Location : Gurgaon Bangalore Mumbai .flexible. As a Risk Analytics professional you will support financial services firms from around the world in achieving their expected return targets while managing risks and complying with regulatory requirements in the most cost-
effective manner. By refining and optimizing our clients abilities to identify measure monitor and manage financial risk we create substantial shareholder and economic value.
We have the breadth of risk analytics experience global resources best-in-class analytical tools and frameworks superior assets and deep knowledge to help our clients become high-
performing Financial Services businesses. At least 4 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 or 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 or Audit or Governance PPNR or Revenue or Loss forecasting ALLL and Provisioning Pricing Underwriting Collections and Recovery Credit Policy and Limit Management Fraud Risk Actuarial Insurance Risk Evaluation and Underwriting 2.
Advanced skills in quantification and validation of risk model parameters .E.g. : PD LGD EAD. for wholesale SME and or or retail banking portfolios.
Expertise in risk strategy design and supporting analytics for banking portfolios. 3. Capital Markets : Strong understanding of financial instruments or products across equity fixed income derivatives and or 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 or 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 or CECL FRTB Basel II or III Solvency etc. 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 or VBA Matlab C++ etc. Knowledge of tools or vendor products such as Moody’s Risk Calc or Risk Frontier or Credit Edge Bloomberg Reuters Murex QRM etc.
Key Responsibilities : Project Delivery
Projects may involve Risk Management advisory work for CROs CFOs etc. to achieve a variety of business operational and regulatory outcomes. Practice Enablement
Knowledge and skill requirements 1. 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 2. Excellent communication and interpersonal skills 3. Exposure to working in globally distributed workforce environment including offshore model 5.
Experience in extracting aggregating and structuring large volumes of data along different dimensions 6. Willingness to travel up to 25% -
50% of the time Professional Development Skills : Project Dependent
Masters or PhD in a Quantitative discipline from a Tier I Institute