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Client Manager at ABC Consultants
Views:123 Applications:27 Rec. Actions:Recruiter Actions:5
Analyst - Risk Model - BFS (3-6 yrs)
Risk Model Analyst
DESIRED EXPERIENCE :
- Candidate shall have 3 - 6 years of experience in construction/ maintenance of risk models with statistical tools, model validation exercise, undertaking behavioural analysis.
Educational / Professional Qualification :
- Master's Degree with specialization in Mathematics, Statistics, econometrics etc.
- Risk Management qualification like FRM / PRM or CFA preferable.
Responsibility Areas :
- Supporting creation of models, maintenance and execution of risk model validation processes, and providing input into ongoing development and refinement of risk model monitoring, validation and reporting frameworks and methodologies.
- Oversight of ongoing risk model monitoring and reporting;
- Ongoing management and maintenance of the Risk Models Inventory
- Understanding of Liquidity standards prescribed under Basel III
- Ability to create new models basis the organizational requirement.
- Periodic review and enhancement in the risk models.
- Periodic back-testing of behavioural analysis undertaken.
- Putting up the results of the model validation to higher authorities/ Committees.
- Implementation of Interest Rate Risk in Banking Book models.
Technical Knowledge :
- Strong analytical, numerical research and problem solving skills.
- Experience in quantitative/analytic environment is highly desirable.
- Basic knowledge of financial products and/or quantitative modelling in the Banking industry.
- Ability to work both independently and in a team-orientated, collaborative environment is essential.
- Solution and outcome focused, with a high degree of quality, accuracy and attention to detail.
- Proficiency in coding, Python, SQL, Power BI etc.
- Proficient with MS Excel, Excel Macro
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