Risk Analyst Specialist

2 days ago


Mangalore, Karnataka, India beBeeQuantification Full time ₹ 60,00,000 - ₹ 1,20,00,000
Actuarial Professional

  • The role involves collaborating with teams to deliver functionalities related to asset liability management, interest rate risk in banking book, behavioural modelling, Pillar 1 risks (Market Risk, Credit Risk, Operational Risk), Pillar 2 Risks (ICAAP), fund transfer pricing and profitability analysis on our proprietary application suite for Balance Sheet Management.
  • Develop end-to-end functionalities for modelling macro-economic factors and market prices like Interest Rate, Credit Spread, FX, Commodities and Volatility.
  • Validate cashflow, valuation and sensitivity models using Excel/Python for banking and derivative products.

Responsibilities:

  • Collaborate with teams to deliver functionalities.
  • Build Python and Excel models on risk analysis to validate models and assist with client user acceptance testing.
  • Develop project execution and product collaterals.
  • Adhere to development standards and protocols mandated by the organization.

Key Requirements:

  • Demonstrate knowledge of Banking risks and quantification.
  • Demonstrate proficiency in financial instrument valuation and risk assessment.
  • Demonstrate proficiency in statistical, econometrics and time series analysis.
  • Demonstrate proficiency in use of back-end server-side languages like Python and database like MSSQL and PostgreSQL.


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