Senior Analyst, Market Risk

Senior Analyst role focused on developing and maintaining high-quality risk analytics for Market Risk and Counterparty Credit Risk modelling. Responsibilities include Capital Market model development for trading derivatives (FX and Interest Rate Derivatives) and securities lending portfolios, daily analytical output, initial margin tools for uncleared trades, Basel regulatory exposure calculations (EAD), and collaboration with front office, regulators, and independent reviewers. The role entails evaluating frameworks against corporate objectives, supporting stress testing and internal capital allocation methodologies, ensuring modelling approaches meet internal and regulatory standards, and providing technical inputs to resolve risk issues while promoting understanding of risk measurement across the company. Independent execution with knowledge of banking balance sheets and income statements, and interaction with committees and senior management. Requires mastery of quantitative techniques and may involve training and communication efforts. Location: Bangalore office; travel not specified.