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Risk Operations Lead

2 weeks ago

Bengaluru Gurugram Kolkata, India Nam Info Full time US$ 1,50,000 - US$ 2,00,000 per year

You will be leading a team of varying seniority resources who are working with independent model validation function of a large banking client and will involve end-to-end validation of risk and regulatory models. Your activities will include, but will not be limited to the following:

  • Bringing the thought leadership to review the teams output and guide the team in effective challenge of the models they are working on.
  • Occasionally, validating models
  • Develop in-depth understanding of clients products and systems. Develop awareness of existing model limitations.
  • Maintaining strong relationships with clients leaders in the market risk, counterparty credit risk and traded products
  • The team work on the following:
  • Independent model validation, especially comprehensive model validation within 2nd line of defense, using SR 11-7 or similar guidelines.
  • Exhaustive model validation will include conceptual assessment of models use, method, assumptions, limitations and on-going monitoring and control, models outcome analysis.
  • Development of benchmark models may be needed.
  • Assessment of the model monitoring and implementation process. Assessment of the model calibration techniques
  • Prepare model validation report summarizing findings and providing recommendations.
  • Taking strategic decisions to ensure delivery objectives and client satisfaction. Coordinate with internal management and support functions to execute on the strategies.

Minimum Qualifications / Skills

  • Relevant experience in Banking or Capital Markets, with experience in model validation.
  • Good understanding and experience in at least one of the regulatory risk modeling / validation guidelines SR 11-7, FRTB SA, CCR, SIMM, SA CCR, Stress Testing
  • Good understanding of model / system landscapes, like, pricing / Greeks, scenario generation, risk aggregation, etc.
  • Good understanding of vanilla and exotic derivatives in all asset classes, and their impact on various market risk (VaR, SVaR, FRTB – SBM, DRC and RRAO) and CCR components.
  • Thorough understanding of stochastic processes and their models, stochastic volatility models, yield curve models
  • Good understanding of conventions of various markets like treasury, fixed income, equities, commodities etc.
  • Effective communication/presentation skills – written & verbal.
  • Self-driven, initiative-taking, "can-do" attitude. Ability to work under ambiguity and with minimal supervision.

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