At least 6 to 10 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 in depth experience in 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)
- Market Risk Measurement and Management related topics including operational processes, technologies, modeling approaches, risk aggregation and reporting.
- Hands on experience in VaR 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 and computing Operational Risk RWA.
- Liquidity Risk Measurement, Reporting and Management
- Functional design and database modeling for risk management systems and applications
- 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 etc.
- Hands on experience across a range of risk platforms and technologies/products such as Bloomberg, Reuters, Sungard, Murex, etc
- Experience in third party risk consulting will be preferred. Prior Risk Consulting experience at pre-eminent, global risk management consulting firms preferred.
- Master's in Business Administration from Top B-schools.
- Strong academic background. Industry certifications such as FRM, PRM, CFA preferred
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