Basel Expert - Credit Risk RWA Engine

Job Description

Basel Expert

Experience: 7-10

Location: Mumbai

Principal Responsibilities:

- Own the configuration, running and maintenance of rules within the Credit Risk RWA engine

- Perform Stress tests within SAS RWA module

- Report RWA by business, product, counterparty type - base case and stress scenario

- Perform monthly check of all model parameter values, manage data that doesn- t flow directly (or scheduled to flow in future)

- As new products are launched, oversee the entire process of data mapping, SAS Credit Risk RWA engine configuration and implementation of the new products

- Advanced Approach AIRB Configuration in SAS System

Required Skills and experience:

- MBA or Master in Finance from a premier Institute

- Hands on experience on RWA Engine

- Well versed with SAS coding

- 7 - 10 years of experience in Analytics in the financial domain

- Strong analytical thinking