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Analyst - Counterparty Risk/Market Risk - Banking Captive (2-4 yrs)
Opening with Banking Captive Firm, Bangalore for Market (Counterparty) Risk Analyst 2-4 years
- Team provides support in validation and monitoring of BASEL governed Wholesale Credit & Traded Risk Models.
- 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.
Traded risk models include :
(1)Market Risk models;(2)Counterparty Credit Risk models; (3)Margin models; (4)Add-on models; (5)Economic Capital
Role :
- Ownership of the production, analysis, results and reports of the Counter Party Credit Risk Model validation & ongoing monitoring programme.
- Define the validation & ongoing monitoring tests per model
- Model Compliance, Model Backtesting, Model Calibration
- Model Monitoring- Ongoing monitoring of existing market risk model including Var, IRC Models
- Engage with credit and businesses to manage model risk.
Qualifications
Masters in any of the following fields:
- Economics
- Engineering (or B-tech with relevance experience)
- Stats/Maths
- MS / MBA in Finance
Experience :
- Minimum 2 years of professional experience in analytical services
- Prior experience in model development and validation in wholesale credit and (or) traded risk domain
- Understanding of regulatory implications and relevance
- Management of project teams, both direct and matrix
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.
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