Hiring for ACN - Digital Professional - Analytics - Risk Gurugram for Exp. 4 - 6 Years at Accenture Solutions Pvt Ltd.
Esteemed client of Orion TrueTech Services India Guruvayur, Kerala, India
Nov 21, 2017Full time
Job Description:ACN - Digital - Analytics - Risk - 09 Key Requirements: 1. At least 4 years of relevant Risk Analytics experience at one or more Financial Services firms .Universal bank or Investment bank or Broker-Dealer or Insurance provider. Rating Agency or Professional Services or Risk Advisory with significant exposure to one or more of the following areas: Risk Ratings and Credit Risk Methodology Economic and Regulatory Capital Stress Testing Liquidity Risk Counterparty Credit Risk Market Risk Model Validation or Audit or Governance PPNR or Revenue or Loss forecasting ALLL and Provisioning Pricing Underwriting Collections and Recovery Credit Policy and Limit Management Fraud Risk Actuarial Insurance Risk Evaluation and Underwriting 2. Banking: Strong understanding of banking products across retail and wholesale asset classes. Expertise on frameworks and methodologies used in one or more of the areas listed above Advanced skills in quantification and validation of risk model parameters .E.g.: PD LGD EAD. for wholesale SME and or or retail banking portfolios. Expertise in risk strategy design and supporting analytics for banking portfolios. 3. Capital Markets: Strong understanding of financial instruments or products across equity fixed income derivatives and or or securitization space. Conceptual understanding or direct exposure to one or more of the following types of models: interest rate pricing models equity and FX option pricing models commodities single and multifactor derivative pricing models stochastic volatility models etc. 4. Risk Regulation: In-depth understanding of new or evolving regulations in the Risk management space. Strong understanding of risk regulatory framework of one more of the major economies across globe .i.e. US UK EU etc... Knowledge of CCAR IFRS9 or CECL FRTB Basel II or III Solvency etc. 5. Risk Modeling: Exposure to analytical techniques used for development and validation .conceptual foundation and technical merit. of wide range of risk and valuation models is required. Experience across different verticals in the risk analytics domain preferred. Experience in one or more of analytical tools such as SAS R SQL Python Prophet Excel or VBA Matlab C++ etc. Knowledge of tools or vendor products such as Moodys Risk Calc or Risk Frontier or Credit Edge Bloomberg Reuters Murex QRM etc.