int(7730)
Mumbai, India

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.

 

Please contact Anita Shah or email your cv directly in word format with job reference no. Jo0000006830 to riskandquants-in@theedgepartnership.com

 

Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days, we regret to inform you that your application for this position was unsuccessful.

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Key responsibilities

  • 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.

Role requirements

  • 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.