Associate Consultant at Black Turtle
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Analyst/AM/Manager/Lead Manager - Credit & Market Risk Model Validation (2-5 yrs)
Description of Role
- Global Analytics Centre (GAC) within provides analytics support to various group businesses and functions under Group. Typical deliverables include data analysis, providing analytics insights, model development, validation, calibration, strategy development, monitoring and reporting, information management and business intelligence. The deliverables form the basis for strategic planning by the senior management for businesses and enables effective decision making to satisfy business needs and requirements along with addressing unforeseen challenges.
- GAC - Global Risk Analytics department within GAC is an extended team of Group - Global Risk Analytics for Wholesale Credit Risk, Market Risk, Operational Risk, Financial Crime Risk and Regulatory Compliance Risk functions across Group & Region to provide analytical support in Model Development & Implementation, Model Validation & Monitoring, Portfolio Management & Capital Allocation and Project Management & Policy Designing.
The Model Validation Team within GAC - Global Risk Analytics, provides support in validation and monitoring of BASEL governed Wholesale Credit Risk, Market Risk, Operational Risk, Financial Crime Risk and Regulatory Compliance Risk Models across Group & Regions. The team also responsible for validation and monitoring of Stress Testing, Economic Capital and IFRS 9 Models, regulatory reporting and process reengineering to enhance efficiency.
- The Analyst / AM - Decision Sciences, Wholesale Credit and Market Risk Model Validation role is responsible for providing necessary analytical support to manager / lead manager / AVP / VP in preparing the model validation and monitoring reports following the established validation standards
The AM / Analyst is expected to keep oneself updated of the tools and techniques used in the model validation.
Masters in any of the following fields:
- Engineering (or B-tech with relevance experience)
- FRM, CFA or CQF qualified
- Minimum 1 years of professional experience in analytical process (preferably financial market risk analytics)
- Knowledge of financial market products or derivatives.
- Knowledge of market risk measure like VaR or Expect Shortfall.
- Worked on MS ACCESS, EXCEL with VBA, R, Python or Matlab