Analyst/Associate - Risk Methodology - Stress Testing

Description:

Hiring: Risk Methodology - Stress Testing (Analyst / Associate)

Location: Powai, Mumbai

We are seeking strong quantitative professionals to join the Risk Methodology Stress Testing team, supporting firm-wide regulatory and internal stress testing across Market Risk and Counterparty Credit Risk.

Experience Level:

Analyst: 1-2 years

Associate: 3-6 years

Educational Qualifications:

- Graduate or Post-Graduate in a Quantitative discipline (Mathematics, Statistics, Engineering, Economics, Quantitative Finance) Mandatory

- Actuarial exams (minimum 3 CT papers) - Advantage FRM / PRM / CFA - Added advantage

Mandatory Skills:

- 2-6 years of experience in Market Risk or Credit Risk

- Strong knowledge of Probability, Statistics, Calculus, Linear Algebra

- Proficiency in Python, SQL, VBA

- Good understanding of financial products: Bonds, Derivatives

Key Responsibilities:

- Develop, enhance, document and maintain stress testing models for Market Risk and Counterparty Credit Risk.

- Implement models into strategic risk systems including methodology development, prototyping, writing BRDs, testing, and ensuring regulatory compliance.

- Work closely with Stress Testing Group, Risk Methodologies Group and Model Validation Group.

- Perform firm-wide impact analyses, support QIS exercises, and carry out model performance monitoring.

- Build strategic tools and automation solutions in Python.

- Support model validation and audit requirements.

Send your CV to: faustina@zodnik.in