Credit Risk Analytics - BFSI

NovoTree Minds Consulting Pvt.Ltd
  • Gurgaon
  • Confidential
  • 6-12 years
  • 12 Jun 2015

  • Risk Management, Compliance/ Regulatory

  • Banking - Corporate
Job Description

* Advice BFSI clients on quantitative risk modeling (credit, market and operational risk (a good plus)), economic capital calculations, model validation and regulatory reporting using AIRB, AMA, ICAAP approaches
* Assist clients in developing and improving quantitative risk management frameworks, model monitoring mechanisms and modeling methodologies (from regulatory perspective)
* Be a Subject Matter Expert for clients on regulatory compliance programs (US jurisdiction) -- Basel II / III (PD, LGD, EAD), CCAR stress testing programs, Credit or Operational Risk Modeling, ALM, Economic Capital Calculations
* Work closely with leadership and offshore teams to build new capabilities in risk (credit, operational, model monitoring)
* A thought leader in risk management and regulatory advisory space through deep point of view blogs, methodology whitepapers, regulatory elaborations
* Support onshore leadership in building risk (credit and operational) management practice
* Provide support to offshore teams in delivering / executing the risk and regulatory engagements

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