Basel III, Market Risk modelling - India – U

We are seeking an experienced risk modeller to join our Financial Risk advisory practice, focused on delivering quantitative solutions for our clients. In this role, you will leverage your deep quantitative and regulatory capital expertise to advise clients on risk modelling, and regulatory compliance, contributing directly to the execution of their regulatory compliance programmes. 

Responsibilities 

• Provide advanced quantitative analysis and modelling to address complex market risk challenges. 

• Develop, validate, and implement quantitative risk models (including VaR, ES, Stress Testing, Risk Factor scenario generation etc.). 

• Provide thought leadership in quantitative methodologies, regulatory requirements (e.g. Basel III, FRTB), derivatives pricing techniques. 

• Collaborate with multiple internal stakeholders across the lines of defence and Technology to ensure accurate implementation. 

• Lead project teams, mentor and supervise junior team members, and ensure high-quality delivery. 

• Support business development initiatives, including identifying new opportunities and developing proposals. 

Required Skills & Experience 

• Minimum of 3 - 10 years of relevant experience in quantitative modelling, market risk management or counterparty risk management, derivatives pricing, or risk advisory within financial services. 

• Demonstrated experience in one or more of the following areas: derivatives portfolio analysis, derivatives pricing, statistical methods including AI/ML, stochastic modelling techniques, and programming (e.g. Python). 

• Excellent analytical and problem-solving skills with the ability to translate complex quantitative concepts clearly to non-technical stakeholders. 

• Strong understanding of financial markets, trading products, and risk management principles. 

Preferred Qualifications 

• Degree in Finance, Mathematics, Engineering, or a related quantitative field. 

• Experience with Basel III regulations. 

• Exposure to risk transformation projects or global capability centre environments. 

• Professional certifications are a plus. 

Soft Skills:

• Excellent communication and interpersonal skills

• Strong problem-solving and decision-making abilities

• Ability to work under pressure and meet deadlines  

• Attention to detail and organisational skills

• Leadership and team management skills

How We Work:

Delta Capita is an equal opportunity employer. We positively encourage applications from suitably qualified and eligible candidates regardless of age, colour, disability, national origin, ancestry, race, religion, gender, sexual orientation, gender identity and/or expression, veteran status, genetic information, or any other status protected by applicable law.

We will ensure that individuals with disabilities are provided reasonable accommodation to participate in the job application or interview process, to perform essential job functions, and to receive other benefits and privileges of employment. If you require any reasonable adjustments through your interview process, please use the designated space within the application questionnaire.

This is a permanent full-time position located in Bangalore. As the selection and interview process is ongoing, please submit your application in English as soon as possible, if your profile is selected, a member of our team will contact you within 4 weeks.

Who Are We:

Delta Capita Group (a member of the Prytek Group) is a global managed services, consulting, and solutions provider with a unique combination of experience in Financial Services and technology innovation capability. Our mission is to reinvent the financial services value chain providing technology based mutualized services for financial institutions for non-differentiating services.

Our 3 offerings are:

·       Managed Services

·       Consulting & Solutions

·       Technology

To know more about Delta Capita and our culture click here: Working at DC - Delta Capita.

Delta Capita India is a Great Place to Work Certified Organization. Please refer to DC GPTW