Senior Risk Management Consultant

7 days ago


Bengaluru, Karnataka, India Auronova Consulting Full time
About Us

Aurora Consulting is a specialized Risk Management Consulting firm providing cutting-edge financial consulting to BFSI segments, including central banks, banks, fintech, investment banks, PE Firms, insurance firms, brokerage, fintech, non-banking finance companies, and other financial institutions.

Our Expertise

We cover the entire Risk Management spectrum from Credit risk, Market risk, and Operational risk, along with regulatory consulting like Basel II/III, IFRS 9, FRTB, ICAAP, Stress Testing, etc.

Our Achievements

We have served 50+ clients in multiple countries across the globe over the last 14 years with more than 200+ engagements in risk, analytics & compliance areas, creating a niche for ourselves by providing our clients with best-in-class solutions, while competing with the best in the industry.

Project Responsibilities
  1. IFRS 9 Model Development & Validation for Corporate/Wholesale portfolio
  2. Developing & Validation Rating Models for Corporate banking portfolio
  3. Developing & Validating LGD and EAD models for Corporate/Wholesale portfolio
  4. Work on different types of wholesale portfolio models, including Large Corporate, Mid Corporate, SME, Sovereign, FI, HNWI, Project Finance, etc.
  5. Developing/Calibrating MRS of banks
  6. Stress Testing Models
  7. Developing/Reviewing ICAAP & RAROC Models
About You

You have an entrepreneurial mindset, building, innovating, and improving efficiency has been a dream. You are a natural storyteller, believe in leading by example, and grooming your team to be future leaders. Have empathy for your clients and are able to effectively communicate and engage with your audience—across risk, business, and finance personas, including CXOs.

You are curious about metrics, execution processes, macro trends, and eager to learn and deliver results. You have an analytical and data-driven approach in day-to-day work. Energetic self-starter with the ability to work independently in a competitive and fast-paced environment.

You are ambitious and have a natural focus and bias toward outcomes. You are passionately driven and have the readiness to do what it takes to generate good relations, both in-house and externally, and to develop world-class business intelligence capabilities.

Requirements
  • 5 to 10 years of relevant experience
  • Good understanding of Statistics and Mathematics
  • Experience of Python, R, SAS, SQL & VBA
  • Good PowerPoint and Excel skills
  • Knowledge of other applications is an advantage
Location

Bangalore with 20% - 40% global travel

Designation

Senior Consultant & Engagement Management



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