Counterparty Credit Risk Methodology Strat, AS

We are looking for a Counterparty Credit Risk Methodology Strat to join our Group Strategic Analytics team in Mumbai, India. You will be responsible for developing, supporting, and enhancing backtesting and risk-not-covered tools, as well as designing and maintaining analytical tools and scripts.

Requirements

• Develop, support, and enhance backtesting, risk-not-covered in IMM (RNIEE) and other tools to monitor the performance of the Counterparty Credit Risk models.
• Design, build, and maintain analytical tools and scripts, ensuring all code/documentation is maintained within the Kannon repository and compliant with internal governance.
• Produce high-quality quarterly Backtesting and RNIEE reports for senior management, providing clear explanations of results, drivers, and methodological updates.
• Respond to stakeholder and management queries, providing clear, data-driven explanations of results, assumptions, and methodology choices.
• Support efforts around internal and external audit response including addressing queries and producing ad hoc analysis.
• Drive the timely closure of assigned regulatory/audit/validation findings.
• Provide expertise/support to our main stakeholder in Credit Risk Management, Front Office, Finance, and Technology.

Benefits

• Best in class leave policy
• Gender neutral parental leaves
• 100% reimbursement under childcare assistance benefit (gender neutral)
• Sponsorship for Industry relevant certifications and education
• Employee Assistance Program for you and your family members
• Comprehensive Hospitalization Insurance for you and your dependents
• Accident and Term life Insurance
• Complementary Health screening for 35 yrs. and above.