30 Ifrs9 Jobs

Line of Service Advisory Industry/Sector FS X-Sector Specialism Risk Management Level Senior Associate Job Description & Summary Candidate must have good communication skills, and have worked as a Data Analysts/ Data Quality Analysts in area of Investment Banking or Capital Markets. Good exposure to data analysis and must be able to handle large volumes of data coming from multiple systems as Vendors (e.g., Bloomberg, Reuters etc.), Exchanges and internal systems. Must understand data quality concepts such as accuracy, completeness, validity etc. Good data analysis skills using SQL for data cleaning, data quality checks, data profiling etc. Knowledge of Data Governance concepts is good to have. (Note: Please pay attention to domain. We would appreciate candidates coming from Capital Market or IB background - No domestic bank/NBFCs. Must be familiar with data quality check rules of Derivatives, Fixed Income, Equity, Mutual fund, Hedge funds etc. People from Reference data background, and good in DQ checks using SQL will be ideal) Why PWC At PwC, you will be part of a vibrant community of solvers that leads with trust and creates distinctive outcomes for our clients and communities. This purpose-led and values-driven work, powered by technology in an environment that drives innovation, will enable you to make a tangible impact in the real world. We reward your contributions, support your wellbeing, and offer inclusive benefits, flexibility programmes and mentorship that will help you thrive in work and life. Together, we grow, learn, care, collaborate, and create a future of infinite experiences for each other. Learn more about us.At PwC, we believe in providing equal employment opportunities, without any discrimination on the grounds of gender, ethnic background, age, disability, marital status, sexual orientation, pregnancy, gender identity or expression, religion or other beliefs, perceived differences and status protected by law. We strive to create an environment where each one of our people can bring their true selves and contribute to their personal growth and the firms growth. To enable this, we have zero tolerance for any discrimination and harassment based on the above considerations. " Job Description & Summary: PwC India is seeking a highly skilled professional to join our team. The Professional will be responsible for developing and implementing effective risk management strategies for our clients. Responsibilities Collaborate with stakeholders to translate business needs into functional specifications while managing expectations and ensuring effective communication across teams. Stay abreast of industry trends, regulations, and best practices relevant to risk management. Demonstrate expertise in risk transformation techniques such as change management, stakeholder management, and business analysis. Familiarity with essential artifacts like Business Requirements Documents (BRD), Functional Specifications Documents (FSD), Gantt Chart, RACI Matrix, and Requirements Traceability Matrix (RTM) is desired. Experienced in Agile methodologies and Scrum teams, with familiarity in tools like JIRA, Confluence, Rally, and Azure DevOps. Possess practical experience in financial products such as derivatives, fixed income, foreign exchange (FX), equities, etc. Display a strong understanding of trade lifecycles, global regulations, and trading/investment banking processes. Operate proficiently within both agile and waterfall project methodologies, comprehending the specific deliverables required for each methodology. Conduct thorough market risk assessments for clients and develop robust risk management strategies. Exhibit exceptional attention to detail and maintain high-quality standards in documentation, processes, and control environments. Ability risk metrics such as Current Exposure (CE), Potential Future Exposure (PFE), Expected Exposure (EE), EEPE, etc. Strong understanding alue at Risk (VaR), Stress VaR (historical full revaluation, Taylor var approximation (delta gamma method), Monte Carlo) for linear instruments and derivative products, VaR mapping, back-testing VaR, Expected Shortfall, Market risk Stress testing Loss estimation, RWA calculation, Sensitivity & Scenario analysis. Bring experience working as a Senior Business Analyst/Lead Business Analyst on projects involving climate risk, cloud migration, IFRS9, CVA, risk calculation, back-testing methodologies, FRTB, and regulatory reporting (e.g., EMIR, CFTC, MIFID, SFTR). Contribute to regulatory transformation projects focused on Basel 2.5/3/4. Possess outstanding communication and stakeholder management skills. Requirements: Hold a bachelors or masters degree in a relevant field. Demonstrate proficiency in data analysis, data migration, data validation, and data manipulation. Exhibit strong soft skills, including effective communication, team collaboration, and client engagement. Possession of FRM certification would be advantageous. Mandatory Skill Sets Market Risk BA Preferred Skill Sets Strong BA, with experience in requirement lifecycle management, BRD, Gap analysis, UAT - Agile and Waterfall' Years Of Experience Required 3 to 6 Years Education Qualification Graduation/Post Graduation Education (if blank, degree and/or field of study not specified) Degrees/Field of Study required: Master Degree, Bachelor Degree Degrees/Field Of Study Preferred Certifications (if blank, certifications not specified) Required Skills Marketing Optional Skills Tableau (Software) Desired Languages (If blank, desired languages not specified) Travel Requirements Not Specified Available for Work Visa Sponsorship No Government Clearance Required No Job Posting End Date Show more Show less

As a professional services firm affiliated with KPMG International Limited, KPMG entities in India have been serving national and international clients since August 1993. With offices in multiple cities across India, including Ahmedabad, Bengaluru, Chandigarh, Chennai, Gurugram, Hyderabad, Jaipur, Kochi, Kolkata, Mumbai, Noida, Pune, Vadodara, and Vijayawada, we offer a wide range of industry-focused services tailored to the needs of our clients. We are currently seeking individuals to join our team to provide implementation and support for ORACLE's OFSAA solution. The ideal candidate will have expertise in OFSAA EPM, OFSAA ERM, OFSAA FCCM, OFSAA Infra, ALM, LRM, Basel, IFRS9, Pl-SQL, DBA, and OFSAA Insurance with IFRS17. This role will involve direct interaction with clients and requires a deep understanding of the financial services industry. To qualify for this position, candidates should have a degree in BCom/MCom/FRM/BSC/MSC in Economics/BE/BTech/MCA/CA - Inter or full qualification. We are committed to providing equal employment opportunities and encourage individuals from diverse backgrounds to apply.,

As a Professional Service Consultant for Treasury Management System application at FIS, you will be responsible for working with clients and internal stakeholders on TMS implementations and consulting assignments. You will play a key role in Treasury operations in Front, Mid, and Back office functions. Your main responsibilities will include collaborating with clients on requirement gathering and confirmation, working closely with the internal team for designing technical and functional solutions, and implementing them in the Quantum professional services team. You will also be involved in designing and developing solutions in Quantum and demonstrating expertise in various financial areas such as Accounting practices, IFRS9, CVA/DVA, ISDA/CSA margining, financial instruments, Deal and back-office interfaces, MTM Valuation, yield curves, risk management, and more. To be successful in this role, you should have a Bachelor's degree in Computer Science or equivalent, along with a minimum of 8+ years of experience in the finance/treasury domain. Strong expertise in Treasury domain and processes, experience in Treasury solution implementation, and consulting background will be essential. Additionally, you should possess good communication, presentation, and organizational skills, with the ability to work effectively in an agile development environment. Desired technical skills include knowledge of databases, web interfaces, Microsoft Excel, IIS, Database Procedures, and Crystal Reports. Experience with Agile Scrum methodology, fluency in English, and the ability to manage priorities effectively are considered advantageous. FIS offers a dynamic work environment where you can learn, grow, and have a significant impact on your career. You will have access to extensive health benefits, global career mobility options, award-winning learning opportunities, adaptable work models, and the chance to collaborate with global teams and clients. FIS is committed to protecting the privacy and security of personal information processed to provide services. Recruitment at FIS primarily follows a direct sourcing model, and resumes from recruitment agencies not on the preferred supplier list are not accepted. If you are a self-starter with a team mindset, possess the required technical skills, and are passionate about making a difference in the world of fintech, we invite you to join us at FIS and be part of our inclusive and diverse team.,

You are an experienced Senior Quantitative Analyst (Model Developer/Validator) with extensive expertise in credit risk modeling, particularly focusing on Internal Credit Risk Rating modeling. Your role involves leading the development and validation of advanced credit risk models, including PD, EAD, LGD, with a special emphasis on Expert judgment-based PD models for Corporate, Specialized Lending, and Financial Institutions. Your responsibilities include conducting thorough data preparation and preprocessing using tools such as SAS, Python, R, and SQL. Collaborating with various stakeholders to analyze, interpret, and communicate complex model results and insights is crucial. You are expected to develop detailed technical documentation for regulatory compliance, test plans, validation reports, findings reports, and Business Requirements Documents (BRD) where applicable. Continuous improvement of models is key, which involves identifying optimization opportunities, implementing advanced modeling techniques, and enhancing model performance and predictive accuracy. Additionally, you will provide mentorship and technical guidance to junior team members to foster a culture of knowledge sharing and professional development. To qualify for this role, you need to have 5-10 years of hands-on experience in credit risk model development and validation, along with proven expertise in modeling across retail and wholesale credit portfolios. Advanced proficiency in SAS, Python, R, and SQL is essential, as well as a deep understanding of IFRS9 and CECL regulatory frameworks and guidance. Excellent analytical and problem-solving skills are required, complemented by strong written and verbal communication abilities. Preferred qualifications include an advanced degree in Statistics, Mathematics, Economics, or a related field, professional certifications in risk management or financial modeling, experience with IRB modeling, machine learning, and advanced statistical modeling techniques, as well as knowledge of Basel regulatory guidance. Your technical skills should encompass model development (PD, LGD, EAD, Qualitative PD Models), programming (SAS, Python, R, SQL), regulatory knowledge (IRB, IFRS9, CECL), statistical modeling, data preprocessing, and machine learning techniques.,

The Senior Risk Analyst, Loss Forecasting will be an organized and motivated team player with a strong sense of ownership. As a key member of the credit risk management team, you will be responsible for creating and tracking appropriate KPIs, developing and maintaining forecasting frameworks and processes, and serve as an active team player in credit reviews. You will develop and maintain forecasting, CECL, and Stress Testing models for fintech products and will be expected to find opportunities to enhance and automate existing processes. Craft dashboards to track KPIs around portfolio performance, including deep diving into credit strategies and their impact on it. Extend analytical support to advance fintech collections strategy and build forecasting frameworks for key collections KPIs. Use analytical techniques to mine loan characteristics/performance data to extract valuable insights for the business. Use data visualization techniques to develop relevant reports for Senior Management. Track industry environment and competitor landscape to support the business. Correlate Macro-Economic conditions with fintech internal loan performance to support recession readiness and long-run planning. Leverage forecasting outputs in the monthly allowance process (CECL) and identify areas where qualitative adjustment is needed. Support planning and budgeting exercises within the company by leveraging forecasting assumptions and outputs. Work closely with key partners to ensure forecast and allowance assumptions are accurate. About You 4+ years of experience in credit, analytics, IFRS9 and CECL, risk management, data science, or information management. Bachelors or masters degree with a quantitative background (e.g. Statistics, Math, Engineering, Economics). Strong technical skills such as SQL, SAS, R, and Python. Experience with BI/data visualization tools (like Tableau or Excel to create dashboards). Excellent written and verbal communication skills, including the ability to communicate project scope in documentation and presentation format. Experience in the Financial / FinTech industry is a plus. Previous experience with loss forecasting and collections analytics, allowance.,

Are you seeking an exciting opportunity to join a dynamic and growing team in a fast-paced and challenging environment This unique role offers you the chance to collaborate with the Business team to provide a comprehensive view. As a Loss Forecasting Modeling Analytics Associate in the Consumer Credit Risk Management team, your primary responsibility will be to execute credit loss forecasting models. You will diagnose model accuracy and lead analyses to evaluate relationships and patterns that impact the loss performance of our product portfolio. Your role will involve spearheading the control framework within our function and executing processes through analytical insights, predictive analysis, and newer technology applications. This position presents an exciting opportunity for skill development in a fast-paced setting. The Loss Forecasting team within Consumer Credit Risk Management is tasked with providing reasonable forecasts of delinquencies, charge-offs, and recovery of charged-off assets throughout the year. These forecasts are essential for regulatory exercises such as CCAR, capacity planning, and budgeting in collaboration with P&A, collections, and recovery teams. Additionally, the team monitors the portfolio's health and communicates emerging trends to stakeholders and senior management. **Job Responsibilities:** - Execute credit loss forecasting models to predict credit losses and allowance for the product portfolio, supporting regulatory exercises like CCAR, CECL, firmwide Risk Appetite, and Budget. - Present the results and levers of loss forecasting to senior management and internal stakeholders. - Diagnose model parameters and collaborate with the modeling team to propose changes for accuracy at granular segments. - Engage in cross-functional communications with Risk Management, Finance, Marketing, and Collections to incorporate strategic initiatives into the forecast. - Conduct macro sensitivity analytics, loss, and allowance attribution, deep dives, and storyboarding. - Lead advanced analyses to evaluate relationships and patterns driving loss performance. **Required Qualifications, Capabilities, and Skills:** - Bachelor's or Master's Degree in a quantitative discipline (Finance/Stats/Econ/Math/Engineering) or equivalent work/training. - Minimum of 4 years of banking analytics, product/revenue analytics, FP&A, and/or consulting experience for a senior Associate role. - Minimum of 2 years of banking analytics, product/revenue analytics, and/or consulting experience for an Associate role. - Proficiency in Microsoft Office suite of products (Advanced Excel, VBA, and PowerPoint). - Strong analytical and problem-solving skills with the ability to interpret large amounts of data and understand its operational and financial implications. - Well-organized and structured with excellent communication and presentation skills. **Additional Qualifications:** - Working knowledge of regulatory modeling (IFRS9/CECL/CCAR). - Credit risk experience in one or more US consumer credit portfolios. - Working knowledge of P&A, product analytics, statistical modeling, and model execution. - Actual work experience in Python/SAS/SQL/Alteryx/Cloud application architecture. In summary, this role offers a challenging yet rewarding opportunity to contribute to credit loss forecasting models and play a crucial role in the Consumer Credit Risk Management team.,

At EY, you'll have the chance to build a career as unique as you are, with the global scale, support, inclusive culture and technology to become the best version of you. And we're counting on your unique voice and perspective to help EY become even better, too. Join us and build an exceptional experience for yourself, and a better working world for all. As a Senior SAP BANKING BANK ANALYZER, with 3-5 years of experience, your job purpose is as follows: You will be responsible for driving the Functional/technical aspects for the successful delivery of Financial Products Subledger (FPSL) implementation projects based on SAP HANA. Your role involves the assessment, design, and development of a working SAP FPSL solution for global clients. You will manage Business Requirements based on accounting standards (IFRS17 and IFRS9), translate functional requirements into solution design, and design functional and technical concepts in financial subledger accounting (SAP FP-SL). Additionally, your responsibilities will include data modeling, ETL, training, knowledge transfer, and interaction with Onshore Process leads and end clients during the implementation cycle. Mandatory skills required for this role include good functional knowledge in financial accounting within the financial services industry, proficiency in Solution design and configuration of SAP FPSL, deep knowledge of IFRS17 for Insurance, and hands-on experience in SAP FPSL or SAP sAFI / Bank Analyzer/Insurance Analyzer. You should also have knowledge of Master Data Framework and processes involved in SAP FP-SL solution, familiarity with the SAP FP-SL architecture and components like SDL, RDL, CVPM, understanding of Insurance/Banking sector and Accounting business processes, and experience in at least one/two End to End SAP implementations. Other skills desired for this role include very strong analytical and conceptual skills, a distinct willingness to learn, high customer orientation, service-based attitude, self-dependent approach to work, strong communication skills, and ability to work effectively in a global team. At EY, we exist to build a better working world by creating long-term value for clients, people, and society, and by building trust in the capital markets. Our diverse teams in over 150 countries provide trust through assurance and help clients grow, transform, and operate across assurance, consulting, law, strategy, tax, and transactions. We ask better questions to find new answers for the complex issues facing our world today.,

The job holder will be a part of the Scenario Design Team involved in designing, maintaining, and enriching regulatory and management stress scenarios for the Bank at the group and country level. As part of the 2LoD Scenario Design team, you will review scenario narratives and projections produced by 1LoD. Your responsibilities will include generating ideas about the types of scenarios to run for management and regulatory stress tests, producing papers for Expert Panels and Committees, and presenting to senior management. You will support the Head of the Scenario Design Team with key activities related to strategy and contribute to the development of a robust operational risk framework for scenario design processes. You are expected to have a broad awareness and understanding of the business model and risk profile, as well as an understanding of the bank's enterprise risk management framework, governance related requirements, stress testing, and scenario analysis capabilities. You will design and build controls for scenario analysis, evaluate existing controls, and contribute to designing new controls as required. Additionally, you will work with team members in a collaborative manner, fostering a culture of knowledge sharing and learning. You should have work experience as an economist (macroeconomic or environmental economist), econometrician, or quantitative analyst. Prior experience in developing projections in a banking environment, particularly climate risk scenarios, is desirable. A strong communicator with good written communication skills in English, you should be able to explain complex matters in simple terms and track and report progress updates of multiple areas against milestones. Your academic and professional background should be degree qualified in a numerate discipline (e.g., economics, statistics, mathematics, engineering, sciences) with some familiarity with wholesale and/or retail banking. You should possess 8-12 years of strong experience in Credit Risk Management, be a good organizer, have an ownership mindset, and be proactive, problem-solving, and helpful. Proficiency in MS Excel and PowerPoint, as well as experience with coding in SAS, R, Python, and econometric/statistical model building, is required. Experience with IFRS9, IRB, and stress testing models is preferred. Standard Chartered is an international bank that values diversity and inclusion, driven by the purpose to drive commerce and prosperity. If you are looking for a career with purpose and want to work for a bank making a difference, this opportunity might be for you. The organization offers various benefits including core bank funding for retirement savings, medical and life insurance, time-off benefits, flexible working options, proactive wellbeing support, continuous learning opportunities, and an inclusive and values-driven culture.,

You are an experienced Lead Model Developer/Validator with a strong background in credit risk modeling, particularly focusing on Internal Credit Risk Rating modeling. Your main responsibility will involve leading the development and validation of advanced credit risk models, including PD, EAD, LGD, with a special emphasis on Expert judgment-based PD models for Corporate, Specialized Lending, and Financial Institutions. Your role will require you to conduct thorough data preparation and preprocessing using tools such as SAS, Python, R, and SQL. You will collaborate with various stakeholders to analyze, interpret, and communicate complex model results and insights. Additionally, you will be responsible for creating technical documentation including regulatory compliance model documentation, test plans, validation reports, findings report, and business requirements documents where applicable. Continuous improvement of models will be a key aspect of your job, involving identifying optimization opportunities, implementing advanced modeling techniques, and enhancing model performance and predictive accuracy. Moreover, you will be expected to provide mentorship and technical guidance to junior team members, promoting a culture of knowledge sharing and professional development. To qualify for this position, you should have 5-10 years of hands-on experience in credit risk model development and validation, proven expertise in modeling across retail and wholesale credit portfolios, and advanced proficiency in SAS, Python, R, and SQL. A deep understanding of IFRS9 and CECL regulatory frameworks and guidance, exceptional analytical and problem-solving skills, as well as excellent written and verbal communication abilities are essential. Preferred qualifications include an advanced degree in Statistics, Mathematics, Economics, or a related field, professional certifications in risk management or financial modeling, experience with IRB modeling, machine learning/advanced statistical modeling techniques, and knowledge of Basel regulatory guidance. Your technical skills should encompass model development (PD, LGD, EAD, Qualitative PD Models), programming (SAS, Python, R, SQL), regulatory knowledge (IRB, IFRS9, CECL), statistical modeling, data preprocessing, and machine learning techniques. If you meet these qualifications and are looking for a challenging opportunity to leverage your expertise in credit risk modeling, this role offers a platform to lead and drive sophisticated credit risk modeling initiatives across various portfolios.,

This position requires a seasoned professional as a Senior Manager with specialized knowledge of credit risk management. You will be overseeing the development, enhancement, and validation of credit risk models, ensuring compliance with regulatory standards, and driving innovation in risk management practices. The ideal candidate should have hands-on experience in Credit Risk Model Validation or Development with SAS and Python. You should also possess good hands-on experience in Regulatory Models such as AIRB, CECL, CCAR, Basel, IFRS9. You will primarily work as a consultant for the centralized advanced analytics team of a banking or financial firm focusing on Credit Risk Model Development/Validation and Researcher Specialist. Your responsibilities will include interacting with various business units including risk, finance, controllership stakeholders, and coordinating with auditors and model development or validation teams to ensure adherence to Enterprise Modeling Governance standards. Your activities will involve providing thought leadership, developing and executing modeling strategies, designing, developing, and validating predictive models, conducting testing and validation methodologies, providing analytical support for risk mitigation, assessing data quality, leading and mentoring junior team members, proposing monitoring system improvements, conducting in-depth research on credit risk modeling policies, and contributing to white-paper creation. Minimum Qualifications: - Experience in developing, validating models and risk management of credit risk models. - Knowledge of various statistical techniques and proven skill in regulatory and non-regulatory credit risk modeling. - Understanding and experience with regulatory risk model development/validation guidelines such as SR 11-7, Basel IRB, CCAR, CECL, IFRS9, etc. - End-to-end development or independent validation of credit risk and regulatory models (PD, LGD, EAD, Stress Testing, CECL, Credit Scorecards, AML, counter fraud models, etc.). - Expertise in developing statistical/mathematical and machine learning based models, working with large data sets using SQL, ETL, SAS, Python, R. - Master's degree in a quantitative discipline (Statistics/Economics/Finance/Data Science, etc.). - Strong client management, communication, presentation skills. - Self-driven, proactive, with a "can-do" attitude, able to work under ambiguity and minimal supervision. - Strong project management experience, ability to communicate and coordinate across multiple business units. - Lead projects, provide thought leadership, technical guidance, training, and oversight. Preferred Qualifications: - Strong networking, negotiation, influencing skills. - Knowledge of credit risk management for retail and wholesale lending products. - Hands-on experience in Machine Learning modeling techniques. - Prior Project Management and People Management expertise. Required Skills And Certifications: - Model Validation. - SAS. - Python. - Regulatory Model. - Model Development. - Credit Risk.,

Join us as an Assistant Vice President in the Investment Banking Finance team at Barclays, where you will spearhead the evolution of our digital landscape, driving innovation and excellence. You will harness cutting-edge technology to revolutionize our digital offerings, ensuring unparalleled customer experiences. To be successful in this role, you should have experience with: - Good financial acumen, accounting, and reporting skills. - Ability to understand and analyze financial information, including balance sheet and P&L. Basic knowledge of IFRS9 and Financial instruments is a must. - Good communication, attitude, and intent to learn. - Good excel skills and ability to handle large sets of data and quick learner of financial systems such as SAP, Hyperion, Alteryx, etc. Basic/ Essential Qualifications: A Finance or Accounting qualification/degree, CA qualification preferable but not compulsory. You may be assessed on key critical skills relevant for success in the role, such as risk and controls, change and transformation, business acumen, strategic thinking, digital and technology, as well as job-specific technical skills. This role is based out of Pune. Purpose of the role: To manage the financial operations of the organisation, ensuring the accuracy, integrity, and reliability of financial reporting. Accountabilities: - Management of the preparation and presentation of accurate and timely financial statements, and other accounting records in accordance with the relevant accounting standards, rules, and regulations. - Support in identification, assessment, and mitigation of financial risks, and report on these financial risks to senior colleagues. - Development and maintenance of a robust system of internal controls to safeguard assets, ensure that there is no fraudulent misreporting, and ensure the accuracy of financial data, including regular assessment of the effectiveness of internal controls addressing any weaknesses or gaps. - Development and implementation of up-to-date financial policies and procedures to ensure consistent and effective financial practices across the organisation. - Management of the selection, implementation, and maintenance of financial systems and software applications, including collaboration with IT colleagues to integrate financial systems with other enterprise systems. - Preparation and submission of statutory and regulatory reports to authorities, and provision of support to other departments in their preparation and review of regulatory reports. - Coordination with external auditors and regulatory authorities in support of audits and examinations. Assistant Vice President Expectations: - Consult on complex issues; providing advice to People Leaders to support the resolution of escalated issues. - Identify ways to mitigate risk and develop new policies/procedures in support of the control and governance agenda. - Take ownership for managing risk and strengthening controls in relation to the work done. - Perform work that is closely related to that of other areas, requiring an understanding of how areas coordinate and contribute to the achievement of the objectives of the organisation sub-function. - Collaborate with other areas of work for business-aligned support areas to keep up to speed with business activity and the business strategy. - Engage in complex analysis of data from multiple sources of information, internal and external sources such as procedures and practices to solve problems creatively and effectively. - Communicate complex information. "Complex" information could include sensitive information or information that is difficult to communicate because of its content or its audience. - Influence or convince stakeholders to achieve outcomes. All colleagues will be expected to demonstrate the Barclays Values of Respect, Integrity, Service, Excellence, and Stewardship our moral compass, helping us do what we believe is right. They will also be expected to demonstrate the Barclays Mindset to Empower, Challenge, and Drive the operating manual for how we behave.,

As a full-time Professional Service Consultant for Treasury Management System application at FIS, you will be working closely with clients and internal stakeholders on TMS implementations and consulting projects related to Treasury operations in Front, Mid, and Back office. FIS, being a leading fintech solutions provider, presents an opportunity for you to contribute towards advancing the world of fintech. You will be an integral part of the consulting team offering services related to products like Quantum Enterprise Treasury Management Solution and Integrity SaaS-based Treasury Management Solution. Your role will involve designing technical and functional solutions, implementing them in Quantum, and providing expertise on various aspects such as Accounting practices, financial instruments, risk management, and more. With a Bachelor's degree and a minimum of 8+ years of experience in finance/treasury domain, you will bring strong expertise in Treasury processes and solution implementation to the table. Your responsibilities will include executing Professional Services contracts, resolving product issues, delivering training, and building strong relationships with clients. Your role may also require pre-sales support activities, including developing proposals, negotiating pricing, and delivering prospect presentations. In addition to your technical skills and experience, you should possess excellent communication skills, the ability to work in a team-oriented environment, and a willingness to travel as needed. A good understanding of databases, including MS SQL, and proficiency in tools like Microsoft Excel, IIS, and Crystal Reports will be beneficial. Experience with Agile Scrum methodology and fluency in English will be an added advantage. At FIS, you will have the opportunity to learn, grow, and have a global impact on your career. The company offers extensive health benefits, career development programs, remote work options, and the chance to collaborate with global teams and clients. FIS is committed to protecting the privacy and security of personal information, and the recruitment process primarily operates on a direct sourcing model. If you are a self-starter with a team mindset, strong technical and communication skills, and a passion for driving innovation in the fintech industry, FIS welcomes you to join the team and be part of a dynamic and inclusive work environment.,

You are an experienced Senior Quantitative Analyst specializing in credit risk modeling, especially focused on Internal Credit Risk Rating modeling. Your role involves leading the end-to-end development and validation of advanced credit risk models, with an emphasis on Expert judgement-based PD models for various sectors. You will work on data preparation and preprocessing using tools like SAS, Python, R, and SQL. Collaboration with cross-functional stakeholders is key to analyze and interpret complex model results and insights. Your responsibilities also include developing technical documentation for regulatory compliance, test plans, validation reports, and business requirements documents. Continuous model improvement is expected through optimization, implementing advanced modeling techniques, and enhancing predictive accuracy. Mentorship and technical guidance to junior team members are essential to foster knowledge sharing and professional development. Required qualifications include 5-10 years of hands-on experience in credit risk model development, expertise in modeling across retail and wholesale credit portfolios, proficiency in SAS, Python, R, SQL, deep understanding of IFRS9 and CECL regulatory frameworks, analytical skills, and excellent communication abilities. Preferred qualifications include an advanced degree in Statistics, Mathematics, Economics, or related field, professional certifications in risk management or financial modeling, experience with IRB modeling, machine learning techniques, and knowledge of Basel regulatory guidance. Technical skills required for the role encompass Model Development (PD, LGD, EAD, Qualitative PD Models), Programming (SAS, Python, R, SQL), Regulatory Knowledge (IRB, IFRS9, CECL), Statistical Modeling, Data Preprocessing, and Machine Learning Techniques.,

You are an experienced Senior Quantitative Analyst (Model Developer/Validator) with a strong background in credit risk modeling, particularly focusing on Internal Credit Risk Rating modeling. Your expertise will be crucial in leading the development and validation of sophisticated credit risk models for retail and wholesale portfolios. Your responsibilities will include developing and validating credit risk models such as PD, EAD, LGD, with a special emphasis on Expert judgement-based PD models for Corporate, Specialised Lending, and Financial Institutions. You will also be responsible for data preparation and preprocessing using tools like SAS, Python, R, and SQL. Collaborating with various stakeholders to analyze and interpret complex model results and insights will be a key aspect of your role. In addition, you will develop technical documentation for regulatory compliance, test plans, validation reports, and business requirements documents. You will drive continuous model improvement by identifying optimization opportunities, implementing advanced modeling techniques, and enhancing model performance. Mentoring and providing technical guidance to junior team members will be part of your responsibilities to encourage a culture of knowledge sharing and professional development. To be successful in this role, you should have 5-10 years of hands-on experience in credit risk model development and validation, along with proven expertise in modeling across retail and wholesale credit portfolios. Advanced proficiency in SAS, Python, R, and SQL is essential, as well as a deep understanding of IFRS9 and CECL regulatory frameworks. Strong analytical and problem-solving skills, along with excellent written and verbal communication abilities, are also required. Preferred qualifications include an advanced degree in Statistics, Mathematics, Economics, or a related field, professional certifications in risk management or financial modeling, experience with IRB modeling, machine learning/advanced statistical modeling techniques, and knowledge of Basel regulatory guidance. Your technical skills should encompass model development (PD, LGD, EAD, Qualitative PD Models), programming (SAS, Python, R, SQL), regulatory knowledge (IRB, IFRS9, CECL), statistical modeling, data preprocessing, and machine learning techniques.,

As a professional service consultant for Treasury management system applications at FIS, you will work with clients and internal stakeholders on TMS implementations and consulting assignments. You will be responsible for Treasury operations in Front, Mid, and Back office, offering services on Quantum Enterprise Treasury Management Solution and Integrity SaaS-based Treasury Management Solution. Your role will involve designing technical and functional solutions, understanding accounting practices, financial instruments, deal and back-office interfaces, MTM valuation, Nostro Management, Collateral Management, and Risk Management. Your qualifications should include a Bachelor's degree or equivalent, minimum 8+ years of experience in finance/treasury domain, expertise in Treasury processes, and substantial experience in Treasury solution implementation. You should have experience in Consulting and/or working on software application implementations, a sound understanding of financial markets, and strong communication skills. Willingness to deliver within tight timeframes, travel up to 30% to 50%, and work in an agile development environment are essential. Desired technical skills include knowledge of databases, web interfaces, Microsoft Excel, IIS, Database Procedures, and Crystal Reports. Experience with Agile Scrum and fluency in English are considered advantageous. FIS offers extensive health benefits, career development opportunities, adaptable work models, and the chance to work with global teams and clients. Your ability to communicate effectively, build relationships, and work both autonomously and as part of a team will be crucial for success in this role.,

As a Senior SAP S/4 HANA General Ledger Specialist at EY's Technology Consulting team in Dublin, you will play a crucial role in supporting the implementation of SAP S/4HANA General Ledger with a specific focus on banking clients. Your responsibilities will include processing and recording all financial and GL transactions, integrating key points of SAP FICO and other modules, and providing expertise on accounting principles and practices within client engagements. To excel in this role, you must hold a third-level qualification in Business, Technology, Engineering, Accounting, or a related discipline. Additionally, being SAP S/4HANA Finance certified or holding an accounting certification (CPA, ACCA, ACA, CIMA) with SAP experience is required. You should have a minimum of 8 years of experience in a client-facing role within the banking industry, preferably in a consulting or professional services environment, delivering large-scale complex change or transformation programs in SAP Finance implementations. Your role will involve implementing SAP finance processes such as new general ledger, finance general ledger processing, accruals, bank accounting, asset accounting, management accounting, profitability analysis, cash management, credit management, and budgeting/planning. You will lead design workshops to understand banking clients" needs and propose best practice solutions while executing an agile delivery approach to requirements gathering and analysis for changes in the general ledger and related processes. At EY, we offer a competitive remuneration package, comprehensive Total Rewards package, and support for flexible working and career development. You will have opportunities to develop new skills, progress your career, and enjoy benefits such as pension, discounted health insurance, maternity/paternity leave, wellness rooms, and more. We are committed to being an inclusive employer and offer flexible working arrangements to achieve a lifestyle balance for our employees. Join us at EY and be part of a diverse and inclusive culture where all differences are valued and respected. We believe in fostering an environment where everyone experiences a sense of belonging and where innovation thrives through diverse perspectives and backgrounds. If you meet the criteria and are eager to contribute to building a better working world, apply now and be a part of the transformative leadership and inclusive culture at EY.,

The role involves managing the daily Profit and Loss (P&L) production and ensuring the integrity of Balance-Sheet Banking. Your responsibilities will include overseeing the daily P&L production and Balance-Sheet Analysis for Banking, managing accounting and reporting for various financial products, conducting new deal reviews and revenue recognition in compliance with IFRS9 & IFRS15. You will also be responsible for Net Interest Margin analysis, stakeholder engagement, representing Product Control in forums, ensuring adherence to controls and reporting processes, producing periodic MI packs with commentaries, and establishing best practices across processes. Additionally, you will review Key Control Indicators, support control & governance, handle external audits and regulatory queries, assist in new business initiatives, lead project delivery, and mentor the team. To qualify for this role, you should hold a CA or MBA in Finance from a reputable institution, along with at least 10 years of experience in banking finance. Standard Chartered is an international bank dedicated to making a positive impact for clients, communities, and employees. Our values focus on doing the right thing, continuous improvement, and working together towards long-term goals. We offer various benefits including core bank funding for retirement savings, medical and life insurance, flexible working options, proactive wellbeing support, continuous learning opportunities, and an inclusive work environment. If you are seeking a purposeful career with a bank that values diversity and inclusion, we encourage you to apply and be part of our team at Standard Chartered Bank.,

Roles & Responsibilities: 3+ years of experience in Python, machine learning, and banking model development. Interact with clients to understand requirements and provide analytical/modeling solutions. Design, build, and implement credit risk models. Structure analytical approaches and draw insights that align with business objectives. Independently solve complex problems using predictive modeling techniques. Design, implement, test, deploy, and maintain innovative data and ML solutions. Create prototypes and experiments using new learning algorithms and prediction techniques. Collaborate with product managers and stakeholders to solve science and business problems. Apply machine learning best practices for high-quality deliverables. Work with unstructured data, including text cleaning, TF-IDF, and text vectorization. Hands-on experience with IFRS 9 models and regulatory requirements. Analyze large datasets to identify trends, ensure data integrity and quality. Apply statistical methods and R programming for robust model development. Collaborate with cross-functional teams to align models with business needs. Stay current with credit risk methodologies and R programming trends.

Roles and Responsibilities: Develop credit risk models using SAS, SQL, and statistical modeling techniques to predict defaults, losses, and other credit-related metrics. Collaborate with cross-functional teams to design and implement effective credit risk strategies that meet business objectives. Conduct stress testing and scenario analysis to identify potential risks and opportunities for growth. Provide data insights and recommendations to stakeholders on loss forecasting, scorecards, and portfolio performance. Desired Candidate Profile: 2+ years of experience in Credit Risk Modelling, Analytics, or a related field. Strong expertise in Basel II, Basel III, CECL, and CCAR within the IFRS9 framework. Proficiency in Python, R, or SAS, with a strong understanding of machine learning algorithms as an added advantage.

Roles and Responsibilities: Develop credit risk models using SAS, SQL, and statistical techniques to predict defaults, losses, and credit metrics. Collaborate with cross-functional teams to implement effective credit risk strategies. Conduct stress testing and scenario analysis to identify risks and growth opportunities. Provide data insights and recommendations on loss forecasting, scorecards, and portfolio performance. Desired Candidate Profile: 2+ years of experience in Credit Risk Modelling, Analytics, or related field. Strong expertise in Basel II, Basel III, CECL, and CCAR within the IFRS9 framework. Proficiency in Python, R, or SAS, with an understanding of machine learning algorithms.

Roles and Responsibilities Develop credit risk models using SAS, SQL, and statistical modeling techniques to predict defaults, losses, and other credit-related metrics. Collaborate with cross-functional teams to design and implement effective credit risk strategies that meet business objectives. Conduct stress testing and scenario analysis to identify potential risks and opportunities for growth. Provide data insights and recommendations to stakeholders on loss forecasting, scorecards, and portfolio performance. Desired Candidate Profile 2+ years of experience in Credit Risk Modelling/Analytics or related field. Strong expertise in Basel II/III regulations, CECL/CCAR requirements under IFRS9 framework. Proficiency in programming languages such as Python/R/SAS; strong understanding of machine learning algorithms an added advantage.

Project Manager - Trade Finance in OFSAA related activities. Strong knowledge of Oracle Financial Services Analytical Applications (OFSAA) suite and its modules. Knowledge in OFSAA modules like ALM, LRM, FTP, PFT, GL Recon, IFRS9, Credit Risk.

Hiring for Product Control Job Location- Bangalore IF interested , Share CV Mohini.sharma@adecco.com Responsible for the daily P&L production and analysis along with ensuring integrity of Balance-Sheet of GCM Financing Portfolio. New deal review and revenue recognition in line with IFRS9 & IFRS15 accounting standards. Net Interest Margin analysis of banking book portfolio. Actively engaging with stakeholders across multiple functions and representing PC on various forums. Responsible to oversee and review the BAU controls, reporting, and escalation process. Production of periodic MI pack with commentaries. Establishing best practice across various PC process, streamlining and automation. Supervise, mentor and provide leadership to the existing team. Review of Key Control Indicators (KCI) and Control Sample Testing (CST). Supporting control & governance, external audits and regulators queries. Support new business initiative and help execute on management strategies. Lead project delivery and represent Product Control in project forums

Vice President Transaction Service - Product Control For a leading client in the banking industry, we are seeking a Vice President for Transaction Service - Product Control. This role is pivotal in managing the daily production and analysis of Profit & Loss (P&L) and ensuring the integrity of the Balance Sheet for Transaction Banking, including Cash Management and Trade products. The successful candidate will possess a deep understanding of trade products and cash management business, focusing on commercial aspects such as Return on Risk-Weighted Assets (RWA). This position requires a strategic thinker who can engage with stakeholders across multiple functions and represent Product Control in various forums Benefits Competitive salary commensurate with experience and industry standards Opportunities for professional growth and development within the banking sector Access to a collaborative and dynamic work environment Comprehensive health and wellness benefits package Support for continuing education and certification programs What you will Do? Manage daily P&L production and analysis, ensuring balance sheet integrity Understand and analyze transactions in trade products and cash management Compute and control consistent Pass Through Rate (PTR) in cash management Review new deals and revenue recognition in line with IFRS9 & IFRS15 standards Engage with stakeholders and represent Product Control in various forums Your Skills Extensive experience in banking, with a minimum of 10 years in product control Deep understanding of trade products such as working capital loans and trade loans Proficiency in analyzing NIM fluctuations and balance sheet movements Strong knowledge of IFRS9 & IFRS15 accounting standards Ability to lead project delivery and support new business initiatives Interested? If you are interested in this opportunity, we encourage you to submit your application through our online platform or via email. We prioritize the health and safety of our employees and clients, consulting with medical experts to ensure a safe working environment. We welcome applications from individuals who contribute to the diversity of our company and are eager to bring their expertise to a dynamic team.

Sound domain knowledge on Performance Management, Liquidity Risk Management, Profitability, Capital Adequacy, IFRS9, BASEL, Credit Risk Management. Experience in Risk Modelling (PD, LGD, EAD etc), Asset Liability Management, Funds Transfer Pricing, Balance Sheet. Experience as a Business Analyst in implementing OFSAA EPM, ERM (ALM, LRM, LLFP-IFRS9, FTP, PFT, BASEL, IFRS9. Keywords Profitability,Capital Adequacy,IFRS9,BASEL,Credit Risk Management,Risk Modelling,Asset Liability Management,Funds Transfer Pricing,Balance Sheet,Performance Management*,Liquidity Risk Management*,OFSAA EPM*,ERM*