Analyst/ AM/ Manager/ Lead Manager

2 - 5 Years
Bengaluru, Kolkata
Not Disclosed by Recruiter
Posted: 9 days agoOpenings: 1Job Applicants: 73Job Views: 198

Job Description

Analyst/AM/Manager/Lead Manager - Credit & Market Risk Model Validation

 

Description of Role


- Global Analytics Centre (GAC) within provides analytics support to various group businesses and functions under Group. Typical deliverables include data analysis, providing analytics insights, model development, validation, calibration, strategy development, monitoring and reporting, information management and business intelligence. The deliverables form the basis for strategic planning by the senior management for businesses and enables effective decision making to satisfy business needs and requirements along with addressing unforeseen challenges.


- GAC - Global Risk Analytics department within GAC is an extended team of Group - Global Risk Analytics for Wholesale Credit Risk, Market Risk, Operational Risk, Financial Crime Risk and Regulatory Compliance Risk functions across Group & Region to provide analytical support in Model Development & Implementation, Model Validation & Monitoring, Portfolio Management & Capital Allocation and Project Management & Policy Designing.


The Model Validation Team within GAC - Global Risk Analytics, provides support in validation and monitoring of BASEL governed Wholesale Credit Risk, Market Risk, Operational Risk, Financial Crime Risk and Regulatory Compliance Risk Models across Group & Regions. The team also responsible for validation and monitoring of Stress Testing, Economic Capital and IFRS 9 Models, regulatory reporting and process reengineering to enhance efficiency.


Role Purpose:


- The Analyst AM - Decision Sciences, Wholesale Credit and Market Risk Model Validation role is responsible for providing necessary analytical support to manager lead manager AVP VP in preparing the model validation and monitoring reports following the established validation standards


The AM Analyst is expected to keep oneself updated of the tools and techniques used in the model validation.


Qualifications:


Masters in any of the following fields:


- Economics


- Engineering (or B-tech with relevance experience)


- Stats/Maths


- Finance


- FRM, CFA or CQF qualified


Experience


- Minimum 1 years of professional experience in analytical process (preferably financial market risk analytics)


- Knowledge of financial market products or derivatives.


- Knowledge of market risk measure like VaR or Expect Shortfall.


- Worked on MS ACCESS, EXCEL with VBA, R, Python or Matlab

Salary: Not Disclosed by Recruiter

Industry:Recruitment / Staffing

Functional Area:IT Software - DBA, Datawarehousing

Role Category:System Design/Implementation/ERP/CRM

Role:Business Analyst

Employment Type:Full Time, Permanent

Keyskills

Desired Candidate Profile

Please refer to the Job description above

Education-

UG:B.Tech/B.E. - Any Specialization

Doctorate:Doctorate Not Required

Company Profile

Black Turtle India Pvt Ltd

Black Turtle India Pvt Ltd
View Contact Details+

Recruiter Name:HR

Contact Company:Black Turtle India Pvt Ltd

Apply