Mrsa, Associate

**Job Title - MRSA, Associate**

**Location - Mumbai, India**

**Role Description**

The Risk Methodology Analyst supports the detailed research, testing, calibration, and documentation of the Group's risk management models

Analytics and technology are seen as central to all the main units of the bank, including Investment Bank, Corporate Bank and to Risk and Control functions. The Strategic Analytics team combines expertise in quantitative analytics, modelling, pricing and risk management with deep understanding of system architecture and programming. The primary output is a scalable and flexible Front Office pricing and risk management system with consistent interface to both the Middle Office and Back Office. The consistency in analytics and the technology platform ensures that no arbitrage can exist between various parts of the Bank as well as rational allocation of constrained resources, including risk budget, balance sheet, funding, and capital.

**What we’ll offer you**

As part of our flexible scheme, here are just some of the benefits that you’ll enjoy
- Best in class leave policy
- Gender neutral parental leaves
- 100% reimbursement under childcare assistance benefit (gender neutral)
- Sponsorship for Industry relevant certifications and education
- Employee Assistance Program for you and your family members
- Comprehensive Hospitalization Insurance for you and your dependents
- Accident and Term life Insurance
- Complementary Health screening for 35 yrs. and above

**Your key responsibilities**

The specific role comprises the following responsibilities:

- Run all process and controls to check completeness, accuracy and timeliness for FRTB SA, DRC and RTPL numbers
- Finalize SA charge for respective businesses and at DB Group level and explain Day on Day, Week on Week and Month on Month drivers
- Identifies and remediates all Exceptions that are not being consumed in SA, DRC and RTPL - both at individual Asset Class level and at DB Group level
- Provide analytical support to Risk Managers and FO Strats to facilitate risk management / business decisions.
- Liaising with Market risk managers, FO quant, Change teams and Methodology to perform deep dives on data challenges in new market risk models/methodology changes/RNIV and implementation of new regulations such as FRTB and IHC examination
- Help specify requirements and test functionality for new feed set up, processes and ability to coordinate with Starts, FO and Risk Technology for seamless implementation of new data requirements and process enhancements

**Your skills and experience**
- A strong, relevant background and 5 years of experience working in an international Bank or comparable experience
- Depth knowledge of VaR methodologies - monte-carlo and historical simulation
- Good product knowledge of derivatives and pricing in at least one asset class - Equity, Credit, Rates, FX, Commodities.
- MFE/MBA in Finance or relevant experience with Engineering, finance or quantitative/statistics background
- Good understanding of statistical distributions
- Excellent Communication skills and attention to detail
- Strong analytical, problem solving and critical thinking skills
- Advanced Excel and VBA skills
- A track record of working in a CTB (Projects) and RTB (Production) environment simultaneously
- Knowledge of languages such as R / Python / SQL preferred
- Certification such as FRM or CFA or CQF is preferred

**How we’ll support you**
- Training and development to help you excel in your career
- Coaching and support from experts in your team
- A culture of continuous learning to aid progression
- A range of flexible benefits that you can tailor to suit your needs

**About us and our teams**

Our values define the working environment we strive to create - diverse, supportive and welcoming of different views. We embrace a culture reflecting a variety of perspectives, insights and backgrounds to drive innovation. We build talented and diverse teams to drive business results and encourage our people to develop to their full potential. Talk to us about flexible work arrangements and other initiatives we offer.