
Senior Risk Management Specialist
2 days ago
You have a unique opportunity to join our organization as a Risk Management Professional.
- 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.
Responsibilities include:
- Credit rating / scoring methodologies
- Basel IRB models (PD, LGD, EAD etc.)
- Stress Testing/CCAR models
- IFRS9/USGAAP Impairment models
We are looking for candidates with strong knowledge of Market Risk Concepts and metrics (VaR/Value at Risk, Risk Sensitivities, FRTB, IRRB and Market Risk Quant). Additionally, proficiency in Basel, SAS, Reg Reporting and System implementation is essential.
- Strong process improvisation skills using VBA/R/Python
- Effective stakeholder management and query handling
- Knowledge of risk management strategies – including derivative (Futures/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.
- Academic qualifications – Post graduate degree with CFA/FRM preferable; or qualified CFA/FRM with a Graduate Degree
In this role, you will have the opportunity to connect with professionals across the globe who are solving complex business problems. You will also be part of an organization that values diversity, equity, and inclusion.
You can expect to work collaboratively in a dynamic environment that fosters growth and development. Our team members are committed to delivering exceptional results and making a positive impact.
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