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27/09 HR
HR at Michael Page

Views:1201 Applications:44 Rec. Actions:Recruiter Actions:0

Associate - Market Risk Modeling & Validation - BFSI (4-5 yrs)

Delhi/NCR Job Code: 167324

Discipline: Banking

Subsector: Analytics

Location: Delhi NCR

About our Client: Our client is one of the leading management consulting firm with global presence in more that 50 countries. They are looking for a seasoned Risk Analytics professional with experience in modeling and validation in the market/liquidity risk space.

Job Description: Job Description Reporting into a Director you would be responsible for:

- Handling the modeling work stream in client engagements which might include development of a cash flow at risk model, credit rating models, liquidity risk models stress testing, economic capital modeling etc.)

- Synthesize results of analysis into compelling communication for sharing with consulting teams

- Provide expert advice to consulting teams on modeling related issues

The Successful Candidate:

As a successful candidate you should have:

- Proven expertise with basic concepts in corporate finance (e.g. P&L, cash flow statements, NPV, IRR etc) and risk management (e.g. economic capital, VaR, Basel II etc)

- Expertise in Techniques like stochastic processes, time series analysis, regressions, factor analysis, Monte-Carlo simulations etc.

- Post-graduate degree (preferably an MBA or M.Stat or M.tech dual degree in Mathematics and computing) with undergraduate degree in engineering

- 4 -5 years of professional work experience with a reputed bank, insurance, other financial firm or analytics firm or consulting firm.

- Specific exposure to risk modeling for either corporates, banks, insurance

- Knowledge of stress testing, model validation and economic capital modeling is preferred

What's on Offer: Excellent opportunity with global stakeholder management and international travel for candidates with experience in modeling in the market/liquidity risk space.

The Apply Button will redirect you to Michael Page's website. Please apply there as well.

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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