1,002 Portfolio Risk jobs in India

**Are you looking for an exciting opportunity to join a dynamic and growing team in a fast paced and challenging area? This is a unique opportunity for you to work in our team to partner with the Business to provide a comprehensive view.**
As a Quant Modeling Associate - Portfolio Risk Modeling in India, you will be a key member of the Portfolio Risk Modeling team. You will support critical statistical development projects and related analysis. Your role will involve designing, developing, testing, and validating statistical models for risk weight calculation, risk forecast, and model performance monitoring. You will utilize your advanced analytical skills to perform data extraction, sampling, and statistical analyses. You will also design and produce programs to streamline and create repeatable procedures for model development, validation, and reporting. We value proactive communication and collaboration with our line of business partners and model end-users to analyze and meet analysis and reporting needs. Our Firmwide Risk Function is focused on cultivating a stronger, unified culture that embraces a sense of personal accountability for developing the highest corporate standards in governance and controls across the firm. Business priorities are built around the need to strengthen and guard the firm from the many risks we face, financial rigor, risk discipline, fostering a transparent culture and doing the right thing in every situation. We are equally focused on nurturing talent, respecting the diverse experiences that our team of Risk professionals bring and embracing an inclusive environment.

Chase Consumer & Community Banking serves consumers and small businesses with a broad range of financial services, including personal banking, small business banking and lending, mortgages, credit cards, payments, auto finance and investment advice. Consumer & Community Banking Risk Management partners with each CCB sub-line of business to identify, assess, prioritize and remediate risk. Types of risk that occur in consumer businesses include fraud, reputation, operational, credit, market and regulatory, among others.

**Job responsibilities**:

- Design, develop, test, and validate statistical models for risk weight calculation, risk forecast and model performance monitoring.
- Support critical statistical development projects and related analysis
- Utilize graduate-level research and analytical skills to perform data extraction, sampling, and statistical analyses using logistic regression, multinomial regression, multivariate analysis, discriminant analysis, time series analysis, panel data analysis, etc.
- Design and produce programs to streamline and create repeatable procedures for model development, validation, and reporting.
- Communicate and collaborate with line of business partners and model end-users to analyze and meet analysis and reporting needs.

**Required qualifications, capabilities, and skills**
- Minimum 3 years statistical modeling experience in the financial services industry
- Proficiency in advanced analytical languages such as R, Python.
- A Master's or Ph.D. Degree in a technical or quantitative field such as Statistics, Economics, Finance, Mathematics, Computer Science, Engineering, or Information Technology.
- Strong analytical and problem-solving skills
- Strong organization and time management skills. Must have the ability to deliver high-quality results under tight deadlines.
- Strong multi-tasking skills with demonstrated ability to manage expectations and deliver results.
- Strong communication skills.

**Preferred qualifications, capabilities, and skills**
- Knowledge of regulatory modeling (IFRS9 / CECL / CCAR / Basel) preferred.
- Proficiency in advanced analytical languages such as SAS (preferred)

JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world's most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.

We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting

As part of Risk Management and Compliance, you are at the center of keeping JPMorgan Chase strong and resilient. You help the firm grow its business in a responsible way by anticipating new and emerging risks, and using your expert judgement to solve real-world challenges that impact our company, customers and communities. Our culture in Risk Management and Compliance is all about thinking outside the box, challenging the status quo and striving to be best-in-class.

In this role, you'll have an opportunity to use your experience with econometric/statistical modeling, data manipulation, query efficiency techniques, reporting, and automation.

Additionally, you'll build a solid understanding of consumer businesses, functions, systems, data environments, and processes that are necessary for the production and utilization of data.

**Responsibilities**:

- Design, develop, test, and validate statistical models for Auto portfolio risk, forecast and model performance monitoring
- Utilizing graduate-level research and analytical skills to perform data extraction, sampling, and statistical analyses using logistic regression, multinomial regression, multivariate analysis, discriminant analysis, time series analysis, panel data analysis, etc.
- Efficiently design and produce programs to streamline and create repeatable procedures for model development, validation, and reporting
- Process, cleanse, and verify the integrity of data used for analysis
- Perform deep dive analysis to address ad hoc inquiries

**Minimum Skills, Experience and Qualifications**
- MS, Engineering or PhD degree in a quantitative discipline
- 3+ years of hands-on work and research experience of advanced analytical skills in the areas of statistical modeling and data mining
- Proficiency in advanced analytical languages such as SAS, R, Python
- Experience utilizing SQL in a relational database environment such as DB2, Oracle, or Teradata
- Strong analytical and problem solving skills
- Strong organization and time management skills. Must have the ability to deliver high-quality results under tight deadlines
- Strong multi-tasking skills with demonstrated ability to manage expectations and deliver results
- Strong communication skills

JPMorgan Chase & Co., one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world's most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.

We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. In accordance with applicable law, we make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as any mental health or physical disability needs.

Are you looking for an exciting opportunity to join a dynamic and growing team in a fast paced and challenging area? This is a unique opportunity for you to work in our team to partner with the Business to provide a comprehensive view.
As a Quant Modeling Assoc, Risk - Portfolio Risk Modeling India in the Portfolio Risk Modeling team, you will be expected to support critical statistical development projects and related analysis. You will design, develop, test, and validate statistical models for risk weight calculation, risk forecast and model performance monitoring. This role provides an opportunity to utilize your graduate-level research and analytical skills to perform data extraction, sampling, and statistical analyses. You will also have the chance to efficiently design and produce programs to streamline and create repeatable procedures for model development, validation, and reporting.

**Job responsibilities**
- Design, develop, test, and validate statistical models for risk weight calculation, risk forecast and model performance monitoring.
- Utilize graduate-level research and analytical skills to perform data extraction, sampling, and statistical analyses using logistic regression, multinomial regression, multivariate analysis, discriminant analysis, time series analysis, panel data analysis, etc.
- Design and produce programs to streamline and create repeatable procedures for model development, validation, and reporting.
- Communicate and collaborate with line of business partners and model end-users to analyze and meet analysis and reporting needs.

**Required qualifications, capabilities, and skills**
- Minimum 3 years' statistical modeling experience in the financial services industry;
- Proficiency in advanced analytical languages such as SAS, R, Python.
- A Master's or Ph.D. Degree in a technical or quantitative field such as Statistics, Economics, Finance, Mathematics, Computer Science, Engineering, or Information Technology.
- Strong analytical and problem-solving skills
- Strong organization and time management skills. Must have the ability to deliver high-quality results under tight deadlines.
- Strong multi-tasking skills with demonstrated ability to manage expectations and deliver results.
- Strong communication skills.

**Preferred qualifications, capabilities, and skills**
- Knowledge of regulatory modeling (IFRS9 / CECL / CCAR / Basel) preferred.

JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world's most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.

We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.

Description

Market Risk Management (MRM) & Methodology provides an independent view of market risks to Deutsche Bank's senior management and manages Deutsche Bank's Market Risk position in an independent and neutral way.

The Market Risk Analysis and Control (MRAC) function is responsible for the provision of all official market risk metrics and core analysis in support of risk management decision making, on behalf of the Market Risk Management department.

The team has a global presence with staff located in London, New York, Berlin, Singapore, Mumbai and Bangalore. The team operates a business/asset class and risk metric aligned organizational matrix supported by central functions. The role is with the market risk portfolio team which is one of the central function teams.

Portfolio Risk - Portfolio Risk provides a cross asset top-down view for senior management to understand the various market risks across the trading and banking landscape that DB Group is exposed to; including highlighting material risks whether they are driven by individual trades or caused by concentrations or market liquidity concerns.

In collaboration with the Market Risk Managers the team designs the risk appetite and risk identification frameworks ensuring a consistent adoption of industry leading standards. The team works closely with Market Risk Managers covering all asset classes along with other key stakeholders across the enterprise.
 

What we’ll offer you

As part of our flexible scheme, here are just some of the benefits that you’ll enjoy

Best in class leave policy

Gender neutral parental leaves

100% reimbursement under child care assistance benefit (gender neutral)

Flexible working arrangements

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

Your key responsibilities

Identify the top and emerging risks each week, including sourcing the relevant information from other teams in MRAC and the business MRMs.

Review and understand the market risk RWA, including staying abreast of the development of this metric.

Work on Fundamental Review of Trading Book (FRTB) and explain movement in RWA across different measures under FRTB

Perform deep dive analysis into concentrations of risk or emerging items of interest, providing high quality and accurate information / commentary at a level for senior management consumption.

Coordinate across business aligned market risk teams to understand changes in risk and impacts on capital and risk management metrics (VaR).

Support ad hoc queries from senior management, regulator, auditor etc on movements in risk and historical trends.

Prepare daily / weekly reports with appropriate commentaries on risk changes.

Support the analysis and communication of portfolio level topics to senior management and their committees.

Develop necessary tools to facilitate more efficient analysis of risk.

Your skills and experience

University degree in Economics, Mathematics or other quantitative subject.

3-6 years' experience in Market Risk within the Financial Market / Investment Banking industry (other relevant backgrounds e.g. Trading, Product Control, IPV will also be considered).

In depth understanding of other Market Risk measurement techniques e.g. VaR, RNiV, Economic Capital, IRC, etc.

Experience in implementation of FRTB (Fundamental Review of Trading Book) is a plus

Conversant & interested in macroeconomic / geopolitical events, both current and historical

A reliable team player with the motivation to work in a dynamic, international and diverse environment. Strong interpersonal skills and ability to build relationships across different stakeholder groups.

MS Office proficient, especially Excel and PowerPoint.

Basic Python skills are required.

How we’ll support you

Training and development to help you excel in your career

Coaching and support from experts in your team

A culture of continuous learning to aid progression

A range of flexible benefits that you can tailor to suit your needs

• Conduct data mining and statistical analysis to assess investment risks.
• Perform model validation and backtesting to ensure the accuracy and reliability of risk models.
• Develop and implement automation and data plumbing processes to improve efficiency.
• Build and maintain business intelligence tools to support risk management and decision-making.
• Assist in key BAU activities such as risk monitoring, investigation, and reporting to meet deadlines.
• Stay updated on industry trends related to fintech and risk modeling.

Education:

• Degree in Finance, Economics, Statistics, Mathematics, Computer Science, or a related field.
• CFA or FRM certification is highly desirable.

Technical Skills:

• Strong coding skills in Python, R, SQL, and VBA.
• Basic knowledge in risk analytics and platforms such as Aladdin, MSCI/Barra, FactSet is a plus.
• High proficiency in MS Office tools such as Excel, Power Query, Word, PowerPoint.
• Familiarity with business intelligence tools like Tableau, Power BI, or similar.

Skills Required
risk monitoring, Data Mining, Automation, Statistical Analysis, Business Intelligence

Morgan Stanley

Credit Risk Counterparty Portfolio Analysis - Analyst

Profile Description

We're seeking someone to join our team as an (Analyst) to (Credit Risk Counterparty Portfolio Analysis)

Firm Risk Management

In the Firm Risk Management division, we advise businesses across the Firm on risk mitigation strategies, develop tools to analyze and monitor risks and lead key regulatory initiatives.

Business Audit

Morgan Stanley is an industry leader in financial services, known for mobilizing capital to help governments, corporations, institutions, and individuals around the world achieve their financial goals.

Since 1935, Morgan Stanley is known as a global leader in financial services, always evolving and innovating to better serve our clients and our communities in more than 40 countries around the world.

Primary Responsibilities

What you'll do in the role:

• Develop in-depth knowledge of counterparty risk applications, risk infrastructure at Morgan Stanley. Stay abreast of market activity and conduct proactive risk assessment and management, including assessment and impact analysis of market/geopolitical events
• Analyze and explain period over period exposure changes across a range of credit risk measures, stressed exposures (e.g. single- and multi-factor, product specific stresses) and risk sensitivities
• Assist in preparation and execution of recurrent portfolio analysis for various risk committee meetings and regular portfolio monitoring. Participate and prepare analysis / response to ad-hoc requests from senior risk management, regulatory requests
• Periodically perform sector deep-dives and trend analysis, identify and understand pockets of counterparty risk including identification of tail risk and concentration build-ups and present actionable insights to senior stakeholders
• Participate with risk managers in prototyping and preparing detailed portfolio reviews, provide insights on BU meeting materials
• Use automation and latest technology to aid in efficient portfolio analysis and prototype potential new reports. Automate and/or work closely with Reporting teams to automate recurring analysis.
• Participate in projects to enhance credit risk infrastructure while collaborating with Risk IT on strategic solutions and with self service team for building dashboards
  
  

Skills/Experience

What you'll bring to the role:

• Bachelor&aposs/Master&aposs degree in Finance, Economics, Computer Science, Statistics, Mathematics or Engineering related areas; CFA and/or FRM or PRM preferred
• Minimum 1 year of experience in a Financial Services firm, ideally in Counterparty Risk or Market Risk Management
• Familiarity with derivative trades that generate Counterparty Risk across different asset classes like Rates, FX, Credit, Equities and Commodities especially in bilateral OTC, SFT and CCP businesses.
• Strong technical skills, including comfort working with large datasets via SQL / Advanced excel is essential; Experience with VBA or other programming experience i.e R, Python; exposure to / familiarity with data visualization tools i.e. PowerBI is advantageous
• Desire to work in a dynamic, team-oriented, fast-paced environment focusing on challenging tasks mixing fundamental, quantitative, and market-oriented knowledge and skills is essential
• Self-motivated, independent with strong written and verbal communication skills
• Willingness to learn new and complex topics and adapt oneself (continuous learning) is preferred
• Ability to meet deadlines and deliver quality with keen attention to detail
  
  

What You Can Expect From Morgan Stanley

We are committed to maintaining the first-class service and high standard of excellence that have defined Morgan Stanley for over 89 years. Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - aren't just beliefs, they guide the decisions we make every day to do what&aposs best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. At Morgan Stanley, you'll find an opportunity to work alongside the best and the brightest, in an environment where you are supported and empowered. Our teams are relentless collaborators and creative thinkers, fueled by their diverse backgrounds and experiences. We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry. There's also ample opportunity to move about the business for those who show passion and grit in their work.

To learn more about our offices across the globe, please copy and paste into your browser.

Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximize their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds, talents, perspectives, and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing, and advancing individuals based on their skills and talents.

Skills Required
Powerbi, Vba, Advanced Excel, Sql, Python

Our client is seeking a meticulous and analytical Financial Risk Analyst for a fully remote position. In this crucial role, you will be responsible for identifying, assessing, and mitigating financial risks within the organization. You will work closely with various departments to develop and implement risk management strategies, ensuring compliance with regulatory requirements and safeguarding the company's financial health. This is an excellent opportunity for a finance professional who excels in a remote-first setting and possesses a deep understanding of financial markets and risk assessment methodologies.

Key Responsibilities:

• Analyze financial data to identify potential risks, including market risk, credit risk, and operational risk.
• Develop and implement quantitative models and tools for risk assessment and measurement.
• Monitor key risk indicators (KRIs) and prepare regular risk reports for senior management.
• Evaluate the effectiveness of existing risk management policies and procedures.
• Collaborate with business units to integrate risk management principles into decision-making processes.
• Ensure compliance with relevant financial regulations and reporting standards.
• Conduct stress testing and scenario analysis to assess the impact of adverse market conditions.
• Develop and maintain risk mitigation strategies and contingency plans.
• Provide training and guidance to staff on risk management best practices.
• Stay informed about evolving financial regulations and industry risk management trends.

The ideal candidate will have a strong academic background in finance, economics, or a related field, coupled with significant experience in financial risk management. Proficiency in financial modeling software, statistical analysis tools, and SQL is essential. Excellent analytical, problem-solving, and communication skills are required to effectively present findings and recommendations. If you are a detail-oriented professional passionate about financial integrity and possess the ability to thrive in a remote work environment, we encourage you to apply and contribute to our client's robust risk management framework.

Our client, a prominent institution in the banking and finance sector, is looking for a skilled Financial Risk Analyst to join their Jaipur-based team. This role offers a hybrid work arrangement, blending remote flexibility with essential in-office collaboration. You will be responsible for identifying, assessing, and quantifying financial risks across various business units, including market risk, credit risk, operational risk, and liquidity risk. Your analysis will directly inform strategic decision-making and contribute to the stability and profitability of the organization. Key responsibilities include developing and implementing risk models, monitoring risk exposures, preparing risk reports for senior management, and ensuring compliance with regulatory requirements. You will work with large datasets, utilizing statistical analysis and advanced modeling techniques to identify trends and potential vulnerabilities. The ideal candidate will possess a strong quantitative background, excellent analytical skills, and a thorough understanding of financial markets and instruments. Proficiency in financial modeling software, databases (SQL), and programming languages such as Python or R is highly desirable. You will collaborate with cross-functional teams, including trading, portfolio management, and compliance, to foster a robust risk management culture. This position requires meticulous attention to detail, strong problem-solving abilities, and the capacity to communicate complex financial concepts clearly and concisely to both technical and non-technical audiences. If you are passionate about mitigating financial risks and contributing to a secure financial future, we encourage you to apply.