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| Job Location | Mumbai City |
| Education | Not Mentioned |
| Salary | Rs 3.0 - 9 Lakh/Yr |
| Industry | Banking / Financial Services |
| Functional Area | Investment Banking / M&A,Finance / Accounts / Tax |
| EmploymentType | Full-time |
KEY RESPONSIBILITESModel development, maintenance and enhancement.Financial models used to price loans, bonds and other bespoke products relevant to IBD are owned by IBD risk stratsStrats responsible for upgrading existing models, to better comply with validation requirementsStrats work with risk managers to assist in guiding business on how best to book new trades choice of model, choice of features given deal economicsBusiness selectionMaintain/enhance the Return on Attributed Equity (ROAE) modelling framework used for business selectionUnderstand and model revenue and capital implications of dealsReporting riskCalculating and reporting risk metrics to management backward and forward looking viewsCreating/maintaining existing automated risk infrastructure used for daily/weekly/monthly risk reportsUnderstand and explain changes in risk as requested by risk managers within IBD as well as by market risk managersSupport businesses with their risk related needsProvide data analytics, model generation as requested by risk managersSupport desks like CLO (warehousing), CRE (real estate)Support regulatory requirementsDesign and report PnL and balance sheet for FED and other regulatorsProvide budgetary and league table support to IBD Management/Strategy teamsRequirements:Strong academic background in a relevant STEM field - Computer Science, Engineering, Physics or Mathematics. MBA from a premier institute is a plusExpertise in aspects of quantitative analysis related to finance, e.g. statistics, stochastic calculus, econometrics, financial modelingSolid background in computer programming, Python, C++, Java, Matlab or equivalent language, preferably in financial or technical computationsExcellent communication skills, experience speaking to technical and business audiences and working in a global teamPreferred Qualifications:2+ years of risk management experience (model development or validation)Understanding of risk metrics like VaR, CSW, GMS, PE etc.Understanding of basic pricing models black scholes, calibration etc.Awareness of capital requirement frameworks like Basel, SLRAwareness of federal stress tests like CCAR/DFAST
Keyskills :
taxtargetcustomer relationsbondsrisk metricsdata analyticsmarket riskbalance sheetrisk managementacademic backgroundforward lookingmodel developmentcommunication skillscomputer sciencestochastic calculusfinancial modelingquantitative analy