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
- Support the execution and ongoing maintenance of the Model Performance Monitoring (MPM) framework
- Support model validation and audit related queries on MPM analysis
- Conduct data analysis, validation, and reporting for MPM initiatives while maintaining model performance trackers and dashboards to enhance transparency, governance
- Support implementation of risk models into strategic risk systems, including developing methodologies, building prototypes
- Collaborate with Risk IT in the strategic implementation of various initiatives
What you need
- Credit risk
- Excel
- VBA
- Python
- Reporting
- Compliance
Good to have
- Prototyping
- Wealth management
- Investment banking
- Capital markets
- Performance testing