LGD, PD, EAD Modelling and Validation.  - SME in Basel Il A-IRB Credit Risk modeling for both Consumer & Commercial Banking products Possessing excellent management skills and having the ability to work with the minimum of supervision whilst leading a team  - Technical expertise in Basel II A-IRB Modeling (PD/LGD/EAD) approaches, Regulatory Capital, Economic Capital, CCAR.  - Strong with Risk analytics profile from a BFSI domain compulsory.  Principal Accountability:  - Supporting the Global Finance team in developing best in class financial analytics and deploying these practices across priority markets  - Responsible for developing financial models to provide actionable insight to drive and support business stakeholders.   Key Deliverable:  - Understand business and finance requirements and interpret data to provide meaningful analysis to facilitate business decision-making.  - Developing sophisticated and innovative analytics in the area of financial modelling and stress-testing:   - Support the evaluation of the reasonableness of the firm's efforts to translate broader economic stress scenarios into financial outcomes for its business lines/ portfolios. Develop infrastructure for stress testing.   - Develop expertise within the team on stress testing methodologies and techniques and bring recent advancements.  - Coordinate and compile stress test results and develop MI to communicate with wider audience  - Assess the impact of recommended scenarios on revenue and balance sheet items   - Assess the impact of mitigating actions on CAR, Income and LIC for different businesses- global banking, commercial banking, retail banking and wealth management   - Develop and maintain early warning triggers reporting  - Act as a Subject Matter Expert (SME) for any asset or liability product or areas in financial modelling.   - Provide thought leadership and prepare ad-hoc requests quickly and independently but also be able to prioritize these requests.  Stakeholder Management:  - Maintain effective relationship with Business Partners and identify areas of service improvements by implementing regular calls and feedback mechanism.  - Liaise with Global Finance counterparts on analysis requirements and delivering the same within timelines.  - Understand business problem through discussions with various stakeholders and provide analytical solutions.  - Influence and escalate key issues in an effective way to ensure timely resolution.  Leadership & Teamwork :  - Actively support in maintaining an environment within the team which fosters knowledge sharing and open forums.   - Assist in motivating and developing (and recognizing) team members in order to meet deliverables, manage staff expectations, achieve efficiency in operations and maintain work-life balance.

Bangalore

Stress Testing & Risk Analytics 

Stress Testing & Risk Analytics  ,Job Description for Stress Testing & Risk Analytics  in CareerNet in  Bangalore for (1-8) years of experience. Apply Now!

Job Description for Stress Testing & Risk Analytics  in CareerNet in  Bangalore for (1-8) years of experience. Apply Now!