Posted By
Posted in
Banking & Finance
Job Code
98577
Description
The successful candidate would be part of EMVG and will be responsible for validating Economic Capital and Basel II models.
The specific responsibilities include:
- Validating Economic Capital/Basel II (Credit and Operational Risk) models which includes evaluating conceptual soundness, performance validation and on-going monitoring.
- Maintaining model inventory
- Documenting detailed model validation report and preparing for the regular regulatory and internal audit reviews.
- Tracking the validation findings and reviewing the resolution of these findings.
- Communicating the validation results to partners, senior leadership and various model committees.
- Conducting research to enhance model validation process and techniques.
Qualifications
- Masters degree in Business, Statistics, Mathematics, Economics, Engineering or related fields is strongly desired.
- Hands-on model building or validation experience.
- Strong Analytical and Relationship and project management skills for driving validation initiatives.
- Experience in applying advanced statistical and/or quantitative techniques to solve business problems is preferred.
- Strong Verbal, Written, Interpersonal skills and ability to work effectively in a team environment.
- Willingness to Collaborate with Cross-Functional teams to drive validation and Project Execution.
- Effectively communicating complex Analytical results to Business Partners and Senior Management.
- Flexibility and Adaptability to work within tight deadlines and changing priorities.
- Experience with data manipulation tools (e.g. SAS, SQL) a must have.
Please apply only if you meet the following condition Mail your resumes at acutusHRconsulting@gmail.com
1) You should have masters degree
2) You are willing to relocate to Gurgaon
3) Experience with data manipulation tools (e.g. SAS, SQL)
4) MBA of 2013 batch please dont apply and MBA 2012 batch only apply if you have analytics experience
5) The maximum salary offered would be 13.5 lacs p.a. to 14.5 lacs p.a. (including fixed + variable, in hand gross amount around INR 1,04,000 per month)
6) Please send your updated one page resume (resume should start with education qualifications followed by work experience etc.)
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Posted By
Posted in
Banking & Finance
Job Code
98577