Experience :

- 10+ years’ experience in Risk Management and model building and validation for BFSI firms. Having worked with IT Service firms or modeling KPOs in global delivery

- At least 5 years of leadership experience having lead implementation of Models for European or USA BFSI firms

a) In building and validating risk and compliance models

- Proven ability to launch and execute successful initiatives in complex and challenging environments.

- Excellent client presence and proven client relationship building capability; willing to provide senior / top level client references

- Excellent academic credentials from top tier programs – MSc ( Statistics/ Mathematics) / BE with FRM/PRM, MBA required, PhD preferred

- Certification in R, SAS, MATLAB, Numerix or other modeling tools

- Excellent verbal and written communication and networking skills

- Experience in motivating and leading multi-cultural, cross functional teams

- Ability to work independently and proactively in a dynamic and ambiguous environment

- Willingness to be onsite at a client location and able to travel extensively to support the needs of the business

- Should have participated/contributed in industry seminars & conferences, books, blogs, committees, thought leadership

Skills:

Qualifications:

- The role requires a good exposure to the risk management functions within the BFSI firm. The candidate should have good understanding and experience across various risk types. Risk Management across various firm type (banking, asset manager and insurance) will be preferred.

- Experience in building market risk models

- Experience with products from leading vendors such as SPSS, SAS, Moody’s or Numerix is a must.

- Experience in credit, market and operational risk modeling.

- Experience in validation of IRB models (PD, LGD, EAD, M).

- Experience in Data quality compliance / validation requirements

- Basel II / Basel III and Solvency II models

- Experienced in Portfolio management and economic capital

The candidate needs to have strong hands-on expertise in the core Risk Management areas like :

- Model Development across all life stages

- Model Monitoring and Validation

- Market Risk Models and Analytics

- Credit Risk Models and Analytics

- Compliance to Basel II, II.5 and Basel III

- Risk Management at Front Office systems at Banks and investment banks

- Pricing/Valuation, Product Control, Counterparty Risk, Pre-Trade Risk Management/Analytics

- Credit Risk, Market Risk, Liquidity Risk and Underwriting Models and third party software application

- AML and Fraud models

- Data Analysis & Modeling techniques

- Data extraction and manipulation

- Model implementation (Risk models)

- Macro-Economic Models for Stress Testing

- SQL, Predictive Analytics, Stochastic and Curve fitting and Monte Carlo and Excel

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