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
- Develop, review and implement advanced models for credit, market, event, and economic capital risk (VaR, IRC
- Execute end-to-end model lifecycle management: design, calibration, validation, performance monitoring, and maintenance ensuring accuracy, computational efficiency
- Conduct quantitative analysis including add-on calculations, offline capital computations
- Lead methodology projects encompassing model development, system migrations, prototype building, model performance and implementation of cutting-edge risk frameworks
- Build analytical tools and frameworks for offline calculation of economic and regulatory capital metrics
What you need
- Market risk
- Credit risk
- Compliance
- Wealth management
- Investment banking
- Operational risk
Good to have
- CFA
- Statistics
- Python
- Git
- Performance testing