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AVP Quantitative Analyst - Treasury Risk Modelling

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GlobalHunt India Pvt. Ltd.
📍 mumbai, India
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Location mumbai
📅
Posted June 13, 2026
🚗
Commute Local Area
🎯
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Job Description

Job Description

  • Design analytics and modelling solutions to complex business problems
  • Development of high performing, comprehensively documented analytics and modelling solutions, demonstrating their efficacy to business users and independent validation teams.
  • Implementation of analytics and models in accurate, stable, well-tested software and work with technology to operationalise them.
  • Demonstrate conformance to all Enterprise Risk Management Policies, particularly Model Risk Policy
    • Desired Profile
  • Knowledge of the following in Risk / Finance / Quant Modelling - Treasury Risk, Liquidity Modelling
  • Hands on coding experience (as a full-stack developer / agile developer etc
  • Hand on experience in Model Development and/or Model Validation /Model Implementation.
  • Experience in IRRBB, RRP, TWD, Hegde accounting, Liquidity Modelling, FX rate risk, ICAAP VAR model, Balance-sheet Modelling, Cash Fl...

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    📍 Location Details

    🌆
    City
    mumbai
    🗺️
    Country
    India
    🚗
    Commute
    Local Area

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