Job Description : - Master's in Business Administration with at least 8-10 years of experience in Finance and Risk domain - Strong academic background and Industry certifications such as FRM, PRM, CFA preferred - At least eight to ten years of risk management experience at one or more Financial Services institutions (Universal/Investment bank or Broker-Dealer), Rating Agency or Professional Services / Risk Advisory with an understanding of one or more of the following areas: - Credit Risk Measurement for the purpose of financial instruments impairment and/or capital requirements calculation (PD, LGD, EAD methodologies), Credit Risk Underwriting Frameworks, Risk Based Pricing, Early Warning Systems, Credit Policy &amp; Limit Management, Collections Frameworks, Counterparty credit risk management and experience on counterparty risk methodologies such as PFE, EPE. - Market Risk Measurement and Management related topics including operational processes, technologies, modeling approaches, risk aggregation and reporting, FRTB: Expected Shortfall, Default Risk Charge, NMRF; IBOR or LIBOR Transition experience. ;&nbsp; - Hands on experience in VaR/SVaR/IRC/CRM calculations for variety of financial instruments across Currencies, Credit, Commodities, Rates etc.; - In-depth understanding of new/evolving regulations in the Market Risk management space including treatment of off-balance sheet exposures, proprietary trading, systemic risk, stress testing, capital calculations, reporting standards etc. - Operational Risk Management Framework and methodology. Hands on experience in developing risk registers, conducting RCSAs, defining KRIs for risk management and control indicators, Risk Scenario Library &amp; Analysis - Liquidity Risk Measurement, Reporting and Management, Balance Sheet Framework, Rates/Equities/Currency Risk, LCR, NSFR, Contingency Funding Requirement - Treasury Experiences: Asset Liability Management, Fund Transfer Pricing, Interest Rate Risk in Banking Book (IRRBB) - Portfolio Risk Management and Risk Monitoring Frameworks, ALLL/ Provisioning, Regulatory Capital &amp; RWA Optimization, Economic Capital - Functional design and database modeling for risk management systems and applications - Financial Crime and Compliance: AML &amp; KYC Optimizations, Fraud and Regulatory Compliance with focus on Fraud Risk Management, Compliance Analytics, Enterprise Risk Management (Financial Services and non-Financial Services), Data Analysis &amp; Aggregation, Trade Surveillance, Robotic Process Automation - Enterprise Risk Management: (Both FS &amp; NON-FS firms such as Oil and Gas) Risk Appetite, Risk Tolerance, Risk Visualization, Platforms, Policies/Procedures/ Operating Manual, ERM Frameworks, Risk Catalogue, Implementation - Strong understanding of risk regulatory framework of one more of the major economies across globe (i.e. US, EU, etc.). Knowledge of Basel II/ III principles and practice, Dodd Frank, ICAAP, MIFID II, IFRS9, PSD2 etc. - Risk Platforms: Sungard, Murex, Sungard, Calypso, OpenPage, Fenergo, PEGA, JIRA, SAP HANA, Bloomberg, Reuters, etc. - Experience in third party risk consulting will be preferred. Prior Risk Consulting experience at pre-eminent, global risk management consulting firms preferred.

Any Location

Finance & Risk Consultant - BFS 

Finance & Risk Consultant - BFS  ,Job Description for Finance & Risk Consultant - BFS  in Consus in  Any Location for (8-12) years of experience. Apply Now!

Job Description for Finance & Risk Consultant - BFS  in Consus in  Any Location for (8-12) years of experience. Apply Now!