Senior Lead - Risk Methodology - Banking

Our client, a Global Banking firm is looking to hire in Mumbai a Senior Leader for the Risk Methodology function.

Some of the key responsibilities will include :

- Lead and contribute to methodology projects, risk method design, and model development for market and counterparty risk.

- Collaborate with stakeholders and technical teams to implement and optimize risk models and systems.

- Ensure high-quality documentation and compliance with regulatory standards.

- Support backtesting, VaR adequacy processes, and cooperate with model validation teams.

- Engage in regulatory interactions and participate in industry working groups and Quantitative Impact Studies.

- Advise risk managers and Front Office on complex deals requiring non-standard methods.

To be eligible for this role you will require :

- Experience Level: Senior-Level (12-15 years of experience in a Risk Methodology function).

- Strong academic background, with at least a Master's in a quantitative field; PhD candidates welcome.

- Deep understanding of risk management best practices, financial markets, and regulatory frameworks.

- Expertise in quantitative modeling, stochastic processes, and derivatives.

- Proficiency in programming (C# or C++).

- Excellent communication skills with experience interacting with Front Office, validation teams, and regulators.

- Ability to work under tight deadlines and manage multiple priorities.