Assistant Vice President - Risk Methodology - Market Risk/FRTB Model Validation - Financial Institution

Hiring: Assistant Vice President - Risk Methodology (Market Risk / FRTB) | Mumbai

Experience: 6-12 Years

We are looking for a highly skilled Risk Methodology professional to join a leading global financial institution. This role sits within the Risk Management division, focusing on regulatory capital models and market risk analytics.

Location: Mumbai

Key Responsibilities:

- Develop and enhance FRTB (SA & IMA) risk models and methodologies

- Perform quantitative impact studies (QIS) and regulatory analysis

- Build Python-based tools for RWA, backtesting, and What-If analysis

- Collaborate with Front Office, Risk Managers, and IT teams globally

- Support model validation, audits, and regulatory compliance

- Drive capital optimization and risk analytics initiatives

What We're Looking For:

- 6-8 years of experience in Market Risk / Risk Modelling

- Strong expertise in FRTB, VaR, RWA, and derivatives

- Proficiency in Python, SQL, and data analysis

- Solid grounding in mathematics, statistics, and financial products

- Experience working with global stakeholders

Preferred Background:

- Master's degree in a quantitative field (Maths, Stats, Physics, Engineering, Econometrics)

- Certifications like FRM / CFA / PRM are a plus

Why Join?

- Work on cutting-edge regulatory risk frameworks

- Exposure to global markets and cross-functional teams

- Opportunity to influence strategic risk decisions

Interested candidates are requested to apply with their updated CV along with the following details:

Total years of experience:
Relevant experience in skillset:
Current compensation (Fixed + Variable):

Expected compensation: