
Risk Management Professional
1 day ago
Job Opportunity
Role DescriptionThis role involves developing and validating 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
The ideal candidate will have:
- 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
Opportunities to collaborate, innovate, grow, and make an impact that matters.
Stakeholder management and Query handling skills are required.
About the RoleYou'll be working with teams and clients to build positive working relationships and exceed client expectations.
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