Senior Leader - Global Risk Methodology - BFS

Senior Leader - Global Risk Methodology

Exciting Leadership opportunity to work with one of the Leading Investment Bank in Mumbai with Team management to work in the Global Credit Risk analytics team.

This role focuses heavily on counterparty credit risk quantification, enhancement, and methodological support to IMM approval from global regulators.

Some of the key responsibilities will include:

- Developing quantitative methodologies used to measure counterparty credit risk/ exposures.

- Provide active support to business/ risk managers - pre trade analytics on live complex structured derivative transactions.

- Work on various regulatory requirements model reviews, backtesting, calibration and user acceptance testing and documentation of models.

- Manage cross functional and internal teams and guide and mentor in daily deliverables.

To be eligible for this role you will require :

- Master's in quantitative discipline (BE/BTech, MTech, MSc, Maths/Stats Econometrics.

- 8-12 years of relevant experience in modelling/Risk Methodology or Model Validation.

- Expert in OTC derivatives, counterparty risk models, back testing, hair cut methodologies.

- Good knowledge of derivative pricing, at least of vanilla products.

- Some exposure to development of risk methodologies.

- Some knowledge of various models used in counterparty risk world.

- Familiarity with regulatory requirements.

- Worked on Monte Carlo, Stochastic calculus, Binomial pricing etc.

- Excellent communication, stakeholder management skills.