Market Risk

1 week ago

Navi Mumbai, Maharashtra, India Mizuho Full time ₹ 15,00,000 - ₹ 25,00,000 per year

Mizuho Global Services Pvt Ltd (MGS) is a subsidiary company of Mizuho Bank, Ltd, which is one of the largest banks or so called 'Mega Banks' of Japan. MGS was established in the year 2020 as part of Mizuho's long-term strategy of creating a captive global processing centre for remotely handling banking and IT related operations of Mizuho Bank's domestic and overseas offices and Mizuho's group companies across the globe.

At Mizuho we are committed to a culture that is driven by ethical values and supports diversity in all its forms for its talent pool. Direction of MGS's development is paved by its three key pillars, which are Mutual Respect, Discipline and Transparency, which are set as the baseline of every process and operation carried out at MGS.

What's in it for you?

o Immense exposure and learning

o Excellent career growth

o Company of highly passionate leaders and mentors

o Ability to build things from scratch

Know more about MGS:

Job Category:
Risk Management

Shift :
Morning Shift

Job Title:
Model Risk Management

Job Description

  • Quantitative & qualitative analysis in model validations for pricing & risk measurement models
  • Communication & collaboration with internal & external stakeholders
  • Model validation documentation and reporting to stakeholders & approvers
  • Model risk management collaboration with other MHSCG Entities, FG/BK/TB, and external parties
  • Support for new product reviews
  • Contribution to regulatory and audit responses
  • Automation of routine model risk management tasks
  • Other model risk management tasks in general

Background, Ability, and Knowledge & Skills

  • 2-3 years of experience in the use or development of models in the financial industry
  • A graduate from a top-tier university, domestically or internationally, in fields such as physics or engineering, or an equivalent or higher level of education
  • Knowledge of financial products and financial markets
  • Basic knowledge of risk management in the financial industry
  • Knowledge and skills related to artificial intelligence technologies, with the ability to implement them
  • Willingness and ability to learn new knowledge and skills and apply them to work
  • [Preferred Qualifications]
  • Experience in financial markets as a trader, structurer, or quantitative analyst
  • Experience of working or living in a global environment
  • Research experience in a masters or doctoral program in a scientific field

Computer Skills

  • Proficient in using Excel and VBA p Able to create documents in English using LaTeX, Word, etc.
  • Capable of creating presentation materials using PowerPoint
  • Proficient in programming languages such as Python, SQL, C++, etc.
  • Skilled in utilizing generative AI as a user

Communication Skills

  • Able to read, write, speak, and listen in English at a business to native level
  • Capable of delivering presentations in English
  • Able to communicate logically and express ones thoughts without being overly concerned about the surrounding atmosphere

Address:
- Mizuho Global Services India Pvt. Ltd,

11th Floor, Q2 Building Aurum Q Park, Gen 4/1,

Ttc, Thane Belapur Road, MIDC Industrial Area,

Ghansoli, Navi Mumbai

  • Market Risk

    2 weeks ago

    Mumbai, Maharashtra, India V Konnect Full time ₹ 15,00,000 - ₹ 25,00,000 per year

    Role & responsibilitiesRisk Measurement & Monitoring:Compute and analyze market risk parameters such as Value at Risk (VaR),  and perform stress testing on the bank's trading book.Risk Reporting:Prepare and present trading book risk reports to the ALCO (Asset-Liability Committee), RMC (Risk Management Committee), Board of Directors, and the Reserve...

  • AVP- Market Risk

    2 days ago

    Mumbai, Maharashtra, India Skillventory Full time ₹ 1,20,000 - ₹ 2,00,000 per year

    Developing and implementing market risk policies and procedures in line with organizational objectivesIdentifying, measuring, and managing market risks arising from trading activities across various financial products and instrumentsManaging and maintaining market risk models and frameworks, and ensuring their accuracy and effectivenessEnsuring compliance...

  • Market Risk Analyst

    3 days ago

    Mumbai, Maharashtra, India BNP Paribas Full time ₹ 15,00,000 - ₹ 25,00,000 per year

    Position PurposeThe mission of RISK Markets & Financial Institutions (RISK MFI) is to provide Senior Management of the Group, of the RISK Function and of Global Markets (GM) with full transparency and dynamic analysis with respect to the market, counterparty, valuation and liquidity risks originated and managed by CIB GM, in order to assist them in their...

  • Model Risk Audit

    1 week ago

    Navi Mumbai, Maharashtra, India Skillventory Full time ₹ 12,00,000 - ₹ 36,00,000 per year

    Role & responsibilities6+ years of relevant exp in Wholesale or retail credit risk modeling (development or validation). BASEL, Internal rating based approach (IRB) mandatory; PD, LGD, EAD models. Retail scorecard model development / validation experience.About the RoleThe candidate should have masters degree in Statistics, Econometrics, or a related...

  • Market Risk Methodology

    5 days ago

    Mumbai, Maharashtra, India BNP Paribas CIB Full time ₹ 12,00,000 - ₹ 36,00,000 per year

    Position Purpose & ResponsibilitiesWorking in close partnership with other RISK teams and stakeholders (systems, reporting, regulatory, Front Office), the successful candidate will contribute to SIGMA's mission, taking responsibilities in some of the following areas:· Participate in methodology projects, gathering and documenting requirements, considering...

  • Business Analyst- Market Risk and Credit Risk

    2 days ago

    Mumbai, Maharashtra, India Virtusa Full time ₹ 15,00,000 - ₹ 25,00,000 per year

    Role Overview: - Demonstrate broad expertise in Financial (Credit, Market, Liquidity) risk, Operational risk, and enterprise risk management. - Manage end-to-end project implementation and cross-functional stakeholder management. - Focus on agile project delivery. - Act as a seasoned business analyst with a strong track record in requirements analysis,...

  • Senior - Market Risk

    2 days ago

    Mumbai, Maharashtra, India KPMG Full time ₹ 20,00,000 - ₹ 25,00,000 per year

    **JOB DESCRIPTION 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...

  • Associate - Market Risk (Trading)

    1 day ago

    Mumbai, Maharashtra, India Nuvama Group Full time ₹ 6,00,000 - ₹ 12,00,000 per year

    This role includes Risk Analysis, assessment, monitoring & mitigation of the clients trading portfolio across all asset classes (Equities/Currencies/FI instruments/Commodities).Experience:1 to 3 yearsRoles & Responsibilities:Market Risk MonitoringMonitoring & mitigation of the clients trading portfolio.Communication and co-ordination between various...

  • Consultant | Market Risk | Mumbai | Regulatory

    3 days ago

    Mumbai, Maharashtra, India Deloitte Full time ₹ 1,20,000 - ₹ 6,00,000 per year

    Job requisition ID :: 86813Date: Sep 18, 2025Location: MumbaiDesignation: ConsultantEntity: Deloitte Touche Tohmatsu India LLPWhat impact will you make?Every day, your work will make an impact that matters, while you thrive in a dynamic culture of inclusion, collaboration and high performance. As the undisputed leader in professional services, Deloitte is...

  • Manager, Market and Credit Risk Management

    2 days ago

    Mumbai, Maharashtra, India Onity Full time ₹ 12,00,000 - ₹ 36,00,000 per year

    DescriptionPosition Summary:The MSR Risk Manager will work closely with the SVP, Credit and Market Risk in performing second line oversight monitoring of the company's Mortgage Servicing Rights(MSR) valuation. The candidate will be a primary contributor to the MSR Valuation Committee on various levels: (i.e. provide secondary benchmarking, execute market...