Cafeteria

Job/Soft skill training

Health insurance

Free meal

Office cab/shuttle

Professional degree assistance

Office gym

Child care facility

Careernet  Reviews by Employees

Associate Consultant

Consultant

Senior Consultant

Information Technology Recruiter

HR Recruiter

Lead Consultant

Recruitment Consultant

HR Consultant

Associate Technical Consultant

Talent Acquisition Specialist

HR IT Recruiter

Senior MIS Executive

HR Executive

Technical Recruiter

Associate HR Consultant

HR Associate

Consultant2

HR Executive Recruiter

Associate Human Resource Consultant

US Recruiter

Talent Acquisition Consultant

Team Lead

Software Developer

Job Description : - Develop, enhance and maintain Basel models, governance framework and model risk management framework for entire retail portfolio - Analyze data and perform back-testing/stress-testing of the IFRS 9 models to measure the model performance - Identify the model risk and provide solution and recommendations to the stakeholders; influence stakeholders to close the gaps in the recommendation - Perform risk analysis and risk identification of all processes conducted in the IFRS 9 ECL computation according to guidelines under the Bank-wide Risk Framework - Define new controls and key control indicators of relevant processes and remedial actions in case of ineffectiveness of existing controls - Prepare IFRS 9 model validation report for board submission and monitor all outstanding matters in the validation and report to the board - Extensive coordination and communication with all parties involved - Develop credit risk models from a quantitative perspective viz., acquisition, behavior, customer level scorecards, maintenance of credit scoring models/assessment tools, strategies and capital estimate modeling of PD, LGD and EAD that apply to retail portfolios across life cycle - Validate and if required, Refine existing models for Retail Products based on the validation results - Manage interface with regulators, external and internal auditors in relation to models in use and validation - Provide support to Impairment committees and relevant meetings coordinating agenda, presentation packs and preparation of minutes - Oversee and coordinate submission of documents to both Internal Audit and External Auditors and ensure action plans address audit issues raised and are closed on a timely basis - Perform maintenance and changes of policies and documentation - Set, establish, and deliver on multiple priorities in a timely manner - Develop training materials, Conduct training sessions for business - Contribution to the formulation of a successful growing team - Perform other duties as assigned - Overall 2.0 years of experience in risk analytics/risk modeling - 5+years hands on experience in model building methodologies, implementation and compliance. - Strong understanding of IFRS 9 standards driving Expected Credit loss computational activities and impairment measurement in Financial Reporting - Understanding of Data Quality Management Framework - Experience/ understanding of process mapping, governance activities, writing of policies and committee management in a Risk function of a financial institution - Focused and organized, with ability to prioritize and deliver effectively under strict timelines - Strong inter-personal and communication skills to work effectively with stakeholders from different functions; comfortable in building relationships at various levels and across geographies - Expert knowledge of Basel norms and modeling techniques - Degree in Quantitative / Statistics / Actuarial Science / Mathematics (Finance exposure would be a plus); - Strong analytical, numerical, research and problem solving skills - Have programming experience of SAS, Oracle, Microsoft and web-based systems - Ability to present technical concepts for business understanding - Self-motivated person with a high level of drive, dedication and desire to excel consistently - Team player, self-starter, innovative and highly motivated.

Bangalore

IFRS/Stress Testing Role - BFSI 

Job Description for IFRS/Stress Testing Role - BFSI  in CareerNet in  Bangalore for (6-10) years of experience. Apply Now!

IFRS/Stress Testing Role - BFSI  | iimjobs.com