RSK Associate -Risk Methodology Group

Nomura

5 - 8 years

5 - 8 Lacs

Mumbai Maharashtra India

Posted:2 months ago| Platform: Foundit logo

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Skills Required

Risk Analysis Regulatory Requirements

Work Mode

On-site

Job Type

Full Time

Job Description

Role & Responsibilities:

Focus on the SFT side of the business from a counterparty risk perspective
Provide analysis and consultation on counterparty credit risk quantification and participate in global efforts to model counterparty credit risk exposure
Work closely with global development teams on the implementation of models and systems
Address various regulatory requirements, including Back testing, Model reviews, Calibration, User Acceptance Testing, and Documentation of models
Work on ad hoc risk models as per business requirements

Mind Set:

Mandatory:

5+ years of experience working within the risk domain, preferably counterparty risk
Knowledge of Bonds/Repos, HCs, Stochastic Calculus, Counterparty exposure concepts, and Regulatory regime
Knowledge of fixed income, including pricing various traded bonds, from vanilla to exotic
Proficiency in Excel-VBA/Python
Strong verbal and written communication skills

Desired:

Delivery-focused with the ability to work well under pressure and meet deadlines under compressed timescales
Strong organizational skills, multitasking abilities, and attention to detail

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