Location - Bangalore,Mumbai,Gurgaon

Exp - 3-10 years

Manager, FS RISK

Objective

Leading management consultancy firm seeks an experienced and accomplished Risk Management professional with significant experience in risk modeling and analytics, and sound understanding of Financial Services risk management principles and practice

Key Responsibilities

- 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 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, Credit Edge, KMV Portfolio Manager, QRM, Risk Metrics 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

Please send your resume to amrita.raj@asterioninc.com