AVP - Risk Modeler - Investment Bank

AVP , Risk Modeler || Mumbai ||

Hiring for a leading investment Bank

Qualifications :

To excel in this role, you should possess :

- Roles in QAT are technical and hence even for a managerial position it is essential candidates to be highly detail oriented as this role requires hand-on approach along with management oversight and undertake hands-on tasks

- Proven experience/knowledge in at least some of the following areas (in quant space): AIRB - LGD, PD and CCF Modelling, Regulatory framework and rules (e.g. BASEL, CCAR etc.), Credit Portfolio Modelling - Default and Migration Risk, Risk Scenarios and Stress Testing, and Back-Testing. Some experience in bank regulatory capital, Basel II/III, stress-testing would be advantageous

- Outstanding Quant skills and proficiency - you should have good understanding of probability and statistics / other quant concepts used in above areas is essential

Proficient in technical skills - exposure to one or more of the below programming language/database:

Programming and Algorithms : R, SAS, Python VBA / advanced Excel, etc.

Database and SQL : MS Access, MySQL, Oracle etc.

- Advanced degree in finance, mathematics, actuaries, statistics, engineering or other quantitative subject, if you are from any other stream you should be able to demonstrate good conceptual understanding and are willing to understand the stress testing framework in depth and are can apply as well

- Team management experience would be a plus

- Result oriented, dedicated, hardworking who can work on own initiative and can deliver on time under pressure with a high level of integrity and flexibility, sense of urgency, attention to detail and quality standards