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15/08 Mansi
Senior Consultant at Felico Placements

Views:7186 Applications:323 Rec. Actions:Recruiter Actions:323

Counterparty Credit Risk/Market Risk/CCAR - Big4 (1-8 yrs)

Mumbai Job Code: 247586

Overall Job Purpose: The role is with one of the big 4 firms for supporting & leading the projects on risk management framework within banks.

Roles and Responsibilities:

- Credit and Market Risk Capital Calculation Framework Development & Management

- Detailed understanding of Counterparty credit risk computation framework

- Market Risk: VAR Methodologies (Variance Covariance, Historical and Monte Carlo), Stress Testing, Back Testing, Scenario Analysis, Limits Management.

- Detailed Understanding of Capital Adequacy and Stress Testing Frameworks including Basel III/CCAR and Dodd Frank

- Understanding of comprehensive Capital Analysis & Review (CCAR), Dodd Frank stress test (DFAST) activities and Basel III

- Ability to implement industry best practices regarding CCAR and DFAST modeling methods, model development, model validation, and governance

Desired Qualification:

Experience in some of the following areas:

- Counterparty credit risk

- Market risk

- Basel II / Basel III

- Stress testing

- CCAR

- DFAST

- SAS

- Masters degree in economics, Math, Statistics, MBA preferred

- Professional Certification such as FRM, CFA, CA strongly preferred

- Demonstrated skills utilizing high level computations mathematical skills

- Strong knowledge of Advanced Excel and PowerPoint

Other Requirements:

- Must work well in a team-oriented environment as well as independently.

- Must work creatively and analytically in a problem-solving environment.

- Demonstrated advanced written and verbal communication skills.

- Excellent client relationship skills.

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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