At least 6 -- 16 years experience in Enterprise Application Software as a Risk Management and Regulatory Compliance Architect including atleast 3-5 years of experience in Algorithmics orOFSAA.
Expertise in Credit Risk Solutions, Market risk, ALM and FTP.
Capturing customer requirements, advising and assisting Implementation teams in the provision of design and implementation requirements
Develop and maintain long-term client relationships and networks. Develop relationships with team members across Algorithmics, Risk Analytics, to serve client needs.
Ensuring that relevant information from each presales engagement is fed back to the Business Line to be used in product management decisions
Support the product, functional and implementation specific aspects of the bid strategy as well as assisting with responses to RFIs. Preparation of proposals and presenting solutions to clients.
Responsible for ensuring proposed solutions are achievable, profitable and realistic given client requirements
A degree in Engineering and / or Management degree preferably with FRM certification
Willingness and ability to travel is a strong requirement.
Strong background in credit risk management
Experience developing or reviewing credit risk (including Counterparty credit risk) risk rating and measurements systems, economic capital, ICAAP, stress testing with commercial banks or financial institutions in the context of broader regulatory reforms such as Basel II, 2.5, III
Familiarity of capital policy frameworks under Basel 2, Basel 2.5 and Basel 3, both from a BIS rulebook perspective
Knowledge of credit risk reporting and economic capital, regulatory reporting related to credit risk portfolios and supporting the process
Skilled in developing macroeconomic forecasting models, knowledge of Vector Auto Regression, time series models and cross sectional analysis is desirable
Strong understanding of loss forecasting both in retail and wholesale portfolios is also desirable
Excellent written & oral communication skill
Experience with Global Delivery Models. and sound understanding of project management principles & risks associated with complex delivery programs.
Desirable Skills and experience
Having deep skills in C, C++, Oracle, Data Integration, Microsoft BI, Predictive modeling and visualization / simulation.
Working knowledge of leading reporting and business intelligence systems - preferably Cognos BI or other BI Reporting tools