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Manisha Teotia

Recruitment Specialist at Pidgin Consulting

Last Login: 06 December 2021

Job Views:  
304
Applications:  55
Recruiter Actions:  47

Posted in

Consulting

Job Code

987003

Skill set:

1. Candidate should have experience in handling large scale Business transformation/Change management projects in Global banks

2. Experience in supporting governance activities such as steering committee, Project status reporting, taking ownership of critical issues through to resolution

3. Knowledge of Counterparty Credit Risk, Exposure calculation methodologies including Exposure metrics (PFE, EPE, EEPE, EAD etc.)

4. Strong understanding of derivative products. Strong Understanding of Credit Risk concept like PD, LGD, EAD, and how does it apply for capital calculation.

5. Familiar with Basel II, Basel III norms. Understanding of VAR computation, Internal model, Standardized approaches like CEM/SACCR and IRB models.

6. Excellent communication skills and ability to interact effectively at all levels across Business users and technology teams.

7. Familiar with credit risk reporting platforms and risk engine

8. Proficient in SQL, additional programming skills would be beneficial but not essential

9. Excellent analytical skills with ability to manage and analyse large data set

10. Should have good understanding of writing BRD, FRD, User stories, UAT. Knowledge of Agile project management framework,SDLC Life cycle - BA mandate

Responsibility:

1. Work with IT, program, and business team to implement regulatory or Internal model changes

2. Work with Business team to create BRD, FRD/User stories and discuss the details requirement with IT for model implementation, including testing

3. Enhance data quality framework for model input used in counterparty exposure computation

4. Doing Impact assessment of pre change vs post change implementation

5. Traded / Credit & Loan Portfolio

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Posted By

user_img

Manisha Teotia

Recruitment Specialist at Pidgin Consulting

Last Login: 06 December 2021

Job Views:  
304
Applications:  55
Recruiter Actions:  47

Posted in

Consulting

Job Code

987003

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