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Associate Consultant/Senior Analyst

2.00 to 5.00 Years   Bangalore   26 Mar, 2021
Northern Trust
Job LocationBangalore
EducationNot Mentioned
SalaryNot Disclosed
IndustryBanking / Financial Services
Functional AreaStatistics / Analytics
EmploymentTypeFull-time

Job Description

Associate Consultant, Model Monitoring and Implementation is a key member of Model Strategy & Data Analytics team and will have responsibility for acting as an individual contributor role in the model monitoring and Implementation for PPNR, Credit Risk, Operational Risk and Market Risk models. The role will cover several aspects of model lifecycle including monitoring, recalibration, and Implementation. The position will also include the developing/maintaining monitoring tools in SAS for CCAR, Basel, CECL.Major Duties

  • Monitor/Recalibrate/Implementation of CCAR models (PD/EAD/LGD) , CECL models (PD/EAD/LGD), Basel models (PD/EAD/LGD), operational risk analytics models ( capital models, AMA model) and PPNR models
  • Evaluates existing monitoring tool in relation to corporate objectives and industry leading practices. Assesses development needs and manages process to achieve desired future state
  • Provides technical/theoretical expertise to resolve issues and enhance overall risk framework and works with model owners to update model monitoring tool
  • Ensure monitoring process following different regulations (CCAR, CECL, BASEL, IFRS9)
  • Conducts analysis, independently ensuring accuracy and completeness.
  • Responsible for direct interaction with different committees and/or senior management.
Qualification
  • Master in Statistics/ Economics/Mathematics/advanced degree in quant area
  • Or B.tech. From tier 1 college with MBA in related field
  • 2-5 years of relevant experience
Skills Required
  • Strong BASEL, CCAR, DFAST, CECL, SR-11/7 understanding. Strong regulatory understanding
  • 2+ years of hands on monitoring/validation/model building experience
  • Strong conceptual and technical knowledge of risk concepts and quantitative modelling techniques including familiarity with statistical concepts used in stress testing.
  • Strong in quantitative skills experience in model validation a plus
  • Experience in R, SAS, Matlab, advanced Excel techniques and VBA programming. SAS is preferred
  • Good Multi-tasking skills. Ability to quickly assimilate & comprehend information and deliver within strict deadlines
  • Strong organizational and interpersonal skills
  • Excellent verbal and written communication skills (English)
  • Experience of working in a multi-cultural and global environment
  • Related Industry qualification (e.g., CFA, FRM) a plus
Additional Information,

Keyskills :
sqljavacustomer relationssapdocumentationcredit riskmarket riskadvanced exceldata analyticsrisk analyticsoperational risk

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