Finance Manager - Quantitative Risk Modeling - BFS

Responsibilities :

- Advice BFSI clients on quantitative risk modeling (credit, market and operational risk (a good plus)), economic capital calculations, model validation and regulatory reporting using AIRB, AMA, ICAAP approaches

- Assist clients in developing and improving quantitative risk management frameworks, model monitoring mechanisms and modeling methodologies (from regulatory perspective)

- Be a Subject Matter Expert for clients on regulatory compliance programs (US jurisdiction) - Basel II / III (PD, LGD, EAD), CCAR stress testing programs, Credit or Operational Risk Modeling, ALM, Economic Capital Calculations

- Work closely with leadership and offshore teams to build new capabilities in risk