Associate Director - Risk Consulting - BFSI

Associate Director - Risk consulting with a leading financial group for their HO in Mumbai.

- Experience in product development, implementing software/ consulting projects.

- Handling the capital calculation methodology and reporting for Market, Operational and Credit Risk.

- Stress Testing and Regulatory reports preparation.

- Calculation of VaR.

- Regulatory Reporting using Basel II, Basel III & Regulatory Guidelines on Market, Operational and Credit Risk.

- RWA reporting using BASEL Guidelines

- Candidates with strong experience in product development/implementation in Market Risk, Operational Risk and Credit Risk Management.

- In depth understanding of Value at Risk (VaR), Modelling

- Well versed with the concepts of financial instruments (Fixed Income, Equity, Forex & derivatives)

- Valuation and pricing of complex derivative instruments and structure derivatives

- Consulting to banks/Financial Institution on Market Risk Policy, Valuation, Pricing, Operational Risk Framework, and Credit Risk.

- Client Management / Stakeholder Management

- Ability to do quantitative/ statistical modeling is desirable

- Strong project conceptualization and planning skills

- Strong team management capabilities

- Strong analytical skills.