Con / Sr Con - FRM ( CCAR - Statistical Modeling )

Pylon Management consulting
  • Bangalore
  • Confidential
  • 2-7 years
  • Views
  • 18 Oct 2018

  • Business Analytics

  • Banking - Retail
Job Description

Work with our clients in the US , UK, Australia and South-East Asian market to assist them in Market risk projects pertaining to model development / validation, credit policy review, credit origination process review, TOM development, and regulatory compliance, reporting.

Key engagement responsibilities would be :

Regulatory reporting, Building Tools & accelerators, Process improvement, TOM for CCAR and BASEL reporting for major US Bank Holding Companies

Understanding of RWA calculation for credit risk and counterparty credit risk ; Capital Charge calculation for market risk under SA and IMA approach

Hands on experience in building tools using advanced XL/VBA is a must

Responsible for key deliverables and engage with Partners /  Directors to understand the project scope, business requirements and work with onshore and offshore teams to do successful delivery

Essential skills required

Education / professional qualifications

Advanced degree in Financial Engineering OR any other tier1 institute or B.tech. + MBA in finance. Professional Certification such as FRM, CFA, CQF preferred

Prior Experience

Prior experience of working in the Risk and Regulatory space for Banks will be preferred.

Strong understanding of any of the Capital  / liquidity regulations is a must.



Job Posted By

Sourav Singh Digari
Staffing Specialist

About Organisation

Pylon Management consulting