Job Title - JD - Manager, FS RISK
Location - Gurgaon / Bangalore
- Lead consultant teams and manage projects to advise clients on a wide range of risk management issues across credit, market and operational risk
- Develop thought capital around current and emerging risk management topics and contribute to development of Accenture Points-of-View on Risk trends and issues
- Build, refine and validate various categories of risk models for global clients
- Advise clients on risk management issues such as risk governance, credit processes, rating frameworks, internal controls and regulatory compliance
- Deliver on various analytics based consulting assignment as part of one team in a globally distributed staffing mode.
- Develop proof of concept for key banking clients including scoping, staffing, engagement setup and execution.
- Work with deal teams to provide subject matter expertise and brain dump for important client proposals and RFPs.
Experience Required -
- At least 6 years risk management experience at a Financial Services institution (Commercial bank, investment bank/ broker-dealer, or retail lender), Rating Agency or Professional Services / Risk Advisory with significant exposure to one or more of the following areas:
- Default (PD, LGD, EAD) modeling
- Capital & liquidity modeling
- Stress testing
- Counterparty risk, VaR and exposure modeling
- AMA modeling/ Operation Risk identification and measurement
- Risk policy & regulation
- Design of risk rating frameworks, controls and processes
- Functional design and database modeling for risk management systems and applications
- Familiarity with lending products and/or financial instruments across equity, fixed income, derivatives and securitization space
- Strong understanding of risk regulatory framework of one more of the major economies across globe (i.e. US, EU, etc.). Knowledge of Basel II/ III principles and practice
- Experience with leading model reviews and validations (covering both conceptual foundation and technical merit) for risk and valuation models
- Proficiency in one or more of analytical tools such as SAS product suite (Base Stat, E-miner, Sas EGRC, Risk Dimensions), Excel/ VBA, Matlab, C++, etc. Strong database skills preferred.
- Proficiency in using MS Office products (Word, Excel, Powerpoint)
- Knowledge of vendor models/products such as RiskCalc, CreditEdge, KMV Portfolio Manager, QRM, RiskMetrics preferred
Other Requirements -
- Graduate/Post-Graduate in a quantitative field (engineering/economics/statistics) or Management
- Strong project management skills and demonstrated experience in managing teams across functions and geographies
- Exposure to working in globally distributed workforce environment including offshore model
- Willingness to travel 25-50% of the time
- Strong academic background. Industry certifications such as FRM, PRM, CFA preferred
- Excellent communication and interpersonal skills
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