Associate - Risk Methodology - Investment Bank - IIM/ISB/MDI/FMS

Work closely with the Global Capital and Rating Methodology (CARM) team on the projects related to Economic/Regulatory capital models (eg. FRTB).

- Be a key point of contact with respect to such models.

- Work closely with Risk Managers who are the end users of such models and risk IT who develops these models in risk systems.

- Actively participate in validation of the models/model-changes during implementation phase.

- Create analytical tool/provide support in creating such tools to facilitate offline calculation of risk numbers with respect to Economic capital.

- Participate in periodic model parameter calibration exercise.

- Perform offline risk capital calculation for certain business/products (periodically and on adhoc basis). Provide necessary support to CARM during validation of Economic capital models by Model validation group/Audit including any model change on an ongoing basis.

- Lead the projects related to CARM including but not limited to system migration / new implementation