Responsibilities :

• Opportunity to work across risk functions like market risk for the banking and financial industry, and monitoring of investment fund performance using automation.
• Demonstrate functional understanding and interface with clientele during engagements.
• Conduct training sessions for end-users on the use of the Application and provide comprehensive documentation for ongoing reference.
• Perform financial analysis and risk modelling using analytical tools like python.
• Ability to analyze functional areas of a business and derive underlying risks for the business area.
• Construct model documents to concisely communicate model methodology, assumptions and results along with governance and mitigations for the risk area.
• Participate in peer-review sessions for constructed risk models.
• Effectively communicate results and conclusions using PowerPoint.
• Clear communication skills to drive day to day client management and highlight key project risk areas to the team.

Requirements :

• Understanding of products / exposures in the financial services industry (Banks / NBFC / Insurance)
• Requirements of Basel III, FRTB and ALM regulations for Banks.
• Knowledge requirements on various risk quantification models such as Linear regression and VaR
• Basic knowledge on a financial institution’s credit process, ALM process and treasury process to be able to effectively understand the risk areas for them.
• Knowledge and understanding about capital adequacy, stress testing, behavioral modelling etc.
• 3-4 actuarial exams cleared
• Educational qualification expected: Graduate/ Postgraduate