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21/08 Saket
Placement & Recruitment Service Provider at Phenom Placements

Views:4146 Applications:207 Rec. Actions:Recruiter Actions:26

Analyst - Internal Audit - Model Risk - Investment Bank (1-3 yrs)

Bangalore Job Code: 249692

Analyst - Internal Audit (Model Risk), Bangalore (1 - 3 Years)

Employer : Leading Investment Bank

Position : Analyst - Internal Audit (Model Risk)

Experience : 1 - 3 year

Job Location : Bangalore

Job Responsibilities :

- Execute Internal Audits in the Model Risk domain. Model areas include securities valuations and Risk modeling.

- Effectively Challenge Stakeholders on the processes in order to arrive at an opinion of the area being reviewed within the model risk domain

- Conduct Continuous Monitoring Meetings with stakeholders in the domain. -Participate in preparation for regulatory requests from Global regulators

Preferred Qualifications :

- Knowledge of financial modeling concepts, including (any combination):

- Options pricing, credit default, structured products, econometrics, stress scenario creation

- Any combination of risk management disciplines: credit risk, market risk, operational risk, funding / liquidity risk -Knowledge in any of the following areas is preferred:

- Risk measurement theory (e.g., Value-at-Risk (VaR), stress testing)

- Basel Capital Accord regulatory requirements (advanced model-based frameworks)

- Controls surrounding model risk governance, model development, implementation and change management, model validation (Regulatory Guidance SR 11-7) Tools skills:

- Strong presentation skills using PowerPoint and Visio

- Programming experience in quantitative and object oriented programming environments, e.g. Matlab, C++, Fortran, or SAS

If interested, please apply with your profile with below details:

Current CTC (If any):

Expected CTC

Notice Period

Ok for Bangalore

Vaibhav

Phenom Placement

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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