We have consulting opportunites into Analytics with a leading business consulting firm
Position : Consultant - Corporate Risk (4-7 yrs exp)
Location : Gurgaon / Bangalore
Looking for an experienced and accomplished Risk Management professional with experience in Corporate risk modeling and analytics, and sound understanding of Financial Services risk management principles and practice
Key Responsibilities
- Advise clients on a wide range of risk management issues across credit, market, operational and liquidity risk
- Build, refine and validate various categories of risk models for global clients
- Provide functional expertise for development of risk applications and systems for credit approval, risk grading, reporting or similar purposes
- Build knowledge base and disseminate information on a variety of risk-related topics such as risk modeling, credit processes, rating frameworks, internal controls and regulatory compliance
- Develop thought capital around current and emerging risk management topics and contribute to development of clients Points-of-View on Risk trends and issues
- Work with clients to gather business requirements from multiple sources. Summarize key findings and present recommendations to client and team members
Experience Required
- At least 3 years risk management experience at a Commercial Bank, Rating Agency or Professional Services / Risk Advisory with exposure to one or more of the following areas:
- Default (PD, LGD/ EAD) modeling
- Capital & liquidity modeling
- Stress testing
- AMA modeling/ Operation Risk identification and measurement
- Dual risk rating framework and methodology
- Functional design and database modeling for risk management systems and applications
- Familiarity with wholesale lending and specialty finance products and portfolios
- Understanding of risk regulatory framework of one more of the major economies across globe (i.e. US, EU, etc.). Knowledge of SAS product suite or Solvency II principles and practice
- Experience with model reviews and validations (covering both conceptual foundation and technical merit) for credit and operational risk models
- Experience in extracting, aggregating, structuring large volumes of loan level, instrument level, customer level data for various dimensions like demographic, behavior, loan performance and macroeconomic indicators, sourced from client and third party vendors
- Proficiency required in one or more of analytical tools such as SAS product suite (Base Stat, E-miner, Sas EGRC, Risk Dimensions), Excel/ VBA, Matlab, C++. Strong database skills preferred
- Knowledge of vendor models such as RiskCalc, CreditEdge, KMV Portfolio Manager, etc preferred
Other Requirements
- Graduate/Post-Graduate in a quantitative field (engineering/economics/statistics) or Management
- Willingness to travel 25-50% of the time
- Strong academic background. Industry certifications such as FRM, PRM, CFA preferred
- Exposure to working in globally distributed workforce environment including offshore model preferred
- Excellent communication and interpersonal skills
Interested candidates may send across their profile ar priya@arcisindia.net or priya.arcis@gmail.com
Priya
