Position: Risk Modeling

Role: Consultant, Manager & Senior Manager

Company: Top Consulting Organization

Exp: 3 to 16 Years

Job Description:

- 3-16 years of risk management experience at one or more financial services institutions, rating agency or professional services / risk advisory with an understanding of 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 methodologies), Credit Risk Underwriting Frameworks, Risk Based Pricing, Early Warning Systems, Credit Policy & Limit Management, Collections Frameworks, Counterparty credit risk management and experience on counterparty risk methodologies such as PFE, EPE.

- Market risk measurement and management-related topics including operational processes, technologies, modelling approaches, risk aggregation and reporting, FRTB: Expected Shortfall, Default Risk Charge, NMRF; IBOR or LIBOR Transition experience.

- Operational risk management framework and methodology.

- Liquidity risk measurement, reporting and management, balance sheet framework, contingency funding requirement

- Hands-on experience in VaR/SVaR/IRC/CRM calculations for variety of financial instruments across Currencies, Credit, Commodities and Rates; 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.

- Treasury experiences in areas such as Asset Liability Management, Fund Transfer Pricing, and Interest Rate Risk in Banking Book.

- Hands-on experience in developing risk registers, conducting RCSAs, defining KRIs for risk management and control indicators, Risk Scenario Library & Analysis

- Experience in managing financial crime and compliance with a focus on fraud risk management, compliance analytics, enterprise risk management (financial services and non-financial services), data analysis & aggregation, trade surveillance, robotic process automation

- Enterprise Risk Management experience

- Strong understanding of risk regulatory framework of one more of the major economies across globe

- Knowledge of Risk Platforms such as Sungard, Murex, Sungard , Calypso, OpenPage, Fenergo, PEGA, JIRA, SAP HANA, Bloomberg, Reuters, and so on

- Experience in third-party risk consulting will be preferred. Prior Risk Consulting experience at pre-eminent, global risk management consulting firms desirable

- Exposure to working in globally distributed workforce environment, both onshore and offshore

- Industry certifications such as FRM, PRM, CFA preferred

Roles & Responsibilities:

- Ability to lead the design and delivery of strategy, business case analysis, transformation programs, technology enablement, with respect to enterprise risk, portfolio management, capability maturity assessments, and fraud & financial crime risk compliance programs

- Ability to build sales pipeline through business development and proposals

- Strong business acumen and knowledge of risk management process

- Ability to solve complex business problems and deliver client delight

- Strong writing skills to build point of views on current industry trends

- Good analytical and problem-solving skills with an aptitude to learn quickly

- Excellent communication, interpersonal and presentation skills

- Cross-cultural competence with an ability to thrive in a dynamic consulting environment