Risk Analytics - BFSI

8 to 15 years of relevant Risk Analytics experience at one or more Financial Services firms (Universal bank or Investment bank or Broker-Dealer), Rating Agency or Professional Services / 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

- Counter party Risk

- Market Risk

- Model Validation / Audit / Governance

- Revenue / Loss forecasting, ALLL and Provisioning

- Pricing

- Underwriting

- Collections and Recovery

- Fraud

- Credit Policy and Limit Management

Banking :

- Strong understanding of banking products across retail and wholesale asset classes.

- Expertise on frameworks and methodologies used in one or more of the areas listed above

- Advanced skills in quantification and validation of risk model parameters (E.g.: PD, LGD, EAD) for wholesale, SME and/or retail banking portfolios

Capital Markets:

- Strong understanding of financial instruments/ products across equity, fixed income, derivatives and/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.

Risk Regulation:

- In-depth understanding of new/ 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 Basel II/ III principles and practice, Dodd Frank, ICAAP, CCAR, etc.

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, Excel/ VBA, Matlab, C++, etc. Knowledge of tools/ vendor products such as Moody’s Risk Calc/ Risk Frontier / Credit Edge, Bloomberg, Reuters, Murex, QRM,etc.