Associate - Market Risk - FRTB

<p>Corporate Title: Associate<br/><br/>Functional Title: Associate/Senior Associate<br/><br/>Experience: 4 - 6 years<br/><br/>Qualification: Masters in Quantitative discipline (B.E/B. Tech+, M. Tech, MSc (Maths/Stats), Econometrics)<br/><br/>Role & Responsibilities:<br/><br/>- Work closely with the Risk Methodologies Group (RMG) on the projects related to Regulatory capital models (eg. Basel,FRTB).<br/><br/>- Work on the prospective regulation i.e. FRTB, perform firm wide plus desk level analysis to assess the impact of new regulation and support in quantitative impact study (QIS).<br/><br/>- Ensure that the FRTB SA & IMA models meet their stated objectives by building robust SBA, RRAO, SA DRC, risk factor eligibility test tools, NMRF SES and IMA ESF methodologies.<br/><br/>- Act as a subject matter expert for the risk models including an understanding of FRTB guidelines and pr...