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24/11 Karan Madhok
Manager - Risk/Digital & Analytics Practice at Michael Page India

Views:1945 Applications:49 Rec. Actions:Recruiter Actions:8

AVP - Credit Risk Quant Modeling - Investment Banking (5-9 yrs)

Mumbai Job Code: 177548

About our Client:

Our client is a leading investment bank with operations in more than 45 countries worldwide. They are an esteemed brand within the industry and always strive to recruit the best talent in the industry. With the current expansion in their global operations, they are looking for to hire an experienced professional to grow their credit risk quantitative team focused on Incremental Risk Charge (IRC) methodology and calculation.

Job Description:

Reporting into the Quant Lead, your key responsibilities shall be to:

- Research, develop & implement risk models and aggregation for IRC regulatory Capital Charge

- Liaison internally with risk managers and Front Office clients, including explaining day-to-day movements, performing ad-hoc analysis and answering technical or background questions on the model and requirements

- Work closely with the credit Economic Capital team on methodology aspects

- Work with Risk IT who implements the methodology

- Produce analyses required for regulatory reporting and analyses requested by regulators

The Successful Candidate:

- Bachelors/Masters/PHD from a Tier 1 institution with a minimum 5 years of relevant experience and certifications such as FRM, PRM, CFA, CQA shall be preferred

- Excellent experience of counterparty credit risk quant modeling, regulatory capital modelling, Basel II/III, trading risk charges, credit portfolio models, economic capital & Incremental Risk Charge (IRC) is extremely critical

- Strong exposure to Stress Testing of risk models along with hands on in Matlab/Python/R or C/C++

What's on Offer:

Excellent work life balance in a very meritocratic culture with leading MNC. This role would offer you variation, stability and career progression in addition to a highly competitive compensation.

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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