Market Risk Management (Bengaluru)

Market Risk Management (Bengaluru)

16 Aug
|
Moodys Analytics
|
Bengaluru

16 Aug

Moodys Analytics

Bengaluru

Job description Basic information
- Position Title: Analyst/ Associate / Senior Associate
- Experience Level: 3-5 Years
- Department: IORS
- Location: Bengaluru/Gurugram/Pune
- Position reports to: Director

Key responsibilities
- Provide comprehensive model validation and review processes in accordance with client's model risk management policy to assess model usage, purpose, conceptual soundness, data integrity, documentation and the control workplace.
- Communicate results via formal model validation reports, as well as presentations to model owners and senior management.
- Prepare detailed documentation of all analyses, code developed, and findings from assessments, ensuring reproducibility and transparency.
- Organize and maintain supporting evidence for all remediated issues and edge case testing, facilitating future reviews, audits, and regulatory examinations
- Maintain the model inventory and support the model risk governance process.
- Perform ad hoc (generally statistical)



analysis of back-tests or simulated performance information.
- Support Risk committee presentations and reporting exercises.
- Support Model Risk management policy management, review performance monitoring and assess model certifications.

Key competencies
- Master's degree in mathematics, statistics, data science, finance, Quantitative Finance, or a relevant field.
- Experience in model development, model validation or model governance in the fields of Credit Risk, Market Risk, Operational Risk, Fraud Risk.
- Programming experience with demonstrated exposure to multiple languages such as Python, SAS, R, MATLAB, SQL, VBA, C++ or similar languages.

Disclaimer: This job posting & Location 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.

📌 Market Risk Management (Bengaluru)
🏢 Moodys Analytics
📍 Bengaluru

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