Urgent requirements within Financial Risk Management (FRM) - Risk Advisory for the details highlighted below: Job Description: Must have skill set: - Should have prior experience in model development, model validation or model monitoring with a GSIB or Indian banks Good understanding of: - Credit Risk Model Development steps starting with exploratory data analysis, roll rate, vintage analysis, good/bad definitions, factor selections, logistic/ linear regressions including assumptions and limitations, scorecard calibration - Credit Risk Model Validation starting from data preparation and analysis, validation tests, back testing, scenario analysis, sensitivity analysis - Market Risk Model Development or Validation experience covering - VaR modeling and validation/back-testing (historical full revaluation, Taylor var approximation (delta gamma method), Monte Carlo) for linear instruments and derivative products - Pricing (linear instruments and Derivatives) - Curve construction and calibration - MR Capital computation (Standardised approach/IMA/FRTB) - Economic Capital computation - Sound knowledge of IRB, IFRS 9, CECL, CCAR, SR-11-7, TRIM, CRD, CRR guidelines - Time Series analysis and forecasting - Knowledge around ML techniques such as Random Forest, Decision Trees, and various other Supervised and Unsupervised Learning algorithms (this is optional) - Knowledge around regulations by BCBS, US FED, FINMA, PRA, BAFIN, OECD - Must have techno-functional skills around R, Python, SAS, SQL, VBA (having knowledge of at least one is mandatory) - Preparation of model documentation, model monitoring plans, model validation reports - Should be open for travelling - Should have good communication skills (English)

Mumbai

Gurgaon/Gurugram

Bangalore

Pune

Financial Risk Management Role - BFSI 

Financial Risk Management Role - BFSI  ,Job Description for Financial Risk Management Role - BFSI  in Black Turtle India Pvt Ltd in  Mumbai Gurgaon/Gurugram Bangalore Pune for (3-8) years of experience. Apply Now!

Job Description for Financial Risk Management Role - BFSI  in Black Turtle India Pvt Ltd in  Mumbai Gurgaon/Gurugram Bangalore Pune for (3-8) years of experience. Apply Now!