Chat

iimjobs

jobseeker Logo
Now Apply on the Go!
Download iimjobs Jobseeker App and get a seamless experience for your job-hunting
29/01 Gajendra Singh
Mount Talent Consulting P Ltd.

Views:1852 Applications:40 Rec. Actions:Recruiter Actions:0

Mgr/Sr Mgr - Fraud & Risk Analytics (9-12 yrs)

Delhi/NCR/Bangalore Job Code: 129715

Manager/ Sr Manager - Fraud & Risk Analytics |

As a Risk Analytics professional in the Fraud & Risk Analytics Team, you will support financial services businesses from around the world in achieving their expected return targets while managing risks, and complying with regulatory requirements in the most cost-effective manner. We have the breadth of risk analytics experience, global resources, best-in-class analytical tools and frameworks and superior assets to help our clients become high-performing financial services businesses.

Required Experience & Qualifications:

1. 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 one 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

2. 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 methodologies, etc.

3. 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 multifactor derivative pricing models, stochastic volatility models, etc.

4. 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.

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

Other Requirements

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

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

3. Excellent communication and interpersonal skills

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

5. Exposure to working in globally distributed workforce environment including offshore model

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

7. Willingness to travel up to 50% of the time

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

Add a note
  • Apply
  • Assess Yourself
  • Save
  • Insights
  • Follow-up
Something suspicious? Report this job posting.