Vice President of Risk Management

As a Vice President in the Systems Integrated Methods and Analytics (SIGMA) team at BNP Paribas India Solutions, your mission involves developing and enhancing the group's risk modeling and measurement capabilities while collaborating with various stakeholders. - Participate in methodology projects, gather requirements, and document them considering stakeholder interests and regulatory constraints. - Investigate, analyze, and design risk methods and models to accurately capture risks while respecting system constraints. - Design, develop, and test code changes for risk systems implementation, collaborating with technical teams for optimization. - Ensure documentation of methodologies, tools, processes, and procedures meets internal and regulatory standards. - Contribute to quality assurance processes for risk measurement, including backtesting and VaR adequacy processes. - Collaborate with RISK model validation teams for reviewing and approving risk models. - Support regulatory interactions, industry working groups, and Quantitative Impact Studies (QIS). - Assist risk managers and Front Office in risk assessment of deals in a transactional or advisory capacity. - Contribute to the development of internal models in market and counterparty risk spaces. Qualifications Required: - A strong academic background with at least a Masters in mathematics, physics, or quantitative finance. - Proficiency in verbal and written English. - Experience in a quantitative finance environment, preferably in market risk or counterparty risk modeling. - Sound understanding of stochastic processes, derivatives, risk drivers, and pricing models. - Design and implementation of quantitative models, preferably using C# or C++. - Strong communication skills for interacting with various stakeholders. - Awareness of the regulatory framework for banks. - Proven record of research and academic excellence. - Reasonable coding skills. SIGMA offers a multicultural environment for quantitative analysts to contribute to the future of internal models and risk management. The role provides exposure to diverse financial experiences and strategic developments within the bank, offering opportunities for career development and interaction with senior managers. Members of SIGMA also have the chance to participate in industry conferences and publish in professional journals.,