Senior Manager-Risk Analytics

Mount Talent Consulting
  • Bangalore, Mumbai, Gurgaon
  • 10-20 lakh
  • 8-13 years
  • Views
  • 06 Jan 2017

  • Business Analytics

  • Accounting/ Taxation/ Audit
Job Description

8 to 15 years of relevant Risk Analytics experience at one or more Financial Services firms (Universal bank or Investment bank or Broker-Dealer or Insurance provider), 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
Counterparty Risk
Market Risk
Model Validation / Audit / Governance
PPNR / Revenue / Loss forecasting, ALL and Provisioning
Pricing
Underwriting
Collections and Recovery
Fraud Risk
Credit Policy and Limit Management
Actuarial, Insurance Risk Evaluation and Underwriting

1. 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. Expertise in risk strategy design and supporting analytics for banking portfolios.
2. 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 multi factor derivative pricing models, stochastic volatility models, etc.
3. 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 CCAR, IFRS9/CECL, FRTB, Basel II/ III, Solvency etc.
4. 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, Python, Prophet, Excel/ VBA, Matlab, C++, etc. Knowledge of tools/ vendor products such as Moodys Risk Calc/ Risk Frontier / Credit Edge, Bloomberg, Reuters, Murex, QRM,etc.


Other Requirements
1. MBA or Masters/PhD in a Quantitative discipline from a Tier I Institute
2. Strong academic credentials and publications, if applicable. Industry certifications such as FRM, PRM, CFA and good performance in competitive exam (CAT, GRE, CET, GMAT etc.) preferred
3. Excellent communication and interpersonal skills
4. Transferable work permit for countries like US, UK, etc. preferred.
5. Exposure to working in globally distributed workforce environment including offshore model
6. Strong project management skills and demonstrated experience in managing teams across functions and geographies
7. Willingness to travel up to 50% of the time


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Mount Talent Consulting