RSK-Risk Methodology Group
MumbaiFull-time10–18 yrsPosted 1 week ago
Leadership risk role at Nomura in Mumbai. Needs 10+ 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 that ensures the efficient deployment of the firm's capital.
What you'll do
- Provide analyses and consultation on credit risk quantification. Participate in global efforts on modeling credit risk exposure
- Work closely with global development teams on implementation of models and systems
- Implementation of risk models into strategic risk system (this includes developing methodology, building prototype, writing technical business requirement document
- Work on various regulatory requirements, Model performance reviews, Calibration, and to work on ad-hoc risk models as per business requirements
What you need
- Capital markets
- Excel
- Credit risk
- VBA
- Git
- Python
Good to have
- Wealth management
- Investment banking
- Performance testing