Liquidity Risk Modeler

One of our clients who is a leading investment banking firm with presence across globe, planning to expand its Global Liquidity Risk modelling team in Mumbai. Hence, actively looking to hire candidates with at least 4+ years of hands-on risk modelling (credit/market risk) within an investment bank or associated consulting firms.

This is an excellent platform for personal and professional development within a highly committed and collaborative team in an international and fast-paced environment.

Some of the key responsibilities will include:

- Developing liquidity risk models that includes design, calibration, documentation, testing, and prototyping.

- Ensuring that liquidity risk models and methodology align with internal and regulatory requirements.

- Assessing the impact and maintaining models on an ongoing basis.

To be eligible for this role you will require:

- Qualified degree in economics, science, technology, mathematics, and engineering.

- Experience in MS Office skills (Excel including VBA), R/Python.

- Proven work experience in banking or consulting.

- Need to have a deep understanding about the financial products.