Scenario Modelling - BFSI - IIT/NIT/IIM

The successful candidate will work closely with the Strategic Risk Management (SRM) Global Scenarios team in to develop / enhance scenario modeling methodologies.

JD:

- Contribute to the development of forward looking macro-scenarios to be used in the overall scenario framework

- Development of macro- models to translate the macro-scenarios to risk factors

- Enhancement of scenario methodologies to better capture the various risk impacts

- Communicate complex modeling and statistical concepts to senior levels of internal management

Required:

Interested candidates must be able to demonstrate the following qualifications and competencies:

- Good understanding of Basel 3 capital rules

- Excellent financial modeling skills with a strong quantitative background - Graduation from a top tier technology or management institute (IIT/IIM/NIT) preferred

- Knowledge of VBA and statistical packages (such as R) is a plus

- 3+ years of relevant experience

- Experience of investment banking products / operations

- Excellent communication skills (both verbal and written)

- Contribute to the development of forward looking macro-scenarios to be used in the overall scenario framework

- Development of macro- models to translate the macro-scenarios to risk factors

- Enhancement of scenario methodologies to better capture the various risk impacts

- Communicate complex modeling and statistical concepts to senior levels of internal management

Neha Beswal
Associate Consultant,
Black Turtle
A 405, Kailash Industrial Complex, Parksite, Vikhroli (West), Mumbai 400079, India
Dir: +9122 66848547
Visit Website: www.black-turtle.com