Job Description :

- Lead client engagements that may involve a variety of model build, validation, governance, implementation and end to end delivery of risk management solutions for It- s's Financial Services clients.

- Advise client banks and capital market participants on a wide range of Credit and Market Risk Management/Analytics topics.

- Lead consultant teams and manage projects to advise clients on a wide range of risk management issues

- Build knowledge base and disseminate information on a variety of risk-analytics topics such as risk identification and measurement, valuation, limit-setting, exposure modeling, position monitoring and reporting, capital computation, internal controls and regulatory compliance.

- Work with deal teams to provide subject matter expertise on credit and market risk related topics and brain dump for important client proposals and RFPs.

- Develop and frame a Proof of Concept for key clients including scoping, staffing, engagement setup and execution

- Develop thought capital around current and emerging risk management topics and contribute to development of It's Points-of-View on Risk trends and issues

- Support development of the Risk Analytics practice through activities like staffing, quality management, recruitment, capability development, knowledge management, etc.

- Help in training and nurturing talent on risk analytics related topics.

- Build strong relationships with global It's Analytics and Risk Management teams, and further develop existing relationships based on mutual benefit and synergies

Opportunity Development :

- Identify business development opportunities for our Analytics offerings in the Banking and Capital Market domain that are aligned with client agendas and develop compelling business case/response to new business opportunities.

Client Relationship Development and Management :

- Develop trusted senior level relationships with internal and external clients, qualifying opportunities and negotiating complex solutions.

- Facilitate stakeholder engagement programs.

- Help build and manage strong client and It's teams.

Job Specification :

Basic Qualifications :

At least eight years of risk analytics experience at one or more Financial Services organization (Capital Markets division of a Universal bank or Investment bank or Broker-Dealer), Rating Agency or Professional Services / Risk Advisory with significant exposure to two or more of the following areas:

- Model Validation

- Stress Testing

- Risk Ratings and Credit Risk Methodology

- Economic and Regulatory Capital

- Liquidity Risk

- Counterparty Risk

- Market Risk

Banking :

- Strong understanding of credit risk frameworks and methodology; Quantification and validation of risk model parameters (Eg: PD, LGD, EAD) for wholesale and/or Retail Banking portfolios, Loss Forecasting models and other methodologies.

Capital Markets :

- Strong understanding of financial instruments/ products across equity, fixed income, derivatives and/or securitization space. Conceptual understanding or direct exposure to one or more of the following types of models: interest rate pricing models, equity and FX option pricing models, single and multi factor derivative pricing models, stochastic volatility models.

Risk Regulation :

- In-depth understanding of new/ evolving regulations in the Risk management space. Strong understanding of risk regulatory framework of one more of the major economies across globe (i.e. US, UK, EU, etc.). Knowledge of Basel II/ III principles and practice, Dodd Frank, ICAAP, CCAR.

Risk Analytics :

- Experience with model reviews and validations (covering both conceptual foundation and technical merit) for different types of risk and valuation models. Experience in one or more of analytical tools such as SAS, R, SQL, Excel/ VBA, Matlab, C++, etc. Knowledge of tools/ vendor products such as Moody's Risk Frontier / Risk Calc/ Credit Edge, Bloomberg, Reuters, Murex, QRM.

Other Requirements :

- MBA or Masters in a Quantitative discipline from a Tier 1 Institute

- Strong academic credentials and publications if applicable. Industry certifications such as FRM, PRM, CFA preferred.

- Interested in Data Crunching.

- Willingness to travel up to 50% of the time

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