Associate Director - Risk Methodology role-Model development-CVA & Counterparty Credit risk Corporate Portfolio (Must) Would you like to become an expert in counterparty risk management? Are you an innovative thinker who likes to challenge the status quo? We're looking for someone like that to : - Develop and maintain the counterparty credit risk exposure models - Dcument and assess the performance of the unstressed and stressed exposure models used for risk management and regulatory requirements - Stay up to date on regulatory changes and trends: European and US regulators - Check that material issues are escalated to the relevant control functions and that reputation concerns are escalated to senior management - You'll be working in the Exposure Risk Measurement team within the Risk Methodology department in Mumbai, India. - We develop and maintain the credit exposure models (Derivative and SFT) of the Investment Banking division within the Group. The quantitative methods we use are closely related to sophisticated derivative pricing models. - As owners of the Risk exposure models, we also need to ensure the calculations meet the required regulatory standards and internal governance standards. - A university degree (Msc or PhD) in finance, mathematics/statistics, science or in a numerical discipline - Prior working experience (3+years) in the financial services industry (preferably in a quant role), including exposure to derivative pricing models and Monte Carlo simulations (preferably across a range of asset classes) - Strong analytical skills and the ability to apply techniques from numerical analysis, statistics and financial mathematics to solve practical problems - Working experience with high-level programming language (C#, Python, C++) is a must and knowledge of statistical modeling software (e.g. Rstudio, SAS, SQL) is desirable - Pro-active in taking new initiatives and carrying them through completion - Able to explain technical topics clearly and intuitively to a non-technical audience or Senior stakeholders - Fluent in English, both in oral and written form We're a truly global, collaborative and friendly group of people. Having a diverse, inclusive and respectful workplace is important to us. And we support your career development, internal mobility and work-life balance. If this sounds interesting, apply now. - Exp in Risk methodology, PAN India - Quantitative background, pedigree Maths & statistics/ actuarial background/ model risk background - Model development & maintenance - Counterparty + CVA Exposure = Preferred - Valuations + pricing + financial products (mandatory) + Modeling/ quantitative model development role. Not just valuations profiles only. - Modeling + Counterparty exp. - good to go - Experience and Knowledge around financial products/Derivatives (across different asset classes(preferable) or specific asset class. - Any experience with structured/Complex/Exotic derivatives products . - Experience with pricing/valuations and risk management for the Structured/Exotic derivatives and other financial products(across different asset classes(preferable) or asset class specific). - Any experience with Counterparty credit risk/CVA Modelling. - Experience with Model Risk Management and Financial Risk Management, Risk modelling etc.( if yes, Credit Risk, Market risk etc.) - Coding or Model development experience - R or Python knowledge - Experience with regulatory requirements ex.Basel, CCAR etc.

Mumbai

Associate Director - Risk Methodology/Model Development/Model Risk Management - Corporate Portfolio 

Associate Director - Risk Methodology/Model Development/Model Risk Management - Corporate Portfolio  ,Job Description for Associate Director - Risk Methodology/Model Development/Model Risk Management - Corporate Portfolio  in Black Turtle in  Mumbai for (5-10) years of experience. Apply Now!

Job Description for Associate Director - Risk Methodology/Model Development/Model Risk Management - Corporate Portfolio  in Black Turtle in  Mumbai for (5-10) years of experience. Apply Now!