Summary of Responsibilities:

Engagement Execution:

- Lead client engagements that may involve model development, validation, governance, risk strategy, transformation, implementation and end-to-end delivery of risk management solutions to the clients.

- Advise clients on a wide range of Credit, Market and Operational Risk Management/Analytics initiatives. Projects may involve Risk Management advisory work for CROs, CFOs, etc. to achieve a variety of business, operational and regulatory outcomes.

- Be a trusted advisor to senior executives and management on their business needs and issues.

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

Practice Enablement:

- Mentor, groom and counsel analysts and consultants to be successful and effective Management Consultants.

- Support development of the Risk Analytics Practice by driving initiatives around staffing, quality management, recruitment, capability development, knowledge management, etc.

- Develop thought capital and disseminate information around current and emerging trends in Financial Risk Management. Contribute to development of Company Points-of-View on a variety of risk analytics topics.

- Publish research and present ideas at industry conferences and seminars

Opportunity Development:

- Identify business development opportunities for our Risk Management offerings in the Banking and Capital Market domains. Develop compelling business case/response to new business opportunities.

- Work with deal teams to provide subject matter expertise on credit, market and operational risk related topics and participate in development of client proposals and RFP responses.

Client Relationship Development:

- Develop trusted relationships with internal and external clients, and have an eye for qualifying potential opportunities and negotiating complex deals.

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

Basic Qualifications:

8 to 15 years of relevant Risk Analytics experience at one or more Financial Services firms (Universal bank or Investment bank or Broker-Dealer), Rating Agency or Professional Services / Risk Advisory with significant exposure to one or more of the following areas:

- Risk Ratings and Credit Risk Methodology

- Economic and Regulatory Capital

- Stress Testing

- Liquidity Risk

- Counterparty Risk

- Market Risk

- Model Validation / Audit / Governance

- Revenue / Loss forecasting, ALLL and Provisioning

- Pricing

- Underwriting

- Collections and Recovery

- Fraud

- Credit Policy and Limit Management

Banking :

- Strong understanding of banking products across retail and wholesale asset classes.

- Expertise on frameworks and methodologies used in one or more of the areas listed above; Advanced skills in quantification and validation of risk model parameters (E.g.: PD, LGD, EAD) for wholesale, SME and/or retail banking portfolios

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, commodities, single and multifactor derivative pricing models, stochastic volatility models, etc.

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, etc.

Risk Modeling :

- Exposure to analytical techniques used for development and validation (conceptual foundation and technical merit) of wide range of risk and valuation models is required.

- Experience across different verticals in the risk analytics domain preferred.

- 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 Calc/ Risk Frontier / Credit Edge, Bloomberg, Reuters, Murex, QRM, etc.

Other Requirements:

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

- Strong academic credentials and publications, if applicable. Industry certifications such as FRM, PRM, CFA and good performance in competitive exam (CAT, CET, GMAT etc.) preferred

- Excellent communication and interpersonal skills

- Transferable work permit for countries like US, UK, etc. preferred.

- Exposure to working in globally distributed workforce environment including offshore model

- Strong project management skills and demonstrated experience in managing teams across functions and geographies

- Willingness to travel up to 50% of the time

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