Analyst - Internal Audit - Model Risk - Investment Bank

Analyst - Internal Audit (Model Risk), Bangalore (1 - 3 Years)

Employer : Leading Investment Bank

Position : Analyst - Internal Audit (Model Risk)

Experience : 1 - 3 year

Job Location : Bangalore

Job Responsibilities :

- Execute Internal Audits in the Model Risk domain. Model areas include securities valuations and Risk modeling.

- Effectively Challenge Stakeholders on the processes in order to arrive at an opinion of the area being reviewed within the model risk domain

- Conduct Continuous Monitoring Meetings with stakeholders in the domain. -Participate in preparation for regulatory requests from Global regulators

Preferred Qualifications :

- Knowledge of financial modeling concepts, including (any combination):

- Options pricing, credit default, structured products, econometrics, stress scenario creation

- Any combination of risk management disciplines: credit risk, market risk, operational risk, funding / liquidity risk -Knowledge in any of the following areas is preferred:

- Risk measurement theory (e.g., Value-at-Risk (VaR), stress testing)

- Basel Capital Accord regulatory requirements (advanced model-based frameworks)

- Controls surrounding model risk governance, model development, implementation and change management, model validation (Regulatory Guidance SR 11-7) Tools skills:

- Strong presentation skills using PowerPoint and Visio

- Programming experience in quantitative and object oriented programming environments, e.g. Matlab, C++, Fortran, or SAS

If interested, please apply with your profile with below details:

Current CTC (If any):

Expected CTC

Notice Period

Ok for Bangalore

Vaibhav

Phenom Placement