Key Responsibilities
Design, development, validation, and enhancement of quantitative risk models across any of the credit risk, market risk, liquidity risk, operational risk, stress testing and capital planning. This includes methodology development, implementation, model review, testing, governance, remediation, and model lifecycle management.
Support the development and implementation of ICAAP and ILAAP frameworks, including risk identification, risk quantification methodologies, capital and liquidity adequacy assessments, recovery planning, and regulatory engagement. Understanding of how emerging risks impact multiple models impacting the P&L; and Capital
Support valuation and risk measurement activities, including exposure measurement, model calibration,



valuation methodologies, sensitivity analysis, and quantitative assessment of banking and trading book positions.
Support model governance activities, including model validation, performance monitoring, documentation, audit support, regulatory reviews, and remediation of findings wrt to emerging risks like climate/ ESG or geopolitical risk
Maintain and enhance analytical tools, reporting solutions, and Excel-based models while ensuring robust data governance, accuracy, and operational efficiency.

📌 Assistant Manager Mumbai
🏢 Recruitment Cell
📍 Mumbai