IRM-Model Risk Mgmt-Analyst-Treasury & MR
MumbaiFull-timeFresherPosted 1 week ago
Entry-level risk role at Hdfc Bank in Mumbai. Open to freshers with an MBA or CFA.
About the role
Responsible for independent review and validation of derivative pricing models and risk models, including market risk, counterparty credit risk, ALM behavioral studies, and IRRBB models.
What you'll do
- Independent review and validation of different derivative pricing models and
- Risk Model (market risk, counterparty credit risk, ALM
- Ensure compliance with model governance and regulatory requirements while managing a portfolio of models
What you need
- Treasury
- Market risk
- CFA
- Internal audit
- Risk management
- Compliance
Good to have
- Credit risk
- Physics
- Python
- HTML