Manager- MRM

Department: Risk and Quant Solutions (RQS)

Location: Gurgaon

Job Summary

Review and validate derivative pricing and risk models across asset classes

Develop and validate risk modelling frameworks for both market risk and counterparty credit risk

Development and Implementation of benchmark models and methodologies in C++, Python, R etc.

Perform Independent model testing and assess assumptions, limitations, and model framework

Develop, Implement, and backtest regulatory models such as IRRBB, FRTB, RNIV and VaR/ES.

Prepare coherent and comprehensive documentation reports.

Lead and mentor the team of Analysts

Provide in-depth technical knowledge in existing and prospective client meetings.

Take responsibility for analysis, presentations, product demonstrations and fully

manage the proof of concepts and full-fledged projects.

Preparation and delivery for detailed presentations and workshops.

Ability to deliver presentations and demonstrations to prospects

Be able to articulate solution offerings and the scope and approach in responses for RFIs/

Core Competencies

Good knowledge of one or more asset classes (Equity, Rates, FX etc.)

Good experience in market risk / model validation role

Robust Financial Mathematics for derivative pricing; Monte Carlo, PDEs and numerica integration

Knowledge in advanced derivatives modelling and knowledge of volatility models preferred

Knowledge of market risk regulations and experience in implementation of

regulatory models

Strong proficiency in one or more of the following programming languages C++,

Python, R, MATLAB.





Strong regulatory understanding such as BASEL, CCAR, DFAST, CECL, SR-11/7 etc.

Understanding of market trends and demands in the financial services sector and issues faced by clients by staying abreast of current business and industry trends relevant to the client's business

Robust verbal, written and interpersonal communication skills.

Excellent presentation and report writing skills.

Self-starter with strong problem-solving skills

Project management and leadership qualities

Required Qualifications

Master in Financial Engineering / Statistics / Economics / Mathematics or B.Tech. / MBA

Finance from tier 1 college

Certifications such as CFA, FRM, CQF, IIQF is a plus

Disclaimer: The above job description serves as an informative reference for the tasks you may be required to perform. However, it does not constitute an integral component of your employment agreement and is subject to periodic modifications to align with evolving circumstances.

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📌 Manager-MRM (II) (Gurugram)
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