RSK-Risk Methodology Group
MumbaiFull-time4–6 yrsPosted 1 week ago
Mid-level risk role at Nomura in Mumbai. Needs 4–6 years and a B.Tech, B.E. or M.Tech.
About the role
The Risk Management Division encompasses the firm's comprehensive risk framework responsible for determining and managing the overall risk appetite for the firm. The division is responsible for effectively managing the firm's risk-return profile which ensures the efficient deployment of the firm's capital.
What you'll do
- Provide analysis and consultation on credit risk quantification. Work closely with global development teams on implementation of models and systems
- Work on various regulatory requirements including Back testing, Model Performance reviews, Calibration, User Acceptance Testing, Documentation of models, etc
- Implement risk models into strategic risk system (this includes developing methodology, building prototype, writing technical business requirement document
- Collaborate with Risk IT in the strategic implementation of various initiatives
- Participate in periodic model performance review and calibration of model parameters
What you need
- Credit risk
- Excel
- Compliance
- VBA
- Python
- Wealth management
Good to have
- Investment banking
- Capital markets
- Performance testing