Senior Specialist, Market and Liquidity Risk

Senior Specialist, Market and Liquidity Risk

We’re seeking a future team member for the role of Senior Specialist, Market and Liquidity Risk to join our Investments Risk team. This role is located in Pune.

In this role, you’ll make an impact in the following ways:

• This position is responsible for supporting Investments business and Investment Risk Management by assisting in model maintenance, model review, development, testing and documentation.
• This requires analyzing existing models and new model proposals and understanding the requirements of model governance, validation and model performance monitoring.
• Maintain and support an inventory of dozens of internally developed and vendor models, propose and carry out regular testing, resolve model governance challenges.
• Assisting model owners and model developers in resolving model related issues and ensuring all issues are resolved timely.
• To ensure that all models stay in compliant to all model risk related policies (SR 11-7) and procedures.

To be successful in this role, we’re seeking the following:

• Qualification – Advanced Degree or equivalent in Quantitative discipline
• 2-4 years of relevant experience in financial modelling, pricing, risk management or similar analytical roles.
• Knowledge of and experience with data, analytical and technical tools such as SQL, Python or other programming languages, Excel.
• Excellent organizational skills