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18/02 Deboleena Roy
Senior Recruitment Consultant at CareerNet

Views:86161 Applications:2970 Rec. Actions:Recruiter Actions:338

Stress Testing & Risk Analytics Role - Consumer & Commercial Banking (1-8 yrs)

Bangalore Job Code: 893688

LGD, PD, EAD Modelling and Validation.

- SME in Basel Il A-IRB Credit Risk modeling for both Consumer & Commercial Banking products

- Possessing excellent management skills and having the ability to work with the minimum of supervision whilst leading a team

- Technical expertise in Basel II A-IRB Modeling (PD/LGD/EAD) approaches, Regulatory Capital, Economic Capital, CCAR.

- Strong with Risk analytics profile from a BFSI domain compulsory.

Principal Accountability:

- Supporting the Global Finance team in developing best in class financial analytics and deploying these practices across priority markets

- Responsible for developing financial models to provide actionable insight to drive and support business stakeholders.

Key Deliverable:

- Understand business and finance requirements and interpret data to provide meaningful analysis to facilitate business decision-making.

- Developing sophisticated and innovative analytics in the area of financial modelling and stress-testing:

- Support the evaluation of the reasonableness of the firm's efforts to translate broader economic stress scenarios into financial outcomes for its business lines/ portfolios. Develop infrastructure for stress testing.

- Develop expertise within the team on stress testing methodologies and techniques and bring recent advancements.

- Coordinate and compile stress test results and develop MI to communicate with wider audience

- Assess the impact of recommended scenarios on revenue and balance sheet items

- Assess the impact of mitigating actions on CAR, Income and LIC for different businesses- global banking, commercial banking, retail banking and wealth management

- Develop and maintain early warning triggers reporting

- Act as a Subject Matter Expert (SME) for any asset or liability product or areas in financial modelling.

- Provide thought leadership and prepare ad-hoc requests quickly and independently but also be able to prioritize these requests.

Stakeholder Management:

- Maintain effective relationship with Business Partners and identify areas of service improvements by implementing regular calls and feedback mechanism.

- Liaise with Global Finance counterparts on analysis requirements and delivering the same within timelines.

- Understand business problem through discussions with various stakeholders and provide analytical solutions.

- Influence and escalate key issues in an effective way to ensure timely resolution.

Leadership & Teamwork :

- Actively support in maintaining an environment within the team which fosters knowledge sharing and open forums.

- Assist in motivating and developing (and recognizing) team members in order to meet deliverables, manage staff expectations, achieve efficiency in operations and maintain work-life balance.

Women-friendly workplace:

Maternity and Paternity Benefits

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