Credit/Liquidity/Market Risk Modeler - Investment Bank

Credit/Liquidity/Market Risk Modeler - Investment Bank

Our client is a fastest growing leading international investment Bank. Due to continuous growth in the region, they are expanding their wings in Mumbai. Hence, they are looking to hire experienced Risk Modeler across levels who brings 2 to 8 years of strong experience in model development/ validation from investment bank or consulting firms in India with good people management skills.

Some of the key responsibilities will include :

- Opportunity to participate in the development of credit risk PD/LGD/CCF models for AIRB and stress testing.

- Liaising internally with risk managers, including explaining model outputs, performing ad-hoc analysis, and answering technical or background questions on the models and requirements

- Produce analyses required for various regulatory discussions including topics related to model methodology, benchmarking, driver analysis, etc. Perform self-assessments against regulations to ensure model compliance.

- Interaction with the Bank's senior management connected to your audits, where you will be encouraged to act as a trusted partner and use your independence and influencing skills to support the improvement of the Bank's risk and control environment.

To be eligible for this role you will require :

- Outstanding Quant skills and proficiency - you should have good understanding of probability and statistics / other quant concepts used in above areas is essential.

- Work experience relating to models focusing on audit, banking, consulting, risk, or the financial services industry, with the majority of the time allocated on developing or reviewing statistical / econometric modelling.

- Hold a university degree in econometrics, quantitative finance or equivalent.

- Programming and Algorithms: R, SAS, Python VBA / advanced Excel, etc.

- Database and SQL: MS Access, MySQL, Oracle etc.