Counterpart Credit Risk (CRSM) - Associate
J.P. Morgan
Description:
CCR is seeking an Associate in Mumbai to join the EMEA Counterparty Risk Coverage team. the candidate will work in partnership with the First Line of Defense, Collateral Operations across all Lines of Businesses (LOBs), to provide risk management oversight of the firm’s financial collateral pools and be with Credit Officers, Front Office, and Sales and be responsible for risk decisions around collateral/margining of the derivatives portfolio, including asset eligibility, haircuts, enforceability, CSA negotiation, and identification of concentrations/relatedness. The candidate will operate across various locations to establish synergies and best practices, assess system capabilities, availability and use of risk metrics, identify solutions to enhance transparency and timely escalation of the pertaining collateral risk.
The candidate will operate across various locations to establish synergies and best practices, assess system capabilities, availability and use of risk metrics, identify solutions to enhance transparency and timely escalation of the pertaining collateral risk.
Location: Mumbai
Underwriting Risk Quant Role (4-10 yrs)
Solytics Partners
Description:
Solytics is seeking a strong UnderwritingCredit Risk professional to be a member of the Model Risk Management (MRM) team focussed on the developing, review, validation, and risk assessment of counterparty risk models. Candidate must have relevant experience in statistical modeling, simulations, quantitative research, stochastic calculus, market risk management, counterparty risk management or related field.
Location: Bangalore
Senior Manager (Index Quant)
Evalueserve, India
Description:
Evalueserve is a global leader in delivering innovative and sustainable solutions to a diverse range of clients, including over 25% of Fortune 500 companies. Clients include Amazon, Deutsche Bank, Johnson & Johnson, McDonald’s, Microsoft, Morgan Stanley, Nestlé, Novo Nordisk, and Procter & Gamble. With a presence in more than 45 countries across five continents, we excel at leveraging state-of-the-art technology, artificial intelligence, and unparalleled subject matter expertise to elevate our clients’ business impact and strategic decision-making.
Our team of over 4,500 talented professionals operates in 45 countries, including major centers in India, China, Chile, Romania, and North America. Evalueserve is proud to be recognized as a Great Place To Work®, offering a dynamic, growth-oriented, and open culture that prioritizes a flexible work-life balance, diverse and inclusive teams, and equal opportunities for all.
Location: Gurgaon
Lead Analyst/Manager - Market Risk
Evalueserve, India
Description:
Evalueserve is a global leader in delivering innovative and sustainable solutions to a diverse range of clients, including over 30% of Fortune 500 companies. With a presence in more than 45 countries across five continents, we excel in leveraging state-of-the-art technology, artificial intelligence, and unparalleled subject matter expertise to elevate our clients' business impact and strategic decision-making.
Location: Gurgaon
Credit Risk - Senior Associate - Bangalore
PwC
Description:
PwC is one of the most prestigious professional services firm in the world, serving as the auditor to nearly half of the world’s largest banks. PwC US Risk and Regulatory (R&R) comprises of a highly experienced team of risk management specialists supporting global financial institutions in their risk management initiatives. R&R has significant exposure to, and driver of, industry leading practices and has deep knowledge of regulatory expectations. R&R professional’s experience covers all financial model types, including those used to manage credit risk, market risk, operational risk and compliance risk—as well as those used for financial reporting, valuations and economic capital estimation.
Location: Bangalore
Macro Quant Analyst
Prabhudas Lilladher Private Limited
Description:
As a Quantitative Analyst - Macro at Prabhudas Lilladher, you will play a crucial role in our quantitative research and investment strategy development for our Portfolio Management Services (PMS), Alternative Investment Funds (AIF), Mutual Funds (MF), and Wealth verticals. This position requires a strong analytical mindset, proficiency in advanced Excel and PowerPoint, and the ability to work with quantitative models and strategies.
Location: Mumbai
Consultant - Business Consulting Risk - FS - CNS - BC - FSRM - Mumbai
EY
Description:
Our FSRM team is a fast-moving, high-growth area with huge potential. It offers variety, challenge, responsibility, and the opportunity to realize your leadership potential.
Our Financial Services Risk Management (FSRM) practice focuses on risk management, regulatory, quantitative, and technology backgrounds. The breadth of experiences of FSRM professionals enables the practice to coordinate the delivery of a broad array of risk management services to capital market participants throughout the world in a well-integrated manner.
We are looking for experienced professionals for roles in risk assurance, control testing, and internal audit, specifically focusing on the second and third lines of defence, with expertise in Market Risk/Counterparty credit risk regulations and calculations.
Location: Mumbai
Senior Quantitative Analyst - Counterparty Credit Risk Quant (4-10 years)
Solytics Partners
Description:
Solytics is seeking a strong Counterparty Credit Risk professionals to be a member of Model Risk Management (MRM) team focussed on the developing, review, validation and risk assessment of counterparty risk models. Candidate must have relevant experience in statistical modelling, simulations, quantitative research, stochastic calculus, market risk management, counterparty risk management or related field.
Location: Pune
Analyst/Associate - Credit Risk Modeling (Risk Analytics) Job Number: 3243344
Morgan Stanley
Description:
Risk Analytics has an opening for an associate-level person to work on model development. The successful candidate will work extensively with credit risk models involving IRB approaches, CCAR and CECL. The successful candidate will have strong analytical skills, an excellent work ethic and a high degree of interest in both quantitative and non-quantitative aspects of financial risk management.
Location: Mumbai
Senior Consultant - Business Consulting Risk - FSRM - Bangalore
EY
Description:
Counterparty Credit Risk Quant - Business Consulting Risk - FSRM - Bangalore (Open for Delhi NCR, Mumbai, Kolkata, Pune, Chennai)
Our FSRM team is a fast-moving, high-growth area with huge potential. It offers variety, challenge, responsibility and the opportunity to realize your leadership potential.
Our Financial Services Risk Management (FSRM) practice focuses on risk management, regulatory, quantitative, and technology backgrounds. The breadth of experiences of FSRM professionals enables the practice to coordinate the delivery of a broad array of risk management services to capital market participants throughout the world in a well-integrated manner.
We are looking for candidates who will be performing duties in the quant space of Counterparty Credit risk domain including but not limited to CCR exposure model development, Validation and monitoring, Derivatives Pricing, Back testing of IMM, Collateral simulation models development and validation, etc.
Location: Multiple
FS_BUSINESS CONSULTING_FSRM - QAS MARKET RISK_MANAGER
EY
Description:
EY's Financial Services Office (FSO) is a unique, industry-focused business unit that provides a broad range of integrated services that leverage deep industry experience with strong functional capability and product knowledge. FSO practice provides integrated advisory services to financial institutions and other capital markets participants, including commercial banks, investment banks, broker-dealers, asset managers (traditional and alternative), insurance and energy trading companies, and the Corporate Treasury functions of leading Fortune 500 Companies. The service offerings provided by the FSO Advisory include: market, credit and operational risk management, regulatory advisory, quantitative advisory, structured finance transaction, actuarial advisory, technology enablement, risk and security, program advisory, and process & controls.
Within EY’s FSO Advisory Practice, the Financial Services Risk Management (FSRM) group provides solutions that can help FSO clients to identify, measure, manage and monitor the market (trading book), credit (banking book), operational, and regulatory risks associated with their trading, asset-liability management, capital management and other capital markets activities.
Within FSRM, the Market Risk (MR) team assists clients to design and implement strategic and functional changes across risk management, treasury, front office, middle office, and back office activities with a focus on risk and valuation processes, regulatory compliance, analytics, strategy, and organizational structure. Practical implementation knowledge of risk and capital management is a key competency of MR, focused on regulatory capital, market and counterparty credit risk management and broker-dealer capital requirements. Clients include large domestic and global financial institutions, broker-dealers, foreign banking organizations, asset management firms and insurance companies with significant capital markets activities. Project teams frequently work with the senior management of these firms, including CFOs and CROs.
Location: Multiple
Lead Consultant/Associate Director - Fixed Income Risk/Quant (5-15 yrs)
Solytics Partners
Description:
Solytics is looking for a strong risk management professional with prior experience in supporting fixed income/credit desks.
Location: Pune/Bangalore, India
Senior Consultant - Business Consulting Risk - FSRM - Mumbai
EY
Description:
Our FSRM team is a fast-moving, high-growth area with huge potential. It offers variety, challenge, responsibility and the opportunity to realize your leadership potential.
Our Financial Services Risk Management (FSRM) practice focuses on risk management, regulatory, quantitative, and technology backgrounds. The breadth of experiences of FSRM professionals enables the practice to coordinate the delivery of a broad array of risk management services to capital market participants throughout the world in a well-integrated manner.
Location: Mumbai
Stress Modeler - Enterprise Risk - BFS
Xcelyst Limited
Description:
Enterprise Risk Stress Modeler The role will require working as part of the Enterprise Risk team to provide support for developing and maintaining economic capital models, undertaking entity-wide stress testing and scenario analysis, and conducting group-wide portfolio risk analysis across business lines.
Location: Mumbai, India
Senior Manager - Risk & Finance - BFS
Acies Consulting
Description:
Our business consulting practice is keen to hire senior professionals for our fast-growing Risk and Finance (Risk) practice. This role is for professional with significant knowledge in the areas including risk management, RBI / BIS regulations, model validation, model development, ICAAP, Enterprise Risk management, derivatives and other risk areas.
The professional will be responsible for leading project delivery and supporting clients in the aforesaid areas. This involves frequent contact across all stakeholders, managing and building a team of subject matter experts, developing proposals, solution development in risk management areas and outreach for supporting the business.
Location: Mumbai
Senior Quantitative Consultant - Credit (2-5 yrs)
Solytics Partners
Description:
Solytics is looking for a quant professional to be part of the quantitative team working on designing and implementing pricers for various credit products and resolve pricing related issues from various stakeholders.
Location: Pune, India
Associate Consultant - Model Validation
Northern Trust
Description:
Northern Trust is proud to provide innovative financial services and guidance to the world’s most successful individuals, families and institutions by remaining true to our enduring principles of service, expertise and integrity. With more than 130 years of financial experience and over 22,000 partners, we serve the world’s most sophisticated clients using leading technology and exceptional service.
Location: Bangalore
Manager - Business Consulting Risk - FSRM - Hyderabad
EY
Description:
Our FSRM team is a fast-moving, high-growth area with huge potential. It offers variety, challenge, responsibility and the opportunity to realize your leadership potential.
Our Financial Services Risk Management (FSRM) practice focuses on risk management, regulatory, quantitative, and technology backgrounds. The breadth of experiences of FSRM professionals enables the practice to coordinate the delivery of a broad array of risk management services to capital market participants throughout the world in a well-integrated manner.
We are looking for candidates who will be performing duties in the quant space of Counterparty Credit risk domain including but not limited to CCR exposure model development, Validation and monitoring, Derivatives Pricing, Back testing of IMM, Collateral simulation models development and validation, etc.
Location: Hyderabad
Sr Manager- OTC Derivatives Operations and marketing
Talent Leads
Description:
i. Assist the Department in development of new products and services in OTC Derivative Markets
ii. Marketing of such products to Banks/Financial Institutions, Corporates, FPIs
iii. Maintaining linkages with all stake holders like Regulators, Banks , Financial Institutions, Corporates, FPIs to understand their requirement
iv. Assist in day to day operations of the Derivatives department
Location: Mumbai
AM/ DM (Derivatives Valuation), Mumbai
Talent Leads
Description:
Please see job role.
Location: Mumbai
Director - Credit Risk Modeling (Risk Management) Job Number: 3243291
Morgan Stanley
Description:
Risk Analytics has an opening for a Director-level person to work on model development. The successful candidate will work extensively with credit risk models involving IRB approaches, CCAR and CECL. The successful candidate will have strong analytical skills, an excellent work ethic and a high degree of interest in both quantitative and non-quantitative aspects of financial risk management.
Location: Mumbai
RC - Market Risk - Manager
PwC
Description:
A career in our Model Risk and Validation practice, within Risk Data and Analytics services, will provide you with the opportunity to help our clients develop a strategic and sustainable approach to harness the value of their data and drive business results. We work with organisations across industries to develop customised, cost effective technology solutions that focus on delivering the relevant, actionable intelligence that executives need to understand operations and manage critical risks.
As part of the team, you’ll help organisations manage the deployment and maintenance of complex models used for risk management and valuation.
Location: Bangalore
RC - Market Risk - Senior Associate
PwC
Description:
A career in our Model Risk and Validation practice, within Risk Data and Analytics services, will provide you with the opportunity to help our clients develop a strategic and sustainable approach to harness the value of their data and drive business results. We work with organisations across industries to develop customised, cost effective technology solutions that focus on delivering the relevant, actionable intelligence that executives need to understand operations and manage critical risks.
As part of the team, you’ll help organisations manage the deployment and maintenance of complex models used for risk management and valuation.
Location: Bangalore
Commodities Quant Research Analyst
Talentfleet Solutions
Description:
Please see job role.
Location: Bengaluru
Risk Associate - Balance Sheet Management
Acies
Description:
Please see job role.
Location: Mumbai
New IRB Model Validation - Senior Analyst
CRISIL Limited
Description:
Please see job role.
Location: Bangalore
NEW IRB Model Validation - Manager
CRISIL Limited
Description:
Please see job role.
Location: Bangalore
Manager – Traded Risk Aggregation GSC’s
HSBC
Description:
Traded Risk Shared Services is the central point for matters relating to traded credit and market risk within the Group. This includes the design, development and implementation of traded credit and market risk reporting, analysis, policy and systems. The department is also responsible for reporting the Group’s consolidated market risk exposures and has a delegated responsibility to analyze and report market risk limit utilizations, capital, backtesting, stress testing, market data management and model monitoring & calibration
Location: Mumbai
Supervisor - Risk & Product
Citco
Description:
Citco is a global leader in fund services, corporate governance and related asset services with staff across 80 offices worldwide. With more than $1 trillion in assets under administration, we deliver end-to-end solutions and exceptional service to meet our clients’ needs.
Location: Pune
Capital Markets (Risk & Financial product) BA,
Luxoft
Description:
We've been engaged by a large European Bank to provide resources to their Markets Program development team working on a wide range of projects like CTB changes, risk and regulatory projects, version upgrades etc.
We require an experienced BA to work within the existing Team.
Location: Gurgaon
Python Developer (Finance Domain) – IT Firm
Lenex
Description:
Please see job role.
Location: Bangalore
Product Lead - Liquidity risk
Quess Corp Limited
Description:
Please see job role.
Location: Mumbai
Valuation Risk Analyst
GreenTree Advisory Services Pvt Ltd
Description:
Please see job role.
Location: Bangalore
Analyst/ Associate- Risk Analytics (Risk Management) Job Number: 3243547
Morgan Stanley
Description:
Risk Analytics is seeking an Associate to work on Counterparty Credit Risk Analytics IMM (Internal Models Method) projects and regulatory deliverables. The candidate needs to collaborate within the team and across a range of functional groups to fulfill the deliverables on a timely basis. This is a permanent role.
Location: Mumbai
Manager, Model Validation
Fidelity International
Description:
The risk team in Fidelity covers the management oversight of Fidelity’s risk profile including key risk frameworks, policies and procedures and oversight and challenge processes. The team partner with the businesses to ensure Fidelity manages its risk profile within defined risk appetite.
The team is circa 120-strong, and growing, covering all facets of risk management including investment, operational, enterprise, and technology risk.
The ERM function is lead from Singapore and the primary purpose of the ERM team is to ensure that the business is managing risk within its agreed risk appetite, and in accordance with ERM Framework in place. The ERM function is also responsible for capital management, key risk regulatory reporting, policy governance and the ERM framework. It also acts as the oversight function for model risk, strategic risk, financial risk, ESG risk and strategic ventures. The ERM team size is currently 35, and the Model Risk team size is 12.
A model validation professional with a primary responsibility for independently completing model validation exercise. This role requires a deep understanding of modelling (preferable asset management modelling experience), their underlying mathematics, and the technology used for implementation. The ideal candidate will possess a strong background in model validation or development within financial institutions or consulting firms. The manager will tackle challenges related to complex and extensive models and innovate solutions to support effective model risk assessment.
As a Model Validation Quant, this role focuses on engaging with business, i.e. model owner and developers in a model validation exercise, conducting in-depth validation analyses, identifying potential issues and communicate effectively to relevant stakeholders. Facilitate knowledge sharing and effective risk management to benefit the team and the wider business. while maintaining strict adherence to FIL's Model Risk Policy and procedures.
Location: Gurgaon
Senior Manager, Model Validation
Fidelity International
Description:
The risk team in Fidelity covers the management oversight of Fidelity’s risk profile including key risk frameworks, policies and procedures and oversight and challenge processes. The team partner with the businesses to ensure Fidelity manages its risk profile within defined risk appetite.
The team is circa 120-strong, and growing, covering all facets of risk management including investment, operational, enterprise, and technology risk.
The ERM function is lead from Singapore and the primary purpose of the ERM team is to ensure that the business is managing risk within its agreed risk appetite, and in accordance with ERM Framework in place. The ERM function is also responsible for capital management, key risk regulatory reporting, policy governance and the ERM framework. It also acts as the oversight function for model risk, strategic risk, financial risk, ESG risk and strategic ventures. The ERM team size is currently 35, and the Model Risk team size is 12.
A senior model validation professional with a primary responsibility for independently completing model validation exercise. This role requires a deep understanding of modelling (preferable asset management modelling experience), their underlying mathematics, and the technology used for implementation. The ideal candidate will possess a strong background in model validation or development within financial institutions or consulting firms. The Senior Manager will tackle challenges related to complex and extensive models and innovate solutions to support effective model risk assessment.
As Senior Model Validation Quant, this role focuses on engaging with business, i.e. model owner and developers in a model validation exercise, conducting in-depth validation analyses, identifying potential issues and communicate effectively to relevant stakeholders. Facilitate knowledge sharing and effective risk management to benefit the team and the wider business. while maintaining strict adherence to FIL's Model Risk Policy and procedures.
Location: Gurgaon