Internal Audit -Corporate- Model Risk , Analyst - Bangalore

Job description

Job Summary & Responsibilities

Job Responsibilities:
- Execute Internal Audits in the Model Risk domain. Model areas include securities valuations and Risk modeling.
-Effectively Challenge Stakeholders on the processes in order to arrive at an opinion of the area being reviewed within the model risk domain
-Conduct Continuous Monitoring Meetings with stakeholders in the domain.
-Participate in preparation for regulatory requests from Global regulators

Basic Qualifications

• Team-oriented with a strong sense of ownership and accountability
• Strong leadership, interpersonal, and relationship management skills
• Strong verbal and written communication skills
• Solid quantitative skills, e.g. probability theory, functional analysis, partial differential equations
• Control mind set
• Highly motivated with the ability to multi-task and remain organized in a fast-paced environment
• 1-3 years of experience within the financial services industry or a related control function
• Advanced Degree (preferable) in a quantitative discipline, such as financial engineering, physics, mathematics, statistics, economics

Preferred Qualifications

Preferred Qualifications
Product Specific Skills and Experience:
• Knowledge of financial modeling concepts, including (any combination):
• Options pricing, credit default, structured products, econometrics, stress scenario creation
• Any combination of risk management disciplines: credit risk, market risk, operational risk, funding / liquidity risk
Knowledge in any of the following areas is preferred:
• Risk measurement theory (e.g., Value-at-Risk (VaR), stress testing)
• Basel Capital Accord regulatory requirements (advanced model-based frameworks)
• Controls surrounding model risk governance, model development, implementation and change management, model validation (Regulatory Guidance SR 11-7)
Tools skills:
• Strong presentation skills using PowerPoint and Visio
• Programming experience in quantitative and object oriented programming environments, e.g. Matlab, C++, Fortran, or SAS

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