VP - RWA Forecasting & Risk Governance - Investment Bank

We have openings for VP-RWA Forecasting and Risk Governance with one of the leading investment bank in Mumbai.

Key Responsibilities :

- Understanding the forecasting models, review model documentation.

- Co-ordinate with Model Validation team, Model development and relevant stakeholders to address the model action items and recommendation.

- Develop and perform attribution analysis of various risk parameters used for RWA forecasting.

- Should have risk-quant background, forecasting knowledge, Regulatory risk knowledge (Basel III, CCAR)

Skills :

- Comprehensive understanding of CCAR requirements and processes with the latest CCAR guidelines, understanding the data, oversee the submissions, synthesize the submissions, coordinating with other work streams

- Experience in Risk is strongly preferred: CCAR, DFAST, Market Risk, Credit Risk are all highly desirable areas of expertise

- Should have risk-quant background, forecasting knowledge, Regulatory risk knowledge (Basel III, CCAR)

Milda