Risk Modeler

In the past, managing risk was the realm of insurance companies. Today, it has become an important undertaking across industries and geographies. And RMS continuously advances this effort. Extreme weather, climate change, and other catastrophes impact all of us. Understanding risk, integrating predictive analytics, and sharing our expertise more broadly are how we're helping to build a more resilient world.

Website: www.rms.com

Profile Offered: Risk Modeler

Job location: Mumbai

Course Specialization:
ME/M.Tech, M.Com, BBA/BBM, BSc, BCA, MBA/PGDM, BE/B.Tech, MS, PG Diploma, MSc, Diploma, B.Com, MCA

Desired Experience: 0 to 3 yrs

Roles and Responsibilities:
This is a Quant role in Quantitative Analysis and Technology, Central Methodology & Model Strategy, Model Performance Monitoring team with focus on
A challenging role in the newly established Model Performance Monitoring team located in Mumbai as an Investment Banking Risk with the possibility to be part of a growing area right from the beginning. The team will be responsible for the model performance monitoring for all credit risk models owned by Credit Analytics
Development, prototyping and back-testing of Monte Carlo Credit Exposure Models including collateral modeling
Responsible for the generation and presentation of model performance reports for senior management, regulators as well as internal and external audit
Possibility to support the IT strategic implementation of complex risk and simulation systems
Coordination with various partners including model owners and credit officers in order to generate valued reports on the model performance of credit risk models
Other bespoke requests regarding exposure analysis for several audit or regulatory reports. Preparing, processing and querying large amount of financial data
We are seeking a quantitative analyst with excellent technical skills and some prior experience of quantitative credit risk and derivatives products.