Jobs

Interviews
Job Alerts
Tools

Upskill and Grow with AI

Mock Interview Practice interviews in realistic simulations

Coding Practice Improve your coding skills with challenges

Certification Earn certifications to validate your skills

AI Learning Get trained with AI expert sessions

Career Path AI insights for smarter career decisions

AI Job Match Score AI-Powered Job Match Against Your Resume and Optimize Your Resume

Career Tools and Resources

Resume Builder Build Professional Resume with Ease

ATS Friendliness Check Check Resume Friendliness for Applicant Tracking Systems

Auto Apply Apply to hundreds of jobs on any platform effortlessly

Co-Pilot (Chrome Extension) Your AI Assistant for Seamless Browsing Efficiency

Interview Questions Streamline interviews with ready-to-use questions

Salaries Discover market-driven salary insights across skillsets and geographies

Companies Explore leading companies actively hiring talent
For Employers

Jobs

Interviews

Home
>
Jobs in Mumbai
>
BNP Paribas
>
Assistant Vice President - Risk Models & Regulatory

Assistant Vice President - Risk Models & Regulatory

BNP Paribas

10 - 15 years

30 - 35 Lacs

Mumbai

Posted:4 days ago| Platform:

Apply

Skills Required

c# risk management legal research c++ project management team management regulatory regulatory compliance research regulatory frameworks ppp front office market risk regulatory affairs drug regulatory affairs communication skills

Work Mode

Work from Office

Job Type

Full Time

Job Description

Working in close partnership with other RISK teams and stakeholders (systems, reporting, regulatory, Front Office), the successful candidate will contribute to SIGMAs mission, taking responsibilities in some of the following areas:

Participate in methodology projects, gathering and documenting requirements, considering stakeholder interests, regulatory constraints and any potential deficiencies in the current methods exposed by quality assurance processes.
Investigate, analyse and design risk methods and models, respecting the aims of accurately capturing risks whilst considering system or other environmental constraints.
Design, develop and test code changes required to implement the risk methods in the risk systems, whilst assisting the technical teams responsible for optimisation and promotion of the code to the production environment.
Ensure that all methodologies, tools, processes and procedures are documented to a high standard satisfying both internal and regulatory expectations, and that any methodological changes and corresponding decision of governing bodies are promptly reflected in relevant documentation.
Contribute to the quality assurance processes surrounding risk measurement including backtesting and VaR Adequacy (P&L Explain) process.
Cooperate with the RISK model validation teams in the review and approval of risk models.
Support regulatory interactions, participating in industry working groups and Quantitative Impact Studies (QIS).
In a transactional or advisory capacity, assist risk managers and Front Office in the prompt, accurate and astute risk assessment of deals, where the standard and systematic methods may not be applicable or appropriate

Technical & Behavioral Competencies

A strong academic background, with at minimum a Masters in mathematics, physics or quantitative finance. Both Masters and Ph.Ds. are welcome.

A strong interest and familiarity with risk management best practises, financial markets and economic developments.

Experience in a quantitative finance environment, preferably in a market risk or counterparty risk modelling capacity; other backgrounds (e.g. Front Office quantitative research, model validation, hedge funds) are also welcome.

Sound understanding of stochastic processes and their application to risk factor simulations.

A practical knowledge of derivatives, their risk drivers and the models used to price them; exposure to at least one of the following asset classes: credit, repo, IR/FX, equity, commodities, preferably from a risk management perspective.

Design and implementation of quantitative models, preferably using C# or C++ in a source-controlled environment.

The role will expose the candidate to a wide range of professionals within the bank. Therefore, communication skills, both written and verbal, play an essential part of the day-to-day role. Previous experience in interacting with Front Office, validation functions and regulatory or supervisory bodies is a plus.

A good understanding and awareness of the regulatory framework for banks is desirable

Candidates expected to have PhD with further research experience.

Candidates should demonstrate proven record of research and academic excellence; published work is a plus.

More senior candidates are expected to demonstrate leadership in collaborative research projects.

The role will expose the candidate to a wide range of professionals within the bank. Therefore, communication skills, both written and verbal, play an essential part of the day-to-day role. Previous experience in joint research with other research teams is a plus.

Reasonable coding skills are expected.

In addition, a candidate from any background will have the ability to:

Work to meet tight deadlines.

Work flexibly as part of multiple teams and autonomously.

Grasp the intricacies of governance-related processes and procedures.

Juggle changing priorities and a varied workload.

More Jobs at BNP Paribas

BNP Paribas is hiring For Senior Support Analyst!

Bengaluru

4 - 8 yrs

INR 10 - 19 Lacs

Senior Support Analyst

Bengaluru

4 - 8 yrs

INR 10 - 18 Lacs

Java Full Stack Developer - Looking For Immediate joiner

Chennai

6 - 11 yrs

INR 0 - 1 Lacs

BNP Paribas is looking For a Product Owner!

Chennai

8 - 13 yrs

INR 15 - 25 Lacs

Full Stack Engineer

Chennai, Tamil Nadu, India

Experience: Not specified

Salary: Not disclosed

Mock Interview

Practice Video Interview with JobPe AI

Start Job-Specific Interview

Start Your Job Search Today

Browse through a variety of job opportunities tailored to your skills and preferences. Filter by location, experience, salary, and more to find your perfect fit.

Job Application AI Bot

Apply to 20+ Portals in one click

Download Now

Download the Mobile App

Instantly access job listings, apply easily, and track applications.

Enhance Your Skills

Practice coding challenges to boost your skills

Start Practicing Now

BNP Paribas

Banking

Paris London

Login to

Please Verify Your Phone or Email

Confirm Action

Search

Profile

Upskill and Grow with AI

Assistant Vice President - Risk Models & Regulatory