AVP - Group Risk IVU Team - Wholesale Banking

4 weeks ago


Noida, India Trailblaze CareerPaths Global Private Limited Full time

AVP


Role:

This role will be part of Group Risk IVU team Provide independent review (IR) and challenge of all quantitative and qualitative processes categorized as models (Liquidity Risk and Funding, other Treasury models, Operational Risk, Stress Test etc.) under the MRM framework to a high degree of depth, as required by and detailed in the Bank's policies and standards.

Skills :

- Candidate should have experience in a Model Validation or Model development role in the Wholesale industry preferably in the liquidity/operational risk domain.

- Individual contributor Role.

- Should have strong analytical skills with experience in Model Validation, Model Development, Model Risk Management, Treasury, Liquidity Risk, interest rate risk, Financial Risk Management (FRM), Chartered Financial Analyst (CFA), Economic Capital, Operational Risk, Stress Test, VaR, Market Risk, Climate Risk, ICAAP, ILAAP.

- Good understanding of banking portfolio & wholesale portfolios.

- Must have statistical knowledge e.g. different regression like linear & logistic, Monte Carlo simulation, time series modelling etc.

(ref:iimjobs.com)
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