Talentmatics | Risk Analyst
5 days ago
We are inviting professionals 7 -10 yrs experience with Performing Risk Analytics activities to develop models and support the bank on various analytical initiatives
Assist in modelling key risk estimates PD, LGD and EAD for AIRB and IFRS9 framework
Regularly engage in model development, validation, and re-development activities
Other risk analytics activities include assisting in review and re-development of Macro-Economic Model, RAROC Calculator – Risk Adjusted Return on Capital
Period reporting (internal & regulatory) of various Risk Metrics
Engage in model risk management activities
Understanding and experience in credit risk function, specifically retail models.
Understanding of banking products, operations, and strong knowledge of Basel and IFRS 9 regulatory landscape and regulations in risk, capital, operation, and compliance. Prior work experience with regulators in India and Middle East (RBI, CBUAE, SAMA etc.) is preferred
Deep understanding and strong knowledge of SAS/R/Python
Understanding of retail banking, corporate banking, capital markets, trading, and other financial services.
Individual must have experience in IFRS9, Basel II, III and IV Standardized and Advanced approaches, BCBS, ICAAP, Stress testing, Scorecard development, policies/ procedures, system implementation, etc.
Experience in developing PD, LGD, EAD and CCF models for banks and financial institutions
Experience in statistical methods such as logistic and Probit regressions
Experience in macroeconomic model development and stress testing
Certificates like CFA, FRM, CQF
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Talentmatics | Risk Analyst | india
5 days ago
india Talentmatics Full timeWe are inviting professionals 7 -10 yrs experience with Performing Risk Analytics activities to develop models and support the bank on various analytical initiatives Assist in modelling key risk estimates PD, LGD and EAD for AIRB and IFRS9 framework Regularly engage in model development, validation, and re-development activities Other risk analytics...
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Talentmatics | Risk Analyst | india
5 days ago
india Talentmatics Full timeWe are inviting professionals 7 -10 yrs experience with Performing Risk Analytics activities to develop models and support the bank on various analytical initiatives Assist in modelling key risk estimates PD, LGD and EAD for AIRB and IFRS9 framework Regularly engage in model development, validation, and re-development activities Other risk analytics...
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Talentmatics | Risk Manager | india
5 days ago
india Talentmatics Full timeWe are looking for professionals with 4-7 years of experience in Risk Management with consulting firms or Banks and other Financial Services Previous experience on working on risk management is desirable. Experience in Risk appetite, credit monitoring, exposure norms and monitoring Relevant experience in banking functions like Trade Finance, Treasury, risk...
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Talentmatics | Risk Manager | india
5 days ago
india Talentmatics Full timeWe are looking for professionals with 4-7 years of experience in Risk Management with consulting firms or Banks and other Financial Services Previous experience on working on risk management is desirable. Experience in Risk appetite, credit monitoring, exposure norms and monitoring Relevant experience in banking functions like Trade Finance, Treasury, risk...
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