Interest Rate Risk in Banking Book (IRRBB) - Business Consulting Risk - FS - FSRM - Multiple Locations ( Bangalore, Pune, Mumbai, Kolkata, Delhi, Gurgaon ) Our Financial Services Risk Management (FSRM) practice focuses on risk management, regulatory, quantitative, and technology backgrounds. The breadth of experiences of FSRM professionals enables the practice to coordinate the delivery of a broad array of risk management services to capital market participants throughout the world in a well-integrated manner. The opportunity : Our FSRM team is a fast-moving, high-growth area with huge potential. It offers variety, challenge, responsibility and the opportunity to realize your leadership potential. Essential Skills/Basic Qualifications: - Candidate with good quantitative background with excellent working knowledge of Financial Mathematics and Statistics; a degree in quantitative subject (e.g. Math, Engineering, Statistics, Economics with quantitative minor or masters degree). - Knowledge of IRRBB risk metrics and Treasury products, relevant pricing models and both explicit and implicit embedded risks in them. Good understanding of Banking Book business. - Understanding of and experience with Treasury models for savings deposits, residential mortgages and consumer and business loans - Performing model validations with MRM policies and procedures and keep comprehensive documentations. - Experience in model specification, model selection, model testing and/or model documentation. Literate with excellent writing, reviewing/editing and presentation skills Desirable skills/Preferred Qualifications: - Experience with SR 11-7, SR 15-18/19, and stress testing exercises such as CCAR guidelines used in Model Risk Management. - Ideal candidate with at least 2/3 years of Treasury, Liquidity management/reporting or ALM space Model Validation experience is preferred. - Knowledge of applicable European and US IRRBB regulation is a plus. - Proven experience of statistical models and broader financial modelling - Experience of coding using Matlab/R/SQL/C++/Python or equivalent language/software. What working at EY offers : - EY is committed to being an inclusive employer and we are happy to consider flexible working arrangements. We strive to achieve the right balance for our people, enabling us to deliver excellent client service whilst allowing you to build your career without sacrificing your personal priorities. While our client-facing professionals can be required to travel regularly, and at times be based at client sites, our flexible working arrangements can help you to achieve a lifestyle balance. About EY : As a global leader in assurance, tax, transaction and advisory services, we're using the finance products, expertise and systems we've developed to build a better working world. That starts with a culture that believes in giving you the training, opportunities and creative freedom to make things better. Whenever you join, however long you stay, the exceptional EY experience lasts a lifetime. And with a commitment to hiring and developing the most passionate people, we'll make our ambition to be the best employer by 2023 a reality.

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EY - Manager - Interest Rate Risk in Banking Book 

EY - Manager - Interest Rate Risk in Banking Book  ,Job Description for EY - Manager - Interest Rate Risk in Banking Book  in HR in  Any Location for (5-10) years of experience. Apply Now!

Job Description for EY - Manager - Interest Rate Risk in Banking Book  in HR in  Any Location for (5-10) years of experience. Apply Now!