HDFC Bank
HDFC Bank | IRM-Model Risk Mgmt-Analyst-Treasury & MR
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Job Highlights
Responsibilities
- Validation of Treasury and Market Risk Models, Individual Contribution, Moderate Travel Required.
- Responsible for independent review and validation of derivative pricing models and risk models, including market risk, counterparty credit risk, ALM behavioral studies, and IRRBB models.
- Ensure compliance with model governance and regulatory requirements while managing a portfolio of models.
Key competencies
- Quantitative analysis, financial mathematics, Python programming, risk management, strong communication skills.
About the company
HDFC Bank
HDFC Bank is India's largest private sector bank by assets. It was incorporated in 1994 and merged with its parent, Housing Development Finance Corporation (HDFC Ltd), in July 2023.
Its finance, treasury, risk, internal audit and compliance teams, most of them based in Mumbai, regularly hire chartered accountants and finance graduates. Roles include regulatory reporting, model risk, credit and controllership.
