: https://bit.ly/4b8JeI0 #creditrisk #riskmanagement #financialmodeling #banking #financerisk #marketrisk #dataanalytics #riskmitigation #businessintelligence #creditdefault #regulatorycompliance #fintech #baseliii #predictivemodeling #investmentrisk #frm #cfa #scr #rai #defaultprediction #riskinn

𝐁𝐫𝐢𝐝𝐠𝐢𝐧𝐠 𝐃𝐚𝐭𝐚 𝐆𝐚𝐩𝐬 𝐢𝐧 𝐂𝐫𝐞𝐝𝐢𝐭 𝐑𝐢𝐬𝐤: 𝐀 𝐁𝐚𝐲𝐞𝐬𝐢𝐚𝐧 𝐒𝐨𝐥𝐮𝐭𝐢𝐨𝐧 𝐟𝐨𝐫 𝐋𝐆𝐃 𝐄𝐬𝐭𝐢𝐦𝐚𝐭𝐢𝐨𝐧 By analyzing real banking data and regulatory guidelines, this study presents a Bayesian approach to Loss Given Default (LGD) estimation, addressing challenges related to small sample biases and unresolved recovery cases. Published in 2024, this paper introduces a Bayesian model incorporating a Beta distribution, demonstrating its potential to improve LGD estimation for mortgage loan portfolios. 📢 𝐖𝐡𝐲 𝐓𝐡𝐢𝐬 𝐒𝐭𝐮𝐝𝐲 𝐌𝐚𝐭𝐭𝐞𝐫𝐬 LGD estimation is a key challenge for banks using the Advanced Internal Rating-Based (AIRB) approach under Basel regulations. This study introduces a Bayesian approach incorporating both resolved and unresolved cases, addressing small sample biases and improving long-run LGD estimation in line with EBA guidelines. 💡 𝐂𝐨𝐫𝐞 𝐈𝐧𝐬𝐢𝐠𝐡𝐭𝐬 𝐟𝐫𝐨𝐦 𝐭𝐡𝐞 𝐒𝐭𝐮𝐝𝐲 1. 𝐀𝐝𝐝𝐫𝐞𝐬𝐬𝐢𝐧𝐠 𝐃𝐚𝐭𝐚 𝐂𝐡𝐚𝐥𝐥𝐞𝐧𝐠𝐞𝐬: The study introduces a two-step LGD model, first classifying recoveries (near 0 or near 1) and then using a Bayesian model with a Beta distribution to estimate future recoveries. 2. 𝐑𝐞𝐠𝐮𝐥𝐚𝐭𝐨𝐫𝐲 𝐑𝐞𝐥𝐞𝐯𝐚𝐧𝐜𝐞: The model aligns with EBA/GL/2017/16 guidelines, ensuring that unresolved recovery cases are properly incorporated to derive a more objective long-run LGD. 3. 𝐄𝐦𝐩𝐢𝐫𝐢𝐜𝐚𝐥 𝐕𝐚𝐥𝐢𝐝𝐚𝐭𝐢𝐨𝐧: The approach is tested on real mortgage loan data (2008–2018) from a European bank, with 1,867 observations, including 314 unresolved cases. The study compares its results to traditional methods, demonstrating potential for lower bias in small sample scenarios and promising LGD projections. 📊 𝐕𝐚𝐥𝐮𝐞 𝐟𝐨𝐫 𝐑𝐢𝐬𝐤 𝐏𝐫𝐨𝐟𝐞𝐬𝐬𝐢𝐨𝐧𝐚𝐥𝐬 & 𝐅𝐑𝐌 𝐀𝐬𝐩𝐢𝐫𝐚𝐧𝐭𝐬 1. 𝐂𝐫𝐞𝐝𝐢𝐭 𝐏𝐨𝐫𝐭𝐟𝐨𝐥𝐢𝐨 𝐌𝐚𝐧𝐚𝐠𝐞𝐦𝐞𝐧𝐭: Enhances LGD estimation using a Bayesian approach, improving credit risk modeling, portfolio management, and Basel III compliance. 2. 𝐂𝐞𝐫𝐭𝐢𝐟𝐢𝐜𝐚𝐭𝐢𝐨𝐧 𝐑𝐞𝐥𝐞𝐯𝐚𝐧𝐜𝐞: Covers FRM-relevant topics, including Bayesian LGD modeling, stress testing, and quantitative credit risk assessment. 👏 Kudos to the authors for their impactful contribution to credit risk modeling innovation! Source: https://shorturl.at/tHDgZ 💡 Pro Tip: Join a global community of risk professionals to stay ahead! 🔗 https://bit.ly/4jtaJQx (𝘞𝘦 𝘝𝘦𝘳𝘪𝘧𝘺) Master Credit Risk with Experts:  https://bit.ly/4b8JeI0 📚 Ace FRM with Expert Guidance: https://bit.ly/40DTapo Global Careers Club (GCC) Ripul Umar Aman Harshit Amey #creditrisk #riskmanagement #lgd #baseliii #financerisk #bayesiananalysis #predictiveanalytics #quantitativefinance #frm #cfa #scr #rai #bigdata #defaultprediction #bankingrisk #quantmodelling #financialregulations #datadriven #aiinfinance #machinelearning #creditportfoliomanagement #frmcandidate #stressTesting #financialanalytics #riskframework #regtech #capitalmarkets #creditratings #fintech #riskinn

🚀 𝐑𝐢𝐬𝐤 𝐌𝐚𝐧𝐚𝐠𝐞𝐫𝐬 & 𝐓𝐞𝐜𝐡 𝐄𝐱𝐩𝐞𝐫𝐭𝐬 𝐢𝐧 𝐌𝐮𝐦𝐛𝐚𝐢 & 𝐊𝐨𝐥𝐤𝐚𝐭𝐚 – 𝐖𝐞’𝐫𝐞 𝐇𝐢𝐫𝐢𝐧𝐠! Are you passionate about solving complex challenges in risk management, model governance, and financial technology? If so, we have exciting opportunities for you! 😃 📢 We're Supporting a leading Risk Analytics and Consulting Firm in India, we are looking for experienced professionals to join their Model Governance, Software Architecture, and Quantitative Programming teams in Mumbai (Onsite). 🔹 Roles Available: https://lnkd.in/dHT3qqg2  ✅ Model Governance & Risk (3-8 years experience) | Job ID: RISKINNRAC1 ✅ Senior Architect (10-15 years experience) | Job ID: RISKINNRAC2 ✅ Principal Programmer (5-10 years experience) | Job ID: RISKINNRAC3 📩 Apply Now: Submit Your Application Here (Mention Job ID) Apply here: https://lnkd.in/dV2-3WTg 💡 𝐖𝐡𝐲 𝐉𝐨𝐢𝐧? Work on cutting-edge risk models, regulatory frameworks, and scalable financial technology solutions while collaborating with top industry professionals. 💼 𝐖𝐡𝐨 𝐖𝐞 𝐀𝐫𝐞: At Risk Inn, we connect talented professionals with leading global firms through our initiative, Global Careers Club (GCC). We specialize in risk, analytics, and technology recruitment, helping experts find meaningful career opportunities worldwide. 💡 𝐖𝐡𝐚𝐭 𝐘𝐨𝐮’𝐥𝐥 𝐆𝐚𝐢𝐧: ✅ Industry Expertise – Exposure to top-tier risk & analytics projects ✅ Meaningful Work – Impact the financial industry with your skills ✅ Career Growth – Thrive in a high-performance environment ✅ Global Network – Work with top professionals in risk & tech Ready to take your career to the next level? Apply now and be part of a transformative journey in risk analytics & technology! 📩 Have questions? Email us at: empowering@riskinn.com Risk Inn Ripul Umar Aman Harshit Global Careers Club (GCC) #riskmanagement #marketrisk #quantitativerisk #modelgovernance #creditrisk #ifrs9 #baselIII #riskanalytics #quantitativefinance #programming #financialmodeling #bigdata #dataanalytics #python #riskhiring #hiringalert #techjobs #careeropportunities #recruitment #riskconsulting #bankingjobs #analytics #fintech #jobsearch #technology #jobopportunity #career

𝐇𝐚𝐫𝐧𝐞𝐬𝐬𝐢𝐧𝐠 𝐀𝐈 𝐟𝐨𝐫 𝐍𝐞𝐱𝐭-𝐆𝐞𝐧 𝐑𝐢𝐬𝐤 𝐌𝐚𝐧𝐚𝐠𝐞𝐦𝐞𝐧𝐭 A must-read paper from 2023 to close out your week. In this study, the authors examine the integration of AI/ML in financial institutions, revealing quantitative findings such as a potential value-add of nearly one trillion dollars by 2025 and that high-frequency trading represents around 70% of US equity trade volume. The paper also addresses critical challenges including data privacy, regulatory compliance, and algorithmic bias. As the field continues to evolve, the paper's core insights and methodologies provide a detailed examination of AI’s role in risk management today. 🔍 𝐖𝐡𝐚𝐭 𝐒𝐞𝐭𝐬 𝐓𝐡𝐢𝐬 𝐏𝐚𝐩𝐞𝐫 𝐀𝐩𝐚𝐫𝐭 The authors systematically review AI/ML applications across trading, risk assessment, and operational optimization, quantifying adoption rates and efficiency gains and challenges in integrating AI within major financial institutions. 💡 𝐍𝐨𝐭𝐚𝐛𝐥𝐞 𝐈𝐧𝐬𝐢𝐠𝐡𝐭𝐬 1. 𝐄𝐧𝐡𝐚𝐧𝐜𝐞𝐝 𝐏𝐫𝐞𝐝𝐢𝐜𝐭𝐢𝐯𝐞 𝐀𝐜𝐜𝐮𝐫𝐚𝐜𝐲: AI/ML models have improved forecasting precision by significant margins, as evidenced by performance metrics that show up to a 30% reduction in forecasting errors. 2. 𝐎𝐩𝐞𝐫𝐚𝐭𝐢𝐨𝐧𝐚𝐥 𝐄𝐟𝐟𝐢𝐜𝐢𝐞𝐧𝐜𝐲: The integration of AI has reduced trading decision latency, with systems processing real-time data 50% faster than traditional methods 📊 𝐕𝐚𝐥𝐮𝐞-𝐃𝐫𝐢𝐯𝐞𝐧 𝐒𝐭𝐫𝐚𝐭𝐞𝐠𝐢𝐞𝐬 𝐟𝐨𝐫 𝐑𝐢𝐬𝐤 𝐌𝐚𝐧𝐚𝐠𝐞𝐫𝐬 & 𝐅𝐑𝐌 𝐀𝐬𝐩𝐢𝐫𝐚𝐧𝐭𝐬 1. 𝐏𝐫𝐚𝐜𝐭𝐢𝐜𝐚𝐥 𝐈𝐦𝐩𝐥𝐞𝐦𝐞𝐧𝐭𝐚𝐭𝐢𝐨𝐧: The paper demonstrates how AI-driven models can be integrated into existing risk management systems, offering simulation techniques and real-time analytics that enable precise identification and mitigation of emerging risks. 2. 𝐂𝐞𝐫𝐭𝐢𝐟𝐢𝐜𝐚𝐭𝐢𝐨𝐧 𝐔𝐭𝐢𝐥𝐢𝐭𝐲: It reinforces key quantitative concepts, such as model validation and scenario analysis, that are central to the FRM syllabus, providing valuable insights for both FRM aspirants and charter holders. We appreciate the authors for delivering key insights into the transformative impact of AI and ML on financial markets! Source: https://shorturl.at/lkSvT 𝗘𝗻𝗷𝗼𝘆𝗲𝗱 𝗥𝗲𝗮𝗱𝗶𝗻𝗴 𝘁𝗵𝗶𝘀? Join a global vibrant community of 15000+ finance and Risk Management professionals at Risk Inn 𝗦𝘁𝗮𝘆 𝗜𝗻𝗳𝗼𝗿𝗺𝗲𝗱 𝗮𝗻𝗱 𝗖𝗼𝗻𝗻𝗲𝗰𝘁𝗲𝗱 🤝 https://bit.ly/4jtaJQx (𝘞𝘦 𝘝𝘦𝘳𝘪𝘧𝘺) Master Market Risk with Experts: https://bit.ly/4eYNvyl Ace FRM with Expert Guidance: https://bit.ly/40DTapo Aman Harshit Umar Amey Global Careers Club (GCC) #artificialintelligence #ml #dataanalytics #riskassessment #portfoliooptimization #financialrisk #marketrisk #creditrisk #frm #scr #rai #garp #quantanalysis #techinfinance #regulatorycompliance #riskmodeling #stresstesting #ai #capitalmarkets #financialstrategy #basel3 #frtb #ifrs9 #riskleadership #dynamicrisk #innovationinfinance #globalfinance #riskculture #riskinn

🏁𝐑𝐢𝐬𝐤 𝐌𝐚𝐧𝐚𝐠𝐞𝐫 𝐂𝐚𝐫𝐞𝐞𝐫 𝐏𝐨𝐢𝐧𝐭 🏁 📣Opportunity in Credit and Market Risk Analytics 🚀 Country: Kuwait 🇰🇼 𝐉𝐨𝐛 𝐏𝐨𝐬𝐭𝐞𝐫: GCC Club Member 👊 𝐉𝐨𝐛 𝐈𝐃: RISKINNKSF001 Apply via Candidate Form https://lnkd.in/dQDjTmAF or email umar@riskinn.com Hiring? Fill our Recruiter Form https://lnkd.in/dWxnJdrg Need Coaching https://bit.ly/3CbaJDC #riskmanagement #creditrisk #marketrisk #ifrsmethodology #ifrsm9 #frtb #baseliii #stressTesting #quantitativerisk #modelvalidation #modeldevelopment #creditriskmodeling #marketriskmodeling #pd #lgd #ead #var #expectedshortfall #pythonprogramming #riskjobs #financejobs #kuwaitjobs #cfa #frm #financialrisk #riskanalytics #riskinn

🎯 𝐓𝐡𝐞 𝐋𝐢𝐟𝐞 𝐨𝐟 𝐚 𝐃2𝐂 𝐏𝐫𝐨𝐝𝐮𝐜𝐭 𝐌𝐚𝐧𝐚𝐠𝐞𝐫, 𝐒𝐮𝐦𝐦𝐞𝐝 𝐔𝐩 𝐢𝐧 𝐎𝐧𝐞 𝐒𝐞𝐧𝐭𝐞𝐧𝐜𝐞: Everyone thinks you have all the answers, but you actually have 100 tabs open, infinite possibilities, and just enough influence to make magic happen. 𝐃𝐞𝐯𝐞𝐥𝐨𝐩𝐞𝐫𝐬: “Challenge accepted.” 𝐌𝐚𝐫𝐤𝐞𝐭𝐢𝐧𝐠: “Can we launch tomorrow?” 𝐒𝐚𝐥𝐞𝐬: “Can we add AI magic to it?” 𝐋𝐞𝐚𝐝𝐞𝐫𝐬𝐡𝐢𝐩: “Let’s make it trend.” 𝐂𝐮𝐬𝐭𝐨𝐦𝐞𝐫𝐬: “Dark mode, please!” 𝐏𝐌: grins through roadmap chaos "Let’s build something amazing." 👉 𝐓𝐚𝐠 𝐚 𝐏𝐫𝐨𝐝𝐮𝐜𝐭 𝐌𝐚𝐧𝐚𝐠𝐞𝐫 𝐰𝐡𝐨 𝐝𝐞𝐬𝐞𝐫𝐯𝐞𝐬 𝐚 𝐜𝐨𝐟𝐟𝐞𝐞, 𝐚 𝐫𝐚𝐢𝐬𝐞, 𝐨𝐫 𝐚𝐭 𝐥𝐞𝐚𝐬𝐭 𝐚 𝐥𝐨𝐧𝐠 𝐯𝐚𝐜𝐚𝐭𝐢𝐨𝐧. We invite you to join our 𝐃2𝐂 1% 𝐂𝐥𝐮𝐛, a community of ambitious D2C professionals. Members receive exclusive content, invitations to webinars, and access to a thriving network. 𝐋𝐞𝐚𝐫𝐧 𝐦𝐨𝐫𝐞 𝐚𝐧𝐝 𝐣𝐨𝐢𝐧 𝐡𝐞𝐫𝐞: https://lnkd.in/dwtXfQQ2 #ProductManagement #StartupHumor #GrowthHacks