Basel Modeling - Bank/Financial Services

Experience Required:

- 7+ years of direct experience with model development and risk management in a Bank or Financial Services institution.

- Direct work experience in model development, model management, and/or model oversight in one or more of the following areas: prepayment, credit risk management, market/interest rate risk management, operational risk, economic capital estimation, ALM, and valuation.

- Knowledgeable about model risk management and associated regulatory requirements such as OCC 2011-12, FRB SR 11-7 and Basel II & III.

- Strong awareness of BASEL, RWA and Capital Planning concepts, and the implication to the business and planning of these items

- Proven hands-on experience with modeling tools like SAS/R/SPSS etc.

- Prior experience working in a SOX reporting related environment is preferred. Should have strong experience in documenting model risk use and assumptions.

- Proven experience in developing models in a resource-constrained environment and maintaining adherence to deadline/time-line based activities

Education:

- MBA ./Master’s degree in economics, mathematics or statisticsor related field. Industry certifications a plus (e.g., CFA, FRM).

Interested candidates can send their profile to ankita.singh@asterioninc.com or get in touch at 080-42556827