
Transforming Careers through Expert Risk Management
4 days ago
The increasing significance of India's global impact presents a unique opportunity to contribute to the development of cutting-edge risk management solutions.
We invite you to leverage your expertise and work alongside talented professionals who share your passion for risk management.
Key Responsibilities:
- Develop and validate comprehensive risk measurement models for credit, market, and liquidity risk.
- Create frameworks ensuring regulatory compliance with various international standards.
- Implement regulatory change programs effectively.
- Design and implement strategic capital management tools.
- Develop and validate risk measurement models for credit risk management covering:
- Credit rating / scoring methodologies.
- Basel IRB models (PD, LGD, EAD, etc.).
- Stress Testing/CCAR models.
- IFRS9/USGAAP Impairment models.
Required Skills and Qualifications:
- Strong knowledge of market risk concepts and metrics (VaR/Value at Risk, Risk Sensitivities, FRTB, IRRB, and Market Risk Quant).
- Basel, SAS, Reg Reporting, and system implementation expertise.
- Process improvement using VBA/R/Python.
- Effective stakeholder management and query handling.
- Knowledge of risk management strategies – including derivatives (Futures/Forwards, Options, Swaps).
- Stress testing and scenario analysis.
- Valuation and independent price verification.
- Understanding of market risk infrastructure (Market Risk/Model Risk), knowledge of SQL, R, Python, VBA, etc.
- Academic qualifications – postgraduate degree with CFA/FRM preferable; or qualified CFA/FRM with a graduate degree.
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