, India
Job Family Group:
Finance
Worker Type:
Regular
Posting Start Date:
August 12, 2026
Business Unit:
Finance
Experience Level:
Experienced Professionals
Job Description:
What you will be doing
- Investigates and manages large data sets, ensuring consistency and quality and build tools to enable the data to be easily accessed by analysts across Risk.
- Contributes to the understanding of the design and utilization of methodologies to assess risk/reward of the portfolio, such as VaR back-testing, p&l; stress testing, scenario analysis, market liquidity analysis, Potential Future Exposure (PFE), credit stress testing, cash margining analysis.
- Supports the development of complex option valuation model to support ad hoc advanced analytics at a transaction level such as developing ad hoc Monte Carlo option valuation model to support deal valuation and risk management efforts.
- Ensures process excellence, identifying inefficiencies, inaccuracies or bottlenecks in Risk processes. Ensuring that error-checking is a natural part of all processes so output is ‘Right First Time’.
- The job holder manages the engagement with a large variety of (groups of) stakeholders on an operational level and, at times, contributes at a strategic level.
- Works under direct supervision of Manager for moderately complex activities; given broad guidance on operational activities. Decides which approach they take; however, guidance could be provided by more senior colleagues.
- Engages in innovative research tasks, support the implementation and development of quantitative solutions for risk management.
- Identifies areas of improvement when applying the existing methodology and suggests changes.
What you bring
- At least 10 years of relevant working experience
- Educational requirement in a Master's Degree or PhD
- Experience with both mode development and model validation
- Positive to have research experience
- Fluent in Python, and other coding language, bash shell scripting
- Need to be