Analyst - Internal Audit

Phenom Placement
  • Bangalore
  • 10-12 lakh
  • 1-3 years
  • Views
  • 09 Mar 2017

  • Finance/ Accounts

  • Banking - Retail
Job Description

- Execute Internal Audits in the Model Risk domain. Model areas include securities valuations and Risk modeling.

- Effectively Challenge Stakeholders on the processes in order to arrive at an opinion of the area being reviewed within the model risk domain

- Conduct Continuous Monitoring Meetings with stakeholders in the domain. -Participate in preparation for regulatory requests from Global regulators

Preferred Qualifications :

- Knowledge of financial modeling concepts, including (any combination):

- Options pricing, credit default, structured products, econometrics, stress scenario creation

- Any combination of risk management disciplines: credit risk, market risk, operational risk, funding / liquidity risk -Knowledge in any of the following areas is preferred:

- Risk measurement theory (e.g., Value-at-Risk (VaR), stress testing)

- Basel Capital Accord regulatory requirements (advanced model-based frameworks)

- Controls surrounding model risk governance, model development, implementation and change management, model validation (Regulatory Guidance SR 11-7) Tools skills:

- Strong presentation skills using PowerPoint and Visio

- Programming experience in quantitative and object oriented programming environments, e.g. Matlab, C++, Fortran, or SAS

Competencies/Skill sets for this job

Sas Matlab Liquidity Risk C++ C+ Risk Management Visio

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Phenom Placement