Current jobs related to Risk Methodology(FRTB) - Mumbai - Nomura

  • Market Risk Frtb

    1 month ago

    Mumbai, Maharashtra, India Barclays Full time

    **To be successful as a Market Risk (FRTB) - VP, you should have experience with**: - Bachelor’s degree with relevant exp. or master’s degree in a quantitative discipline such as Finance, Maths, Statistics, Sciences, Engineering or Economics or substantial directly related experience. - Significant experience in financial markets (market risk,...

  • Frtb Ba/pm

    5 months ago

    Mumbai, Maharashtra, India CRISIL Full time

    At least 5+ years of work experience in Market Risk domain preferably with an investment bank/consulting firm. - Prior experience in FRTB implementation as Business analyst /PM would be preferred. - Perform gap analysis between BCBS/ US NPR and country specific FRTB rules (e.g., PRA Consultation Paper 16/22) and work with different teams for BRD creation....

  • Quantitative Strategist

    1 month ago

    Mumbai, Maharashtra, India Deutsche Bank Full time

    **Quantitative Strategist - Market Risk Strats - Associate**: **Job ID**:R0344408**Full/Part-Time**:Full-time**Regular/Temporary**:Regular**Listed**:2024-09-24**Location**:Mumbai**Position Overview**: **Job Title: Group Strategic Analytics - **Quantitative Strategist - Market Risk Strats - Associate** **Location: Mumbai, India** **Role...

  • Capital Markets Risk Specialist

    1 day ago

    Mumbai, Maharashtra, India 12542 Citicorp Services India Private Limited Full time

    Join our organization and contribute to the accuracy and effectiveness of capital calculation and planning activities. As part of the Market Risk RWA team, you will be responsible for implementing RWA calculation methodology and related analytics. This role offers an opportunity to gain an in-depth understanding of MR (Trading Book) RWA, including exposure...

  • Risk Methodology Lead

    2 days ago

    Mumbai, Maharashtra, India The Edge Partnership Full time

    Key ResponsibilitiesDevelop and implement risk methodology projects, risk method design, and model development for market and counterparty risk, in collaboration with stakeholders and technical teams.Implement and optimize risk models and systems, ensuring high-quality documentation and compliance with regulatory standards.Support backtesting, Value-at-Risk...

  • Risk Methodology Leader

    1 week ago

    Mumbai, Maharashtra, India The Edge Partnership Full time

    At The Edge Partnership, we are seeking a highly skilled Quantitative Risk Specialist to lead our risk methodology projects.Key responsibilities:Design and develop risk models for market and counterparty risk, collaborating with stakeholders and technical teams to implement and optimize them.Ensure high-quality documentation and compliance with regulatory...

  • Market Risk RWA Senior Analyst

    5 months ago

    Mumbai, India 12542 Citicorp Services India Private Limited Full time

    The RWA Controllers (RWAC) team ensures the accuracy and effectiveness of Citi’s capital calculation and planning activities. The team is at forefront of evolving regulatory requirements (Basel end game) and Citi’s goal of maintaining Capital at prudent levels. This position is part of the Market Risk RWA (Risk Weighted Assets) calculation team that is...

  • Senior Risk Methodology Expert

    3 weeks ago

    Mumbai, Maharashtra, India The Edge Partnership Full time

    Senior Leader Risk MethodologyAt The Edge Partnership, we are seeking a highly skilled Senior Leader Risk Methodology to join our team.Key Responsibilities:Lead and contribute to the development of risk methodologies, risk model design, and model validation for market and counterparty risk.Collaborate with stakeholders and technical teams to implement and...

  • Risk Advisory Market Risk Executive

    5 months ago

    Mumbai, Maharashtra, India KPMG Full time

    **About KPMG in India** **_KPMG entities in India are professional services firm(s). These Indian member firms are affiliated with KPMG International Limited. KPMG was established in India in August 1993. Our professionals leverage the global network of firms, and are conversant with local laws, regulations, markets and competition. KPMG has offices across...

  • Senior Risk Methodology Expert

    2 weeks ago

    Mumbai, Maharashtra, India The Edge Partnership Full time

    Key ResponsibilitiesDevelop and implement risk methodologies for market and counterparty risk, collaborating with stakeholders and technical teams to optimize risk models and systems.Ensure high-quality documentation and compliance with regulatory standards, supporting backtesting and VaR adequacy processes.Engage in regulatory interactions and participate...

  • Senior Risk Methodology Expert

    2 weeks ago

    Mumbai, Maharashtra, India The Edge Partnership Full time

    Key ResponsibilitiesLead and contribute to the development of risk methodologies, risk model design, and model validation for market and counterparty risk.Collaborate with stakeholders and technical teams to implement and optimize risk models and systems, ensuring high-quality documentation and compliance with regulatory standards.Support backtesting, VaR...

  • Senior Risk Methodology Expert

    2 weeks ago

    Mumbai, Maharashtra, India The Edge Partnership Full time

    Key ResponsibilitiesLead and contribute to methodology projects, risk method design, and model development for market and counterparty risk.Collaborate with stakeholders and technical teams to implement and optimize risk models and systems.Ensure high-quality documentation and compliance with regulatory standards.Support backtesting, VaR adequacy processes,...

  • Senior Leader Risk Methodology

    1 month ago

    Mumbai, India The Edge Partnership Full time

    Key responsibilities Lead and contribute to methodology projects, risk method design, and model development for market and counterparty risk. Collaborate with stakeholders and technical teams to implement and optimize risk models and systems. Ensure high-quality documentation and compliance with regulatory standards. Support backtesting, VaR...

  • Avp Quantitative Analytics Market Risk

    5 months ago

    Mumbai, Maharashtra, India Barclays Full time

    Job Title: AVP Quantitative Analytics Market Risk Location: Mumbai About Barclays Barclays is a British universal bank. We are diversified by business, by different types of customers and clients, and by geography. Our businesses include consumer banking and payments operations around the world, as well as a top-tier, full service, global corporate and...

  • Strategic Senior Risk Methodology Lead

    7 days ago

    Mumbai, Maharashtra, India The Edge Partnership Full time

    About the RoleThe Edge Partnership is seeking a highly skilled Risk Methodology Expert and Project Manager to lead and contribute to methodology projects, risk method design, and model development for market and counterparty risk.Main ResponsibilitiesCollaborate with stakeholders and technical teams to implement and optimize risk models and systems.Ensure...

  • Business Analyst Market Risk

    3 weeks ago

    mumbai, India KPMG India Full time

    About KPMG INDIAKPMG entities in India are professional services firm(s). These Indian member firms are affiliated with KPMG International Limited. KPMG was established in India in August 1993. Our professionals leverage the global network of firms, and are conversant with local laws, regulations, markets and competition. KPMG has offices across India in...

  • Market Risk RWA Senior Analyst

    3 weeks ago

    Mumbai, Maharashtra, India 12542 Citicorp Services India Private Limited Full time

    Job Title:Market Risk RWA Senior AnalystJob Summary:We are seeking a highly skilled Market Risk RWA Senior Analyst to join our team at 12542 Citicorp Services India Private Limited. The successful candidate will be responsible for ensuring the accuracy and effectiveness of Citi's capital calculation and planning activities.Key Responsibilities:Participate in...

  • Risk Advisory Market Risk Assistant Manager

    11 hours ago

    Mumbai, Maharashtra, India KPMG India Full time

    About UsKPMG India provides professional services to national and international clients across sectors. Our team offers rapid, performance-based, industry-focused and technology-enabled services. We leverage global knowledge with a shared understanding of local industries and the Indian business environment.We provide services in model validation, FRTB,...

  • Market Risk Basel Iv Avp

    5 months ago

    Mumbai, Maharashtra, India Barclays Full time

    Job Title: Market Risk Basel IV AVP Location: Mumbai About Barclays Barclays is a British universal bank. We are diversified by business, by different types of customers and clients, and by geography. Our businesses include consumer banking and payments operations around the world, as well as a top-tier, full service, global corporate and investment bank,...

  • Business analyst market risk

    2 weeks ago

    Mumbai, India KPMG India Full time

    About KPMG INDIA KPMG entities in India are professional services firm(s). These Indian member firms are affiliated with KPMG International Limited. KPMG was established in India in August 1993. Our professionals leverage the global network of firms, and are conversant with local laws, regulations, markets and competition. KPMG has offices across...

Risk Methodology(FRTB)

4 months ago

Mumbai, India Nomura Full time

Nomura Overview:


Nomura is an Asia-headquartered financial services group with an integrated global network spanning over 30 countries. By connecting markets East & West, Nomura services the needs of individuals, institutions, corporates and governments through its four business divisions: Retail, Asset Management, Wholesale (Global Markets and Investment Banking), and Merchant Banking. Founded in 1925, the firm is built on a tradition of disciplined entrepreneurship, serving clients with creative solutions and considered thought leadership. For further information about Nomura, visit


Nomura Services India, (Powai) supports Nomura’s businesses around the world. Powai’ s world class capabilities in trading support, research, information technology, financial control, operations, risk management and legal support have played a key role in facilitating Nomura’s global operations and are an integral part of Nomura’s global expansion plans. The Powai operation is a critical part of the platform to support the growth of Nomura’s global business.


Division Overview:


The Risk Management Division encompasses the firm's comprehensive risk framework responsible for determining and managing the overall risk appetite for the firm. The division is responsible for effectively managing the firm's risk-return profile which ensures the efficient deployment of the firm's capital. It is one of the firm's core competencies and is independent of the trading areas and operational areas.


Business Unit Overview:


The Risk Methodologies Group (RMG) has the mandate to develop / enhance risk models in line with internal and regulatory requirements. The methodologies side of the group has the critical task of owning all the risk models that are used for computing capital adequacy for the whole firm. The group works extensively on the regulatory capital model, including the proposed regulation, fundamental review of trading book (FRTB).


Position Specifications:


Corporate Title: Analyst

Functional Title: Senior Analyst

Experience: 2 - 4 years

Qualification: BSc in Maths/Physics (preferred), B.Tech in Engineering from Top Indian colleges


Role & Responsibilities:

  • Work closely with the Risk Methodologies Group (RMG) on the projects related to Regulatory capital models (eg. Basel,FRTB).
  • Work on the prospective regulation i.e. FRTB, both SA & IMA.
  • Ensure that the FRTB SA & IMA models meet their stated objectives by building robust SBA, RRAO, SA DRC, risk factor eligibility test tools, NMRF SES and IMA ESF methodologies.
  • Act as a subject matter expert for the risk models including an understanding of FRTB guidelines and providing support to the model users (i.e. Risk managers) and be a key point of contact with respect to such models.
  • Development and periodic update of proto-type models with special attention to the model related to Market risk VaR.
  • Implementation of risk models into strategic risk system (this includes developing methodology, building prototype, writing technical business requirement document, performing model testing, ensure compliance with regulatory requirements and liaising with model validation group).
  • Create strategic tools for VaR/RNIV/Add-on/PnL Adjustment using python to facilitate integration with FRTB implementation and offline calculation of risk numbers.
  • Participate in periodic review of models and calibration of model parameters.
  • Providing live trade support for VaR/RNIV/Add-on Computations and performing offline risk capital calculation business/products (periodically and on adhoc basis).
  • Provide necessary support to team during validation of VaR models by Model validation group/Audit including any model change on an ongoing basis.
  • Contribute in periodic backtesting and model performance monitoring which is a critical aspect of ensuring that models are functioning as intended, for the following models:

Firm’s internal VaR model

SIMM (Standardized Initial Margin Model) model

FRTB SA & IMA models (adhoc tool development)

Other risk models


Mind Set:


  • Good in python. Non-negotiable.
  • Good in SQL / Excel. Even basic ability is acceptable.
  • Gitlab understanding.
  • FRTB SA knowledge. Basic knowledge is acceptable.
  • VaR / Greeks / clarity in risk management.
  • good thinker / problem solver
  • Under graduation in Physics/Maths/as a second choice under graduation from Top engineering colleges.
  • 1-3 years of experience either in Market risk or Credit risk with good understanding of risk modelling.
  • Good understanding of mathematical concepts like probability, statistics, calculus, linear algebra.
  • Good understating of financial products (Bonds, Derivatives)
  • A strong Mathematical/Statistical background.
  • Actuaries (Cleared at least 3 CT papers) would be advantage
  • FRM/PRM/CFA certification would be added advantage