Job Title: RSK-Risk Methodology Group

Job Code: 13650

Country: IN

City: Mumbai

Skill Category: Risk

Role Responsibilities:
This associate role within CRA Powai will be focusing on carrying out counterparty risk model development and performance review tasks for various Nomura group legal entities including US and EMEA regions.
Provide research and development of current counterparty exposure analytics for the Firm s Securities Financing businesses.
Work closely with global development teams on implementation of risk models into strategic risk system (this includes developing methodology and building modelling prototypes, writing technical methodology documents, performing models testing, ensure compliance with regulatory requirements and liaising with model validation group).
Collaborate with Risk IT in the strategic implementation of various initiatives.
Participate in periodic model performance review and calibration of model parameters.




To aid regulatory reviews and inspections by providing necessary analysis.
Provide quantitative support to the trading desk for pre-deal portfolio risk and regulatory/economic capital analysis.
Participate in RWA optimization initiatives.

Position Specifications:

Corporate Title Associate

Functional Title Associate/Senior Associate

Experience 4 - 6 years

Qualification Masters in Quantitative discipline (B.E / B. Tech, M. Tech, MSc (Maths / Stats), Econometrics)

Key Skills:

Domain
Knowledge of the financial markets.

Disclaimer : This job posting has been aggregated from external source. Role details, content, and availability are subject to change. Applicants are advised to confirm the latest information directly on the company website before applying.

📌 Rsk Risk Methodology Group Professional Maharashtra
🏢 Nomura
📍 Maharashtra