Role & Responsibilities of the position in brief:
- Reporting exposure at default for counterparties at a product / entity level for Regulatory Capital calculation
- Credit and Market risk calculations for RWA calculations
- Validation / Analysis of variance in exposure and providing business commentary
- Implementation of models for credit risk / market risk RWA calculation
- Designing / preparing templates for Risk to Regulatory systems reconciliation
- Promotes continuous improvement and innovation in others and ensures the best ideas get translated into action
- Reporting exposure at default for clients at an entity level for Regulatory Capital calculation
- Calculations of available capital and comparison with “required capital”
- Understanding of Standardised or Internal model method calculation of Credit risk or Market risk or both for various products ( e.g. Derivatives, Equities )
Key Skills:
- Finance professional qualification ( CA / CPA/MBA ) - MUST
- Working knowledge on at least two GAAPs ( IGAAP/US GAAP / IFRS / others)
- Exposure to Financial service industry ( Broker Dealer / Primary Dealer / NBFC)
- Exposure to Audit in big 4 during articleship or any of the post qualification experience
- Managing a complete end to end Financial Control function for a Legal entity, including knowledge of key elements of financial reporting, Inter-company transactions and/or Regulatory reporting function
- Knowledge of Financial reporting and/or Regulatory reporting function
Contact: suparna@ikyaglobal.com
Didn’t find the job appropriate? Report this Job