Key Requirements :

1. Should have 2-5 years of relevant Risk Analytics experience at one or more Financial Services firms (Universal bank or Investment bank or Broker-Dealer or Insurance provider), Rating Agency or Professional Services / Risk Advisory with significant exposure to one or more of the following areas:

- Risk Ratings and Credit Risk Methodology

- Economic and Regulatory Capital

- Stress Testing

- Liquidity Risk

- Counterparty Credit Risk

- Market Risk

- Model Validation / Audit / Governance

- PPNR / Revenue / Loss forecasting, ALLL and Provisioning

- Pricing

- Underwriting

- Collections and Recovery

- Credit Policy and Limit Management

- Fraud Risk

- Actuarial, Insurance Risk Evaluation and Underwriting

2. Banking : Strong understanding of banking products across retail and wholesale asset classes. Expertise on frameworks and methodologies used in one or more of the areas listed above; Advanced skills in quantification and validation of risk model parameters (E.g.: PD, LGD, EAD) for wholesale, SME and/or retail banking portfolios. Expertise in risk strategy design and supporting analytics for banking portfolios.

3. Capital Markets: Strong understanding of financial instruments/ products across equity, fixed income, derivatives and/or securitization space. Conceptual understanding or direct exposure to one or more of the following types of models : interest rate pricing models, equity and FX option pricing models, commodities, single and multifactor derivative pricing models, stochastic volatility models, etc.

4. Risk Regulation : In-depth understanding of new/ evolving regulations in the Risk management space. Strong understanding of risk regulatory framework of one more of the major economies across globe (i.e. US, UK, EU, etc.). Knowledge of CCAR, IFRS9/CECL, FRTB, Basel II/ III, Solvencyetc.

5. Risk Modeling : Exposure to analytical techniques used for development and validation (conceptual foundation and technical merit) of wide range of risk and valuation models is required. Experience across different verticals in the risk analytics domain preferred. Experience in one or more of analytical tools such as SAS, R, SQL, Python, Prophet, Excel/ VBA, Matlab, C++, etc. Knowledge of tools/ vendor products such as Moody's Risk Calc/ Risk Frontier / Credit Edge, Bloomberg, Reuters, Murex, QRM, etc.

Other Requirements :

1. Masters or PhD in a Quantitative discipline from a Tier I Institute

2. Strong academic credentials and publications, if applicable. Industry certifications such as FRM, PRM, CFA and good performance in competitive exam (CAT, CET, GRE, GMAT etc.)preferred

3. Exposure to working in globally distributed workforce environment including offshore model

4. Willingness to travel up to 25% - 50% of the time

Must Have Skills :

- Candidates with BANKING & CAPITAL MARKET background should have proven skills in one or more of the following -

- Credit Risk models development and validation / audit for Risk Rating models, PD, LGD, EAD, IFRS9 / CECL models, CCAR models (PPNR / revenue / loss forecasting)

- Market Risk and Counterparty Credit Risk Model development and validation / audit

- Economic and Regulatory Capital modeling and RWA calculation

- Risk Strategy expertise in acquisition, underwriting, account management, pricing, collections etc.

- Niche Skills in Fraud risk modeling and strategy, Liquidity risk estimation, regulatory exposure to IFRS9 / CECL, FRTB and Basel III

Candidates with INSURANCE background should have proven skills in the following :

- Experience in Actuarial, Insurance Risk Evaluation and Underwriting, Prophet Modeling

- Exposure to Insurance regulations Solvency and stress testing regulations

Good to Have Skills :

- Industry certifications such as FRM, PRM, CFA

- Risk analytics experience & Transferable work permit in countries like US, UK, etc.

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