
Risk Management Professional
3 days ago
We are seeking a highly skilled and experienced Risk Management professional to join our team. As a Risk Manager, you will be responsible for developing and validating risk measurement models for credit, market and liquidity risk.
You will also be responsible for building frameworks to ensure regulatory compliance, implementing regulatory change programs, and designing and implementing capital management strategies and tools.
The ideal candidate will have a strong knowledge of Market Risk Concepts and metrics, including VaR/Value at Risk, Risk Sensitivities, FRTB, IRRB and Market Risk Quant.
They will also have experience with Basel, SAS, Reg Reporting and System implementation, as well as process improvisation using VBA/R/Python.
Key Responsibilities- Develop and validate risk measurement models for credit, market and liquidity risk
- Build frameworks to ensure regulatory compliance (Basel, LIBOR transition, Risk Based Supervision, IFRS9, IFRS17 etc.)
- Implement regulatory change programs
- Design and implement capital management strategies and tools
- Strong knowledge of Market Risk Concepts and metrics (VaR/Value at Risk, Risk Sensitivities, FRTB, IRRB and Market Risk Quant)
- Basel, SAS, Reg Reporting and System implementation
- Process improvisation using VBA/R/Python
- Stakeholder management and Query handling
- Knowledge of risk management strategies – including derivative (Futers/Forwards, Options, Swaps)
- Stress testing and Scenario Analysis
- Valuation and Independent Price Verification
- Knowledge on Regulatory banking risk management guidelines, risk management practices
- Understanding of market risk infrastructure (Market Risk/Model Risk), Knowledge of SQL, R, Python, VBA etc.
As a Risk Manager, you will have the opportunity to work with a talented team of professionals who are passionate about making a difference in the world.
You will also have access to a comprehensive benefits package, including health insurance, retirement plans, and paid time off.
About UsWe are a leading global consulting firm that helps organizations achieve their goals and improve their performance.
We pride ourselves on our commitment to excellence, our passion for innovation, and our dedication to making a positive impact on society.
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