Basel Iii, Market Risk Modelling

5 days ago

Bengaluru Karnataka, India Delta Capita Full time

We are seeking an experienced risk modeller to join our Financial Risk advisory practice, focused on delivering quantitative solutions for our clients. In this role, you will leverage your deep quantitative and regulatory capital expertise to advise clients on risk modelling, and regulatory compliance, contributing directly to the execution of their regulatory compliance programmes.

**Responsibilities**
- Provide advanced quantitative analysis and modelling to address complex market risk challenges.
- Develop, validate, and implement quantitative risk models (including VaR, ES, Stress Testing, Risk Factor scenario generation etc.).
- Provide thought leadership in quantitative methodologies, regulatory requirements (e.g. Basel III, FRTB), derivatives pricing techniques.
- Collaborate with multiple internal stakeholders across the lines of defence and Technology to ensure accurate implementation.
- Lead project teams, mentor and supervise junior team members, and ensure high-quality delivery.
- Support business development initiatives, including identifying new opportunities and developing proposals.

**Required Skills & Experience**
- Minimum of 3 - 10 years of relevant experience in quantitative modelling, market risk management or counterparty risk management, derivatives pricing, or risk advisory within financial services.
- Demonstrated experience in one or more of the following areas: derivatives portfolio analysis, derivatives pricing, statistical methods including AI/ML, stochastic modelling techniques, and programming (e.g. Python).
- Excellent analytical and problem-solving skills with the ability to translate complex quantitative concepts clearly to non-technical stakeholders.
- Strong understanding of financial markets, trading products, and risk management principles.

**Preferred Qualifications**
- Degree in Finance, Mathematics, Engineering, or a related quantitative field.
- Experience with Basel III regulations.
- Exposure to **risk transformation projects** or global capability centre environments.
- Professional certifications are a plus.

**Soft Skills**:

- Excellent communication and interpersonal skills
- Strong problem-solving and decision-making abilities
- Ability to work under pressure and meet deadlines
- Attention to detail and organisational skills
- Leadership and team management skills

**How We Work**:
**Who Are We**:
Delta Capita Group (a member of the Prytek Group) is a global managed services, consulting, and solutions provider with a unique combination of experience in Financial Services and technology innovation capability. Our mission is to reinvent the financial services value chain providing technology based mutualized services for financial institutions for non-differentiating services.

**Our 3 offerings are**:

- Managed Services
- Consulting & Solutions
- Technology

To know more about Delta Capita and our culture click here: Working at DC - Delta Capita.

**Delta Capita India is a Great Place to Work** Certified Organization. Please refer to DC GPTW

  • Basel III, Business Analyst – India

    2 weeks ago

    Bengaluru, Karnataka, India Delta Capita Full time ₹ 9,00,000 - ₹ 12,00,000 per year

    We are seeking a results-driven professional to join our Financial Risk advisory practice, focused on implementing trading book capital regulations for our clients. In this role, you will leverage your analytic skill and regulatory capital expertise to advise clients on Basel III regulatory compliance, contributing directly to the execution of their...

  • Senior Financial Modeler

    2 weeks ago

    Delhi, Mumbai, Bengaluru / Bangalore, India beBeeCreditRiskAnalyst Full time US$ 90,000 - US$ 1,20,000

    Role Overview:The Credit Risk Quant Analyst will be responsible for developing and validating models to assess credit risk in the banking and financial services sector.Main Responsibilities:Validate credit risk models, including Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD).Develop advanced statistical models for credit...

  • Basel III, Market Risk modelling

    1 week ago

    Bengaluru, Karnataka, India Delta Capita Full time ₹ 9,00,000 - ₹ 12,00,000 per year

    We are seeking an experienced risk modeller to join our Financial Risk advisory practice, focused on delivering quantitative solutions for our clients. In this role, you will leverage your deep quantitative and regulatory capital expertise to advise clients on risk modelling, and regulatory compliance, contributing directly to the execution of their...

  • Senior Credit Risk Modeler

    1 week ago

    Bengaluru, Karnataka, India beBeeCreditRisk Full time ₹ 2,00,00,000 - ₹ 2,50,00,000

    Job TitleWe are seeking high-caliber professionals with strong foundations in credit risk modeling and hands-on experience in AI/ML techniques to excel in our Risk Analytics team.The ideal candidate will contribute to the development and validation of regulatory and strategic risk models, while also applying machine learning and generative AI techniques to...

  • SAS Risk modelling/Credit risk-- US MNC

    1 week ago

    Bengaluru, Gurugram, Pune, India Aspyra Hr Services Full time US$ 90,000 - US$ 1,20,000 per year

    Roles and ResponsibilitiesDevelop credit risk models using SAS, SQL, and statistical modeling techniques to predict defaults, losses, and other credit-related metrics.Collaborate with cross-functional teams to design and implement effective credit risk strategies that meet business objectives.Conduct stress testing and scenario analysis to identify potential...

  • Senior Risk Modeler

    2 weeks ago

    Bengaluru, Karnataka, India beBeeRisk Full time ₹ 1,00,00,000 - ₹ 2,25,00,000

    Job Title: Senior Risk ModelerOverview of the Role:We seek highly skilled and experienced risk modelers to develop, validate, and implement advanced credit risk models. Successful candidates will leverage their technical expertise in machine learning and AI techniques to enhance the accuracy, efficiency, and interpretability of our risk models.The ideal...

  • Risk Analytics

    7 days ago

    Bengaluru, Karnataka, India State Street Full time

    State Street Risk Analytics combines unique capabilities in data and analytics to better serve our clients and build relationships with new customers. Through information and insights, investment analytics and data solutions, our goal is to help our clients to generate the most value. Our core values are as follows and we expect all employees to demonstrate...

  • Credit Risk model

    1 day ago

    Bengaluru, India T D Newton & Associates Full time

    Job Description ROLE SUMMARY: Conduct end to end model calibration and monitoring for regulatory credit risk (PD, LGD and EAD) and provision (IFRS9) models. ROLE DESCRIPTION: - Apply domain expertise (Basel/IFRS9) in model calibration/monitoring activities - Manage intermediate level case studies and challenges with minimal supervision - Perform...

  • Credit Risk model

    2 weeks ago

    Bengaluru, Karnataka, India T D Newton & Associates Full time

    Job DescriptionROLE SUMMARY:Conduct end to end model calibration and monitoring for regulatory credit risk (PD, LGD and EAD) and provision (IFRS9) models.ROLE DESCRIPTION:- Apply domain expertise (Basel/IFRS9) in model calibration/monitoring activities- Manage intermediate level case studies and challenges with minimal supervision- Perform root-cause...

  • Credit Risk model

    2 weeks ago

    Bengaluru, Karnataka, India T D Newton & Associates Full time ₹ 1,04,000 - ₹ 1,30,878 per year

    ROLE SUMMARY:Conduct end to end model calibration and monitoring for regulatory credit risk (PD, LGD and EAD) and provision (IFRS9) models.ROLE DESCRIPTION:Apply domain expertise (Basel/IFRS9) in model calibration/monitoring activitiesManage intermediate level case studies and challenges with minimal supervisionPerform root-cause analysis and resolve any...