• Director - Risk Analytics & Engineering - BFS - IIT/IIM Jobs in Gurgaon,India - 25255685

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  • 15 - 20 Years
  • Posted : above 1 month

Job Description:

Role of Dept Risk Models & Methodology development and management, and analytics for Counterparty Credit Risk Management

Candidates from good educational pedigree to apply (IIT & IIM)

Responsibilities

1 Role Holder will provide leadership & oversight to following teams/areas - on model performance and testing to support capital waiver requirements

2 Market Data Methodology - Designing Data Architecture and implementing Data Quality Monitoring tool to support BCBS239 compliance

3 Counterparty Credit Risk Measurement- Leading pre-deal estimation for limit utilisation for Exotic Derivatives trades and be the 2nd line oversight to Prime Services Risk Management

4 Guiding, coaching and supporting new risk metrics methodology, standards and toolsets; building capability and driving bank-wide compliance

5 Managing a complex matrix of multiple senior stakeholder engagement within global Risk, Finance, IT, and Front Office towards various transformation and technology improvement projects

6 Developing and maintaining a suitably flexible team structure and approach that can adapt to changing priorities, including ad hoc requirements and enquiries (both internal and external (eg regulatory)) and when business continuity plans are invoked

The Skills You Will Need

1 At least 12 years of proven experience in data-driven analysis and statistical or stochastic modelling

2 The role requires a broader understanding of Traded Risk, including an understanding of Rates, FX, Credit asset classes

3 Ability to effectively provide technical, execution and operational guidance to various sub-functions

4 Ability to understand the bigger picture and gain technical insight to act as an effective advisor

5 Masters/PhD degree in numerate disciple is required, prior experience in leading a sub-function in the quantitative area or market risk or pricing model is essential

6 Ability to formulate and set the right practice to drive employee engagement and culture of effective performance management

Profile Summary:

Employment Type : Full Time
Salary : Not Mentioned
Deadline : 30th May 2020

Key Skills:

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