Vice President - Senior Risk Manager - Analytics - Asset Management Vertical

AM (Asset Management) Senior Risk Manager-VP Role (Diversity Role-Only Female candidates)

The Opportunity (Brief Overview of the Role):

(MRM- Model Risk Management) Bangalore Location

- The AM Senior Risk Manager is a pivotal support role for the AM Risk Global team.

- The role holder will be required to develop a strong understanding of the various risk models used by AM, support end-to-end risk analytic production processes and assist with the compliance of relevant internal model governance requirements.

- Work with third-party model providers, internal model developers and data providers to test new products in UAT and transition them into production.

What you'll do: (List out Key Responsibilities):

- Provide expertise in AM Risk for analytic solutions and manage the development of risk analytics framework for investment risk oversight as a long term solution - including but not limited to:

- Understanding model limitations, calibrations and assumptions

- Perform ongoing model monitoring, performance and validation

- Undertake back-testing, exception management and remediation

- Develop a suitable data quality framework to assess the appropriateness of model inputs

- Undertake ad hoc reviews, provide risk attribution, sensitivity, stress and 'what-if' scenario analysis reporting

- Work with local Risk and independent model review teams to address their model related queries

- Document and manage instrument pricing models, evaluate required fields and the availability of data from either internal sources and/or preferred external suppliers

What you will need to succeed in the role (Minimum Qualification and Skills Required):

- Masters or equivalent degree in economics, statisitics, maths or engineering. The role holder should be sufficiently qualified to understand quantitative techniques, underlying risk methodology and risk application.

- Relevant work experience in risk analytics, model development and/or model validation.

- Strong knowledge of risk data requirements and methodology supporting instrument pricing mechanisms.

INTERNAL:

- A good depth of experience with investment principles and the functioning of asset management.

- Strong development skills in Python/ R and SQL.