Market Risk (Risk Management)

About this opportunity

• Engage in quantitative model review and risk assessment of Credit Risk models
• Take initiatives and responsibility of end-to-end delivery of a stream of Model Risk Management related deliverables for model reviews
• Follow financial markets and business trends on a frequent basis to enhance the quality of Model Risk Management.
• Write Model Risk Management findings in technical documents that could be used for presentations both internally (model developers, business unit managers) as well as externally (regulators).
• Verbally communicate results and debate issues, challenges, and methodologies with internal audiences including senior management
• Masters or Doctorate degree in a technical or quantitative finance-related area such as Statistics, Mathematics, Physics, Engineering, Quantitative Finance or Economics
• Min 2 years+ of work experience in a Quant (Front Office, Risk or Model Developer) role
• Good programming skills in Python and/or R, MATLAB, or similar programming languages
• Familiarity with essential quantitative techniques used in financial and econometric models
• Familiarity with popular machine learning techniques
• Exposure to and experience in financial markets, products, and businesses is preferred
• Experience in Validation of Credit Risk models in peer Banks is preferred
• Relevant professional certifications like FRM, CFA, CQF are preferred
• Strong written and verbal communication skills, including being comfortable debating issues and making formal presentations
• Attention to detail and ability to work under pressure and cope with a fast-moving environment
• Desire to work in a dynamic, team-oriented environment focusing on challenging tasks mixing fundamental, quantitative, and market-oriented knowledge and skills

Primary Location
Non-Japan Asia-India-India-Mumbai (MSA)

Education Level
Bachelor's Degree

Job
Market Risk

Employment Type
Full Time

Job Level
Associate