
Senior Risk Management Specialist
5 days ago
Unlock Your Potential
We are seeking talented professionals to contribute to shaping the future of risk management in India.
You will be working with cutting-edge leaders and organizations, collaborating on innovative solutions that impact the region and beyond.
About the Role:
- Develop and validate risk measurement models for credit, market, and liquidity risk
- Build frameworks to ensure regulatory compliance (Basel, LIBOR transition, Risk Based Supervision, IFRS9, IFRS17)
- Implement regulatory change programs
- Design and implement capital management strategies and tools
Key Responsibilities:
- Strong knowledge of Market Risk Concepts and metrics (VaR/Value at Risk, Risk Sensitivities, FRTB, IRRB, Market Risk Quant)
- Basel, SAS, Reg Reporting and System implementation
- Process improvisation using VBA/R/Python
- Stakeholder management and Query handling
- Knowledge of risk management strategies – including derivative (Futures/Forwards, Options, Swaps)
- Stress testing and Scenario Analysis
- Valuation and Independent Price Verification
- Knowledge on Regulatory banking risk management guidelines, risk management practices
- Understanding of market risk infrastructure (Market Risk/Model Risk), Knowledge of SQL, R, Python, VBA etc.
- Academic qualifications – Post graduate degree with CFA/FRM preferable; or qualified CFA/FRM with a Graduate Degree
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