Crisil is seeking a Risk Analytics professional to join a leading investment banking client to support their FRTB IMA implementation. You will bring strong quantitative risk background and hands-on Python skills.
You will develop market risk models (VaR, ES), work on PLA/PAT and RFET, analyze time series, and collaborate with Risk, Quants, Technology, and Front Office teams. Exposure to Basel/BCBS regulations and UAT testing will be part of the role.
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