Specialist/AVP/Associate Director - Risk Modeling & Analytics - Market & Credit Risk

Risk Modeling & Analytics Specialist/AVP/Associate Director -Mumbai-Market or Credit risk

Open position

Market Risk-1

Credit Risk-1

Location- Mumbai

Role

- Assess the model's conceptual soundness and methodology

- Check appropriateness of assumptions, parameters, model calibrations, qualitative or expert adjustments, etc.

- Review outcome, impact, or benchmark analyses and develop a benchmark model (as appropriate)

- Assess model risk, including model robustness analysis, identification of limitations, and their assessment

- Document the assessment to the required standards

- Collaborate with model developers and communicate with key stakeholders across the institution

Your experience and skills

- Strong quantitative analytic and modelling skills with Master's or PhD degree in a quantitative field (e.g. econometrics, financial economics, financial maths, statistics, engineering, physics, mathematics) and preferably a few years of experience in risk modelling, model validation in Market risk or credit risk.

- Proven project management skills, taking end-to-end responsibility regarding quality and deadlines as well as timely escalating of issues

- Showing high standards when it comes to report writing in a structured and transparent way.

- Strong communication skills and the ability to explain technical topics clearly and intuitively

- Good computing and programming (coding) skills and experience utilizing programming languages such as R or Python and familiarity with CCAR and/or IFRS9 is a plus

- Fluent in English, oral and written

- A team player with strong interpersonal skills

- Motivated, well organized and able to complete tasks independently to high quality standards