AVP/DVP - Risk Analytics - CCAR Modeling

Experience Required :

- Formulating a framework for cascading Risk Appetite at various levels within the Bank and create dashboards for their periodic monitoring.

- Run regular stress testing programmes and review their relevance given the economic scenario and internal portfolio

- Refine measurement techniques of both pillar 1 and pillar 2 risks as well as aggregation under ICAAP.

- Track key risk indicators, report concerns and suggest mitigating measures

- Be responsible for formulating policies and drive implementation of Strategic Risk and Reputation Risk of the organization

- Timeliness & quality of dashboards, insights derived from them

Handled dash-boarding, eco cap models, stress testing, ICAAP in the Banking & Financial Services space

- M. Stats / Economic / Physics, MBA, Engineers from top institutes

- Proficiency in statistical packages like SAS is preferred.

- Familiarity with SQL is preferred.

- Certifications like FRM, PRM would be added advantage.

- Highly quantitative approach, penchant for working with data and numbers

- Ability to work with cross-functional teams

- Great sense of ownership, drive towards results; ability to work through obstacles to get things done