54 Ifrs9 Jobs

As an experienced Lead Model Developer/Validator in credit risk modeling, your role will involve: - Leading the end-to-end development and validation of advanced credit risk models, focusing on PD, EAD, LGD, and Expert judgement-based PD models for Corporate, Specialised Lending, and Financial Institutions. - Conducting comprehensive data preparation and preprocessing using tools such as SAS, Python, R, and SQL. - Collaborating with cross-functional stakeholders to analyze, interpret, and communicate complex model results and insights. - Developing detailed technical documentation for regulatory compliance, test plans, validation reports, and Business Requirements Documents (BRD) when necessary. - Driving continuous model improvement by identifying optimization opportunities, implementing advanced modeling techniques, and enhancing model performance and predictive accuracy. - Providing mentorship and technical guidance to junior team members to foster a culture of knowledge sharing and professional development. Qualifications required for this role include: - 5-10 years of hands-on experience in credit risk model development and validation. - Proven expertise in modeling across retail and wholesale credit portfolios. - Advanced proficiency in SAS, Python, R, and SQL. - Deep understanding of IFRS9 and CECL regulatory frameworks and guidance. - Exceptional analytical and problem-solving skills. - Excellent written and verbal communication abilities. Preferred qualifications that would be beneficial for this role 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. - Knowledge of Basel regulatory guidance. In addition to the technical skills required for this role, you will be expected to have expertise in 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.,

Role Overview: You are required to work as a Manager (Band-7) focusing on IFRS9 related reporting activities. Your key responsibility will include using analytical tools like SAS to extract ECL information, delivering the monthly IFRS 9 deck to segment CFO teams, managing the quarterly late ECL adjustment process, handling adhoc queries on impairments, preparing quarterly papers for governance committees, presenting to various governance forums, demonstrating understanding of IFRS-9 standards, and having hands-on experience with accounting and reporting tools. You should also have change management experience in devising credit risk analytics solutions. Key Responsibilities: - Use analytical tools like SAS to extract ECL information for IFRS9 related reporting - Deliver the monthly IFRS 9 deck to segment CFO teams - Manage the quarterly late ECL adjustment process with stakeholders - Handle adhoc queries on impairments - Prepare quarterly papers for governance committees - Present to various governance forums - Demonstrate understanding of IFRS-9 standards and credit risk analytics - Have hands-on experience with accounting and reporting tools like Peoplesoft GL, SAP HANA4, Axiom, and SAS - Possess change management experience in devising credit risk analytics solutions Qualifications Required: - Qualified Accountant is a must (CA, CPA, or CIMA UK) - Minimum 5-6 years of experience in credit risk reporting - CA/MBA with a focus on credit risk reporting - FRM or IFRS certification would be an advantage - Certification in SQL or SAS would be beneficial, or demonstrate the ability to write simple-complex SQL queries About Standard Chartered: Standard Chartered is an international bank that aims to make a positive difference for clients, communities, and employees. They value diversity, inclusion, and continuous improvement. Working at Standard Chartered means being part of an organization that celebrates unique talents and advocates for inclusion. Together, they strive to drive commerce and prosperity through their valued behaviors and brand promise of being "here for good".,

As a WCR Stress testing - AVP at Barclays, you will play a key role in evolving the digital landscape of the company, driving innovation and excellence. You will work closely with risk pillars across Credit, Counterparty Credit, Market risk, and Treasury to run the overall Stress testing framework. Your responsibilities will include: - Supporting the team in running the Stress testing framework by collaborating with risk pillars. - Driving, engaging, and delivering strategic, individual, and operational business objectives and targets. - Managing Country stress expected loss limits and breaches through analysis and monitoring of underlying factors. - Ensuring target achievement while adhering to Service Level Agreements. - Coordinating with CoREs and other Risk colleagues to provide relevant information related to Country Risk. - Creating a control exemplary process, driving improvements, and fostering innovation. To be successful in this role, you should have the following qualifications: - Strong track record in risk management within a leading Corporate and/or Investment Bank. - Excellent verbal and written communication skills along with proficiency in power point. - Experience in Stress testing role with knowledge of key accountable areas. - Strong understanding of Credit/Market Risk management, various banking products, Risk measurement, and metrics. - Highly analytical with keen attention to detail. - Strong organizational and multitasking abilities. - Ability to work accurately and efficiently in a time-pressured environment. Additional highly valued skills may include: - Graduate (preferably with a Masters degree) with exposure to Finance, Mathematics, Economics, and/or Technology. - Working knowledge of VBA, Python, SAS (or R), SQL. - Knowledge of IFRS9 & BCBS239 Standards and their application. - Familiarity with portfolio management principles, Credit Risk metrics, Economic Capital, RWA, and general Credit Risk concepts. The job location for this role is Mumbai. In summary, as a WCR Stress testing - AVP at Barclays, you will be spearheading the evolution of the digital landscape, driving innovation, and ensuring unparalleled customer experiences through your expertise in risk management and Stress testing.,

As a VP Hedge Accounting Transformation at Barclays, you will embark on a transformative journey by designing and delivering systemic solutions to the accounting specialism of Hedge Accounting. Your role involves expanding the existing product offering under IAS39, considering accounting legislation in different jurisdictions, and adopting IFRS9 and Dynamic Risk Management in the longer term. You will work on delivering extensions to the existing platform while ensuring alignment with finance architecture strategy, standardization, efficiency of operation, and meeting business requirements. Key Responsibilities: - Become a trusted advisor to Treasury, Finance, PIO, and technology colleagues regarding the Hedge Accounting Transformation programme and wider Finance business architecture strategy. - Actively drive transformation outcomes for the function through a strategic lens. - Proactively identify opportunities for improvement, develop conversations, and challenge the status quo. - Champion the transformation journey. - Provide guidance and support to Treasury transformation teams and business users across Treasury. - Present and influence key stakeholders at the Design Authority, Project Forums, and other project meetings. Qualifications Required: - Demonstrable track record within a Hedge Accounting, Treasury, or MTM Product Control environment, working on relevant projects. - Knowledge of interest rate derivatives, risk drivers, Finance process, systems, and technologies. - Professional Accounting qualification. - Range of leadership and communication styles and techniques, including influencing and negotiating with stakeholders. - Appreciation of data principles, including data modeling and design. - Strong data manipulation skills with Excel and experience using data manipulation tools (e.g., Qlikview, Business Objects, Lumira, SmartView, SQL, SAS). - Excellent Power-point skills for storyboard and presentations. Additional Company Details: The location of the role is Noida, IN. Purpose of the role: To develop business capabilities for Finance through functional design, data analysis, end-to-end processes, controls, delivery, and functional testing. Accountabilities: - Functional Design: support options analysis and recommendations, in collaboration with Line SMEs. - Data Analysis/Modelling/Governance: design conceptual data model and governance requirements. - End-to-End Process & Controls: develop target process and controls design/documentation. - Delivery/Implementation Support: update design/functional requirements, resolve RAIDS, and manage change programs. - Functional Testing: develop scripts and data for testing alignment to requirement definitions. Vice President Expectations: - Contribute to strategy, drive requirements, and make recommendations for change. - Manage policies and processes, deliver continuous improvements, and escalate policy breaches. - Advise key stakeholders and demonstrate leadership in managing risk and strengthening controls. - Collaborate with other areas, create solutions based on analytical thought, and build trusting relationships. All colleagues are expected to demonstrate the Barclays Values of Respect, Integrity, Service, Excellence, and Stewardship, as well as the Barclays Mindset to Empower, Challenge, and Drive.,

About this role: Wells Fargo is seeking a Senior Quantitative analytics Specialist. Model Risk management (MRM) operates in a fast-paced work environment with continuously changing policies and technologies. The successful candidate is expected to be self- motivated, require minimal supervision, and produce work that is consistent with MRMs recognized high standards. Effective work will involve familiarity with source systems of record, analytical data and sampling plans, model replications, model performance assessments, and test model development as effective challenges to lines of business. It further requires strength in writing detailed standard analytical reports to ensure Wells Fargos compliance with governance policies and regulations. Each validation report will include assessments of the specific business, model purpose and history, the model methodology, data integrity, model development, performance, implementation, and monitoring. These documents are read by a broad audience, including auditors and regulators. In this role, you will: Perform highly complex activities related to creation, implementation, and documentation Use highly complex statistical theory to quantify, analyze and manage markets Forecast losses and compute capital requirements providing insights, regarding a wide array of business initiatives Utilize structured securities and provide expertise on theory and mathematics behind the data Manage market, credit, and operational risks to forecast losses and compute capital requirements Participate in the discussion related to analytical strategies, modeling and forecasting methods Identify structure to influence global assessments, inclusive of technical, audit and market perspectives Collaborate and consult with regulators, auditors and individuals that are technically oriented and have excellent communication skills Required Qualifications: 4+ years of Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science Desired Qualifications: Proven experience as Model Validator/ Model Developer in the industry. Exposure to Banking Book is highly desirable Candidate should have a strong understanding of Balance Forecasting models /Loss forecasting models /PPNR/fee models /Econometric models. Candidate should have an excellent business understanding especially the Wholesale/Commercial portfolio (Banks, Corporate, Real estate, Specialized lending). The ideal candidate will bring in deep domain knowledge and advanced technical skills to drive sophisticated Credit risk validation initiatives across Commercial portfolio. Deep understanding on how different economic factors interact, howtheoretical model translated into a mathematical equation, would be an added advantage. Candidate should be well versed with concept like Estimation, Backtesting, sensitivity, Shock/Scenario creation, Pandemic data management, coefficient stability analysis. Proven experience using techniques like Time Series Forecasting, Regression, Machine learning, Ideal candidate should be well versed in credit risk model validation/development of models (PD, LGD and EAD, LGD models, stress tests) for credit portfolio of the bank as per regulatory guidelines. Skill to apply regulatory requirements outlined in SR11-7, CCAR CECL/IFRS9, and other regulations and rules to conducting model validation assignments. Ability to develop comprehensive technical documentation including - Validation reports, Model risk findings, Regulatory compliance documentation. Candidate must have hands on experience on Python, Pyspark and related libraries and code development skills (e.g., Python, Pyspark, Pyfarm) . Experience in performing model validations and clearly documenting evidence of validation activities. Communicating model risk findings and limitations to key stakeholders (preferred). 4+ years of experience with minimum Masters in a quantitative field such as Statistics/ Econometrics/ Finance/Computer sciences or any other behavioral sciences with a quantitative emphasis. Job Expectations: MRM serves as the second line of defense to ensure the integrity of Wells Fargos model inventory. A Senior Quantitative Analytics Specialist is an individual contributor role. This position will focus primarily on Commercial Credit and Corporate Economic group model validations. A validation project typically begins and ends with the analyst, requiring broad and continuous attention to detail, comprehensive documentation, and interactions with developers. A Senior Quantitative Analytics Specialist should have a deep academic knowledge, broad based approach to solutioning business problems. He/she should approach the problem agnostic of analytic technique, tool or process. Ability to think outside the box and provide ensemble solutions should set them apart to be a high performing team member.

As a WCR Stress Testing Assistant Vice President (AVP) at Barclays in Mumbai, you will embark on a transformative journey to spearhead the evolution of the digital landscape, driving innovation and excellence. Your role will involve supporting the team in running the overall stress testing framework, working closely with all risk pillars across Credit, Counterparty Credit, Market Risk, and Treasury. You will be responsible for driving, engaging, and delivering strategic, individual, and operational business objectives and targets. Managing the country stress expected loss limits and breaches with analysis and monitoring of various underlying factors will also be a key aspect of your responsibilities. Ensuring target achievement in adherence to Service Level Agreements and coordinating with CoREs and other Risk colleagues for providing relevant information related to Country Risk will be essential. You will create a control exemplary process and drive improvements and innovation. To be successful in this role, you should have a strong track record in risk management with a leading Corporate and/or Investment Bank. Excellent verbal and written communication skills, along with proficiency in PowerPoint, are required. Experience in the Stress testing role, as well as a working knowledge of key accountable areas, is preferred. A strong understanding of Credit/Market Risk management, various products in Banking book and Trading book, and various Risk measurement and metrics is essential. You should possess a highly analytical mind with attention to detail, strong organizational and multitasking abilities, and the capacity to work accurately and efficiently in a time-pressured environment. Additionally, highly valued skills may include being a graduate (preferably with a Masters degree) with exposure to Finance, Mathematics, Economics, and/or Technology. Working knowledge of VBA, Python, SAS (or R), SQL, as well as familiarity with IFRS9 & BCBS239 Standards and their application, principles of portfolio management, and the calculation and monitoring of Credit Risk metrics, Economic Capital, RWA under Advanced and Standardised approaches, and general Credit Risk concepts would be advantageous. In your role, you will be responsible for assessing the capital requirements of the bank's credit portfolio under various economic and risk scenarios. You will design and execute stress testing exercises to measure the potential impact of adverse events on the bank's credit losses, risk-weighted assets, and capital adequacy. Development and maintenance of stress testing models and methodologies, designing and executing stress testing scenarios, analyzing the efficiency of capital allocation, interpreting stress test results, and managing and analyzing large datasets relevant to credit risk and stress testing will be part of your accountabilities. As an AVP, you are expected to advise and influence decision-making, contribute to policy development, and take responsibility for operational effectiveness. Collaboration with other functions/business divisions, leading a team performing complex tasks, setting objectives, coaching employees, and demonstrating a clear set of leadership behaviors are key expectations. You will also be responsible for mitigating risks, developing new policies/procedures, managing risk, strengthening controls, collaborating with other areas of work, engaging in complex analysis of data, and communicating complex information effectively to influence stakeholders and achieve outcomes. All colleagues at Barclays are expected to demonstrate the values of Respect, Integrity, Service, Excellence, and Stewardship, along with the Barclays Mindset of Empower, Challenge, and Drive.,

The position is for a Business Analyst with Treasury Domain focusing on Treasury solution implementation and consulting. As a professional service consultant for Treasury management system applications, you will collaborate with clients and internal stakeholders on TMS implementations and consulting projects across Front, Mid, and Back office treasury operations. Your responsibilities will include working closely with clients on requirement gathering, collaborating with internal teams for solution design and implementation, developing technical and functional solutions in Quantum, and ensuring the successful execution of Professional Services contracts by delivering on-site consultancy. Additionally, you will provide Treasury expertise, resolve product issues, deliver training as necessary, and support pre-sales activities when required. To excel in this role, you should possess a Bachelor's degree in Computer Science or equivalent, along with 3 to 6 years of experience in finance/treasury domain. Strong expertise in Treasury processes, solution implementation, consulting, financial markets, and project lifecycle management is essential. Effective communication, presentation, and relationship-building skills are crucial, as well as the ability to work in an agile development environment. Desired technical skills include knowledge of databases, web interfaces, Microsoft Excel financial functions, IIS, and database procedures. Experience with Agile Scrum methodology and proficiency in English will be advantageous. You should be organized, adaptable, and demonstrate a self-starting attitude while being a collaborative team player. FIS offers an extensive Health Benefits Program, career mobility opportunities, award-winning learning offerings, an adaptable home-office work model, and the chance to work with global teams and clients. Privacy and data security are paramount at FIS, and the recruitment process primarily follows a direct sourcing model. If you are driven to advance the world of fintech and possess the required skills and experience, we invite you to consider joining FIS to learn, grow, and make a significant impact in your career.,

Embark on a transformative journey as a WCR Stress testing - AVP at Barclays, where you'll spearhead the evolution of the digital landscape, driving innovation and excellence. You'll harness cutting-edge technology to revolutionize digital offerings, ensuring unparalleled customer experiences. Support the team to run the overall Stress testing framework working closely with all the risk pillars across Credit, Counterparty Credit, Market risk, and Treasury. Drive, engage, and deliver strategic, individual, and operational business objectives/targets. Manage the Country stress expected loss limits and breaches with analysis and monitoring of various underlying factors. Ensure target achievement adhering to Service Level Agreements. Coordinate with CoREs and other Risk colleagues as necessary with respect to providing relevant information related to Country Risk. Create a control exemplary process and drive improvements and innovation. To be a successful WCR Stress testing - AVP, you should have experience with a strong track record in risk management with a leading Corporate and/or Investment Bank. Strong verbal & written communication and PowerPoint skills. Experience in the Stress testing role, also preferable has working knowledge of key accountable areas. Strong understanding of Credit/Market Risk management and various products in Banking book, Trading book, and various Risk measurement and metrics. Highly analytical mind with attention to detail. Strong organizational and multitasking ability. Ability to work accurately and efficiently in a time-pressured environment. Some other highly valued skills may include a Graduate (preferably with a Masters degree) with exposure to Finance, Mathematics, Economics, and/or Technology. Working knowledge of VBA, Python, SAS (or R), SQL. Knowledge of IFRS9 & BCBS239 Standards and their application. Familiarity with the principles of portfolio management. Familiarity with the calculation and monitoring of Credit Risk metrics, Economic Capital, RWA under Advanced and Standardised approaches, and general Credit Risk concepts. You may be assessed on the key critical skills relevant for success in the role, such as risk and controls, change and transformation, business acumen strategic thinking, as well as job-specific technical skills. The job location of this role is Mumbai. Purpose of the role: To support the Risk Function in delivering its objective of safeguarding the bank's financial and operational stability by proactively identifying, assessing, mitigating, and monitoring risks across various business units and activities. Accountabilities: - Development of strategic direction for risk, including the implementation of up-to-date methodologies and processes. - Management of the risk department, including oversight of risk colleagues and their performance, implementation of risk priorities and objectives, oversight of department efficiency and effectiveness. - Relationship management of risk stakeholders, including identifying relevant stakeholders, and maintenance of the quality of external third-party services. - Adherence to the Risk policy, standards, and frameworks, and maintaining a robust control environment. Assistant Vice President Expectations: - To advise and influence decision making, contribute to policy development and take responsibility for operational effectiveness. Collaborate closely with other functions/ business divisions. - Lead a team performing complex tasks, using well-developed professional knowledge and skills to deliver on work that impacts the whole business function. Set objectives and coach employees in pursuit of those objectives, appraisal of performance relative to objectives and determination of reward outcomes. - If the position has leadership responsibilities, People Leaders are expected to demonstrate a clear set of leadership behaviors to create an environment for colleagues to thrive and deliver to a consistently excellent standard. The four LEAD behaviors are: L Listen and be authentic, E Energize and inspire, A Align across the enterprise, D Develop others. - OR for an individual contributor, they will lead collaborative assignments and guide team members through structured assignments, identify the need for the inclusion of other areas of specialization to complete assignments. They will identify new directions for assignments and/or projects, identifying a combination of cross-functional methodologies or practices to meet required outcomes. - Consult on complex issues, providing advice to People Leaders to support the resolution of escalated issues. - Identify ways to mitigate risk and developing 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, which requires an understanding of how areas coordinate and contribute to the achievement of the objectives of the organization 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 (in other areas, teams, companies, etc.) 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.,

ROLE SUMMARY: Conduct end to end model calibration and monitoring for regulatory credit risk (PD, LGD and EAD) and provision (IFRS9) models. ROLE DESCRIPTION: Apply domain expertise (Basel/IFRS9) in model calibration/monitoring activities Manage intermediate level case studies and challenges with minimal supervision Perform root-cause analysis and resolve any team hurdles Identify, develop and implement process and project enhancements Know upstream and downstream processes Represent and contribute to internal forums and Market intelligence & Innovation EDUCATIONAL QUALIFICATION Masters or PhD (or similar) in a quantitative subject such as Mathematics, Physics, Economics or Finance, or a track record of performance that demonstrates this ability ROLE QUALIFIERS Proven functional and domain proficiency in Basel and IFRS9 models Strong programming knowledge in SAS and R languages Hands on experience in IFRS9 and/or Basel model calibrations Demonstrated strong communication, negotiation, interpretation and problem-solving skills Ability to guide juniors team members on projects Show more Show less

Skills:- Should have worked on either development or validation of the financial models in the retail risk or wholesale risk or market risk, Conceptual understanding about Basel / IFRS-9/ IndAS-109 guidelines, Proficient on statistical, tree-based, machine learning modeling techniques, Strong proficiency in Python / R for development & validation of statistical techniques Effective project management & stakeholder management skills Strong documentation skills Desirable/ Good to Have Professional certification such as FRM Role & responsibilities - End-to-end validation & monitoring of the financial or non-financial models in the space of retail, wholesale, or market risk, That includes, evaluation of data selection, variable derivation and selection, modelling methodology selection, final model specification, performance calculation, & report writing, Co-ordinate with various stakeholders & present to internal committees, Repository management, Support ad-hoc request such pertaining to model risk governance & framework encasement, Resource management and conduct internal training. Preferred candidate profile 7-12 years of relevant experience in the banking model development, validation, or analytics, either in the bank or financial consultancy.

As the world works and lives faster, FIS is leading the way. Our fintech solutions touch nearly every market, company, and person on the planet. Our teams are inclusive and diverse. Our colleagues work together and celebrate together. If you want to advance the world of fintech, we'd like to ask you: Are you FIS About the role: Professional service consultant for Treasury management system application. Consultant to work with client and internal stakeholder on TMS implementations and consulting assignments and projects. Treasury operations in Front, Mid, and Back office. About the team: Consulting team offers services on Quantum Enterprise Treasury Management Solution and Integrity SaaS-based Treasury Management Solution. The consulting team helps implement the product, manage change, and solve problems, allowing client organizations to operate more efficiently and remain profitable. The consulting team offers advice and expertise to client organizations to improve their business performance. What you will be doing: - Working with the client on requirement gathering and confirmation - Collaborating with the internal team (DEV/CX) team - Designing technical and functional solutions and implementing them in Quantum professional services team - Designing and developing solutions in Quantum - Understanding of Accounting practices, IFRS9, CVA/DVA - Knowledge of ISDA/CSA margining, financial instruments, deal and back-office interfaces, MTM Valuation, zero curve, yield curve, duration, PV01, option Pricing, Greeks, Nostro Management, Collateral management, and Risk Management - Executing Professional Services contracts by delivering predominantly on-site consultancy - Providing Treasury expertise and resolving specific product issues - Assisting clients to configure licensed modules and deliver training as required - Assisting clients to re-engineer their business processes and build strong relationships with clients - Developing an understanding of the database structure by utilizing report writing tools What you will need: - Bachelor's degree or the equivalent combination of education, training, or work experience - Minimum 10+ years of experience in finance/treasury domain - Strong experience and expertise in Treasury domain and processes - Substantial experience in Treasury solution implementation - Experience within Consulting and/or working on software application implementations - Good understanding of financial markets - Commercial mindset, end-to-end client engagement experience, stakeholder management, Sales/Pre-sales, managing capacity to deliver various projects within the portfolio - Understanding of a typical project lifecycle - Good presentation and communication skills - Willingness to deliver to tight timeframes - Strong communication skills - Team player and good ownership skills - Good knowledge of databases, especially MS SQL - Ability to work in an agile development environment Desired technical skills: - Knowledge of Databases, web interfaces - Hands-on knowledge of Microsoft Excel and its financial functions, add-ins, macros - Understanding of IIS - Knowledge of Database Procedures and Crystal Reports is an added bonus Added bonus if you have: - Experience of Agile Scrum - Fluent in English - Organized approach, manage and adapt priorities according to client and internal requirements - Self-starter with a team mindset What we offer you: At FIS, you can learn, grow, and make an impact in your career. We provide extensive Health Benefits Program along with the Family Protection Plan, best-in-class career mobility options, award-winning learning offerings for career development, adaptable home-office work model, and the opportunity to work with global teams and clients.,

As a Senior Leader within the Model Risk Management function, your primary responsibility will be to lead the Retail Credit team in validating and approving Retail Credit models critical for RWAs calculations, IFRS9 Expected Credit Loss (ECL), business strategy, and marketing. This pivotal role, based in Noida, is crucial for ensuring compliance with internal and regulatory standards. Your key responsibilities will include managing and mentoring a high-performing team of 10 professionals, ensuring successful project management of model validations within tight regulatory and internal deadlines. You will oversee validation processes, including data analysis, benchmarking, and building challenger models when necessary. Detailed reviews to ensure alignment with Group Model Risk Policy and regulatory requirements will be conducted by you, delivering high-quality validation reports and presentations to governance committees. As the primary interface with model owners, developers, and senior stakeholders, you will contribute to maintaining consistent validation standards across the bank. You will be responsible for providing final approval for Retail Credit models, anticipating and addressing stakeholder inquiries with clear and concise communication on complex topics. To qualify for this role, you must hold an Honours, Masters, or Ph.D. in a quantitative discipline (e.g., Mathematics, Statistics, Finance, Economics). Extensive hands-on experience in developing or validating Retail Credit IRB and IFRS9 models is essential, along with deep knowledge of regulatory requirements such as CRR and EBA guidelines. Proven leadership and people management skills are necessary, and proficiency in Python, SAS, or R for model testing and validation is required. Preferred qualifications include a Ph.D. in a quantitative discipline, specialized expertise in Retail Credit models, AIRB, IFRS9, CCAR, or stress testing, as well as broader knowledge of financial projection, capital management, and treasury functions. If you believe you meet these requirements and are interested in this opportunity, please contact Anita Shah or email your CV directly in Word format with job reference number: 14156 to riskandquants-in@theedgepartnership.com. Please note that only shortlisted candidates will be contacted.,

As an Assistant Vice President- Credit Model Development at HSBC, you will play a crucial role in leading and delivering key wholesale risk model engagements. Your primary responsibilities will include the development, validation, and maintenance of regulatory credit risk models for wholesale clients, as well as Wholesale Economic response models such as stress testing and IFRS9. You are expected to showcase expertise in technical areas like statistical regression analysis, model builds of PD, LGD, and EAD models, while also demonstrating a deep understanding of the Wholesale business environment and its credit products. Your role will involve engaging with team leads, senior management, project owners, and stakeholders to ensure effective model development, validation, and monitoring. You will be required to adhere to global model standards, translate technical work into understandable formats for stakeholders, and collaborate with various teams to achieve business objectives. Additionally, you should have a good understanding of risk data flows and be able to present technical work effectively to gain stakeholders" buy-in. To be successful in this role, you should have at least 6+ years of relevant analytics experience in the banking domain, IFRS9 risk analytics, or stress testing. A master's degree in mathematics, statistics, economics, engineering, computer science, management, or other quantitative fields is essential. You must possess knowledge of credit model methodologies, regulatory rules, and credit model development. Strong coding skills in Python, R, SAS, Matlab, SQL, etc., are crucial, along with the ability to work collaboratively with key customers and stakeholders. Having strong business acumen, out-of-the-box thinking, stakeholder management skills, and the ability to drive improved business performance will be key to your success in this role. By joining HSBC, you will have the opportunity to make a real impact and contribute to the organization's growth and success. Please note that personal data shared during the employment application process will be handled in accordance with HSBC's Privacy Statement, which can be found on the company's website.,

As an Assistant Vice President (AVP) in Global Reporting at Deutsche Bank, you will be responsible for overseeing a range of reporting, analysis, and quality assurance activities related to critical risk and regulatory topics that impact the organization. Your primary focus will be on ensuring complete and accurate deliverables for asset quality disclosures and key risk metrics, such as Credit Loss Allowance (CLA) and Provision for Credit Loss (CLP). You will collaborate with various stakeholders, including banking regulators, Group Consolidation and Reporting colleagues, Investor Relations, and Treasury, to ensure timely submission of IFRS disclosures, regulatory submissions for FINREP and Pillar 3 disclosures, and managing stakeholder queries. Additionally, you will be expected to analyze and respond to ad hoc queries, interpret new regulatory requirements, and perform period-on-period movement analysis on exposures and asset quality topics. To excel in this role, you should have a working knowledge of Alteryx workflow, MS Excel, MS Outlook, MS Office, Power Excel, and proficiency in advanced Excel functions. Experience with analytical tools like QlikView or Tableau, as well as familiarity with finance and risk systems, regulatory reporting, and IFRS9, will be beneficial. Strong communication skills, stakeholder management experience, and the ability to identify and assess potential risks in processes are also essential for success in this position. Ideally, you should hold a university degree with related majors in Financial Accounting & Auditing, Risk & Financial Management, or possess qualifications such as Chartered Accountant, Certified Financial Risk Manager (FRM), Chartered Financial Analyst (CFA), or similar certifications. A background in quantitative subject areas like Statistics and Maths would also be advantageous. At Deutsche Bank, you will receive training, development opportunities, coaching from experts, and a culture of continuous learning to support your career growth. We strive for a positive, fair, and inclusive work environment where employees are empowered to excel together every day. Join us in celebrating the successes of our people and being part of the Deutsche Bank Group. For more information about our company and values, please visit our website at https://www.db.com/company/company.htm. We welcome applications from all individuals and encourage diversity in our workforce.,

You have over 9 years of experience in Oracle Financial Services Analytical Applications (OFSAA). You possess strong functional expertise in OFSAA BASEL (ERM) and IFRS9 (LLFP) applications. It is mandatory for you to have prior experience in the banking sector. Your role will involve customizing and extending standard OFSAA LLFP functionalities. You should be proficient in PL/SQL, with expertise in performance tuning for OFSAA. Experience with ERWIN Data Modeling and data model customization is required. Additionally, you should have hands-on experience with OFSAA LLFP configurations, specifically versions 8.0.4 and 8.1.x. Exposure to ETL tools such as Informatica is optional but beneficial. A strong understanding of business requirement documents and solution architecture is essential for this role. You will be responsible for OFSAA LLFP implementation and post-production support. Familiarity with enterprise-level change management processes is preferred. Excellent written and verbal communication skills are necessary for effective collaboration. As a self-driven individual, you should be able to work independently and deliver results with minimal supervision.,

As a Unsecured Capital Model Risk-Vice President at Barclays, you will embark on a transformative journey by spearheading the evolution of the Model Risk landscape. Your role will involve working closely with experts such as Model developers and Tech consultants to drive innovation and excellence. By connecting the dots with Regulatory requirements and Portfolio strategy, you will brainstorm within the team to make sustainable decisions that can withstand challenges from IVU, Audit, and Regulators. Your responsibilities will include understanding customer credit behavioral trends, optimizing portfolio risk and return, designing credit policies and underwriting strategies analytically, and setting credit parameters for various programs impacting customers across different products within the UK market. To succeed in this role, you should possess excellent communication skills, sound people management skills, and the ability to work independently in a dynamic and fast-paced environment. You should also have expertise in Advanced Statistical model development or validation, Regulation (Basel, IFRS9), SAS/Python, Ms-office tools, and providing oversight to strategic initiatives and large-scale changes in data or platform. Additionally, highly valued skills may include a strong academic background in a numerical discipline, excellent quantitative and analytical skills, and an understanding of Basel 3.1, IFRS9, and BCBS regulations. Your performance will be assessed based 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 skills, and job-specific technical skills. This position will be based out of Noida. The purpose of this role is to manage and optimize the bank's overall credit risk exposure by monitoring, analyzing, and reporting on the creditworthiness of its lending portfolio. Your accountabilities will include monitoring the financial performance and risk profile of the lending portfolio, analyzing credit trends, developing quantitative models and risk forecasting tools, conducting portfolio stress testing exercises, and defining portfolio, segment, and customer risk appetite, policy, and limits. As a Vice President, you are expected to contribute or set strategy, drive requirements, make recommendations for change, plan resources, budgets, and policies, manage and maintain policies/processes, deliver continuous improvements, and escalate breaches of policies/procedures. If the position involves leadership responsibilities, you are expected to demonstrate clear leadership behaviors to create an environment for colleagues to thrive and deliver to a consistently excellent standard. Overall, you are expected to demonstrate the Barclays Values of Respect, Integrity, Service, Excellence, and Stewardship, along with the Barclays Mindset to Empower, Challenge, and Drive.,

Join Barclays as Vice President Impairment, where you will help colleagues demonstrate analytical and technical skills, along with knowledge of the fundamentals of retail credit risk management, particularly across impairment management. At Barclays, the future is not just anticipated - it is created. Your role will involve embedding a control functionality by leading the development of the team's output and demonstrating sound judgment in collaboration with the wider team and management. To be successful in this role, you should have experience in owning IFRS9, CCAR, and CECL risk models, managing the entire lifecycle from data governance to monitoring. Additionally, knowledge of presenting findings on risk models, developing Post Model Adjustments (PMA), reviewing model monitoring reports, and designing strategic remediation support is essential. Other highly valued skills may include a good understanding of reviewing and challenging impairment models, team management experience, knowledge of key regulatory requirements, and excellent communication and presentation skills. You may be assessed on key critical skills 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 in our Noida office. Purpose of the role: To evaluate and assess the potential impairment of financial assets, ensuring accurate reflection of the bank's economic value in its financial statements. Accountabilities: Identification of potential impairment triggers, analysis of relevant information, application of quantitative and qualitative impairment tests, assessment of impairment loss, calculation of impairment provision, and management of impaired assets. Vice President Expectations: Advise key stakeholders, manage and mitigate risks, demonstrate leadership and accountability in risk management, understand business functions, collaborate with other areas, create solutions based on analytical thinking, and build trusting relationships with stakeholders. All colleagues are expected to demonstrate the Barclays Values of Respect, Integrity, Service, Excellence, and Stewardship, as well as the Barclays Mindset of Empower, Challenge, and Drive.,

Join us as a Senior Auditor specializing in Model Risk, where you will contribute to independent engagement assurance by undertaking allocated tasks within the engagement life cycle. Your role will involve providing quality, efficient, and effective assurance while influencing business managers to enhance control measures. This fast-paced and varied position will allow you to expand your network within the bank by collaborating with a diverse group of stakeholders and senior employees. This opportunity is available at the associate vice president level. As a Senior Auditor in this role, your responsibilities will include assessing risks and controls, conducting testing, and contributing to continuous monitoring by analyzing management information or reviewing risk data. You will engage with business stakeholders throughout engagements to ensure a comprehensive understanding of business risks and facilitate open discussions on key risks. Additionally, you will participate in discussions to influence the prudent management of risk, lead small engagements, and produce engagement reports that effectively guide business managers in managing risks within their risk appetite. Your duties will also involve delivering elements of regular or complex audit engagements, contributing to assurance planning, conducting effective process mapping, leveraging cutting-edge audit methodology and tools, coaching auditors, and sharing knowledge across the function related to specific engagements. To excel in this role, you should have previous experience in a model risk environment, along with a background in audit, assurance, or risk management. Strong analytical and problem-solving skills are essential, as well as the ability to assess and prioritize data effectively. You should possess a solid understanding of good risk management principles, stakeholder management skills, experience in using artificial intelligence (AI), machine learning (ML), and GenAI technologies for data analysis, as well as credit model development/validation expertise covering IRB and/or IFRS9 models. Knowledge and comprehension of relevant prudential regulatory authority (PRA) and European Union (EU) regulations pertaining to credit models are also required. Previous internal audit experience involving credit models (IRB and/or IFRS9), including leading audits or making significant contributions to complex and high-profile audit engagements, will be beneficial.,

Credit Risk Expert with exp. in Model Development (IFRS9/IRB/CCAR/CECL) Exp=2-5 YRS, PKG Upto-25 LPA Exp-5-8YRS, PKG Upto-33 LPA (Hike depends on last fixed package) Loc-Bangalore Notice period-30-60 Days Send CV: riya.imaginators@gmail.com Required Candidate profile Credit Risk expert with exp. in Model Development or Validation (IFRS9/IRB/CCAR/CECL) Skilled in SAS, SQL, Python, R. MBA Finance, FRM/CFA preferred. Send CV:

Collect and analyse data to identify credit risk (IFRS9, CECL, ECL, delinquency, roll rate, charge-off and prepayment) trends and drive insights to further strengthen loss forecasting analytics. Craft dashboards to track KPIs around portfolio performance, including deep diving into credit strategies and their impact on it. Develop and maintain loss and prepayment forecasting processes for every consumer product fintech offers. 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 Preferred candidate profile 5+ years of experience in credit, analytics, IFRS9, CECL, ECL, risk management, data science, or information management. Bachelors or master's 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 and stress Mandate: IFRS9, CECL, ECL, SQL, Python is mandatorily required.

As a part of the Risk Department at Socit Gnrale, you will play a crucial role in contributing to the development of business lines and their profitability through a challenging risk culture. With a focus on regulatory credit risk (PD, LGD, and EAD) and provision (IFRS9) models, your key responsibilities will include handling the analysis and support in the steering of all risks of the Group, such as supervision and steering of the rating system of credit risk, the measurement of the Group's capital and provisions (reserves), and the analysis of the risk profile of the Group under different scenarios including stress and forward-looking vision. Your educational background should ideally include a Masters or PhD in a quantitative subject such as Mathematics, Physics, Economics, or Finance. Alternatively, a strong track record demonstrating proficiency in these areas would also be considered. In terms of key skills, you should possess at least 3 years of experience in the development of regulatory credit risk and provision models. Exposure to the banking book and knowledge of BASEL/IFRS9 guidelines are highly desirable, as well as familiarity with guidelines from European Regulators. Proficiency in programming languages such as SAS and/or R is essential. Additionally, excellent written and oral communication skills in English are a must. Within the Risk Department, leadership skills such as client focus, team spirit, commitment, responsibility, and innovation are highly valued and will be essential for success in this role. Working within this department offers an intellectually stimulating environment where your analysis is guided by current economic activities on a daily basis. Joining Socit Gnrale means becoming part of a network of excellence at the heart of the bank's activities, providing access to new and exciting development opportunities. If you are looking to be directly involved, grow in a stimulating and caring environment, feel useful on a daily basis, and develop or strengthen your expertise, you will find a home with us. Our commitment to diversity and inclusion is reflected in our support for accelerating our Group's ESG strategy by implementing ESG principles in all our activities and policies. We encourage our employees to engage in solidarity actions, such as sponsoring individuals struggling with their orientation or professional integration, participating in the financial education of young apprentices, and sharing their skills with charities. There are numerous ways to get involved and make a positive impact on the future.,

As a Professional Service Consultant for Treasury Management System application at FIS, you will play a crucial role in working with clients and internal stakeholders on TMS implementations and consulting assignments. Your expertise in Treasury operations in Front, Mid, and Back office will be essential to drive successful projects. Your responsibilities will include collaborating with clients on requirement gathering, working closely with internal teams, designing technical and functional solutions, and implementing them within the Quantum professional services team. Your role will involve developing solutions in Quantum, understanding Accounting practices, IFRS9, CVA/DVA, ISDA/CSA margining, financial instruments, deal and back-office interfaces, MTM Valuation, risk management, and more. To excel 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. Your strong experience in Treasury domain and processes, consulting, software application implementations, and knowledge of financial markets will be beneficial. Effective communication, presentation skills, ability to work in an agile environment, and willingness to travel are key attributes required for this position. Desired technical skills include knowledge of databases, web interfaces, Microsoft Excel, IIS, Database Procedures, Crystal Reports, and experience with Agile Scrum methodology. Fluency in English, an organized approach, self-starting capabilities, and a team mindset are additional qualities that will be advantageous. FIS offers a dynamic work environment where you can learn, grow, and have a global impact on your career. You will have access to extensive health benefits, career development opportunities, remote work options, and the chance to collaborate with global teams and clients. FIS values privacy and security, ensuring the protection of personal information processed in providing services to clients. Recruitment at FIS follows a direct sourcing model, and agency resumes not on the preferred supplier list are not accepted. If you are passionate about advancing the world of fintech and have the requisite skills and experience, join FIS and be a part of a diverse and inclusive team that celebrates success together. Are you ready to make your mark at FIS ,

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. Moreover, you should 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 as a Credit Risk Model Development/Validation and Researcher Specialist. Your responsibilities will include interacting with various business units including their risk, finance, controllership stakeholders. Furthermore, you will be responsible for coordinating with auditors and model development or validation teams to ensure the Enterprise Modeling Governance standards are followed. Your activities will include, but not be limited to: - Providing thought leadership and executing comprehensive modeling strategies aligned with business objectives and industry best practices. - Designing, developing, and validating predictive models to ensure accuracy, reliability, and compliance with regulatory standards. - Conducting rigorous testing and validation methodologies to ensure model robustness and reliability. - Providing analytical support for recommending actions to mitigate risk and using judgment-based decision-making regarding policies and procedures. - Assessing the quality of the data for model development as well as inputs to the model, providing recommendations to improve the data quality at the source. - Leading, training, and mentoring junior members in the team to foster a collaborative and innovative team culture. - Proposing recommendations to improve monitoring systems and capabilities based on identified risk and control gaps. - Conducting in-depth research on existing and emerging policies related to credit risk modeling and contributing to the creation of white papers. - Researching and contributing to artifacts creation as required in a consulting role. To qualify for this role, you should have experience in developing, validating models, and risk management of credit risk models. Additionally, you should possess knowledge of various statistical techniques and proven skills in regulatory and non-regulatory credit risk modeling. Understanding and experience on the regulatory risk model development/validation guidelines including SR 11-7, Basel IRB, CCAR, CECL, IFRS9, etc., will be crucial. You should have hands-on expertise in SQL, ETL, SAS, Python, R, working with large datasets, and a Master's degree in a quantitative discipline (Statistics/Economics/Finance/Data Science, etc.). The preferred qualifications for this role include strong networking, negotiation, and influencing skills, knowledge of credit risk management for retail and wholesale lending products, hands-on experience in Machine Learning modeling techniques, and prior Project Management and People Management expertise. The required skills and certifications for this role include Model Validation, SAS, Python, Regulatory Model, Model Development, and Credit Risk.,

Synopsis of the role Understand clients business requirements in terms of analytical needs and be a part of a High-class delivery team to deliver unparalleled analytical solutions using best in class analytical techniques. What Youll Do Be the innovation champion in the organization and help us build new solutions leveraging Equifax data assets Ability to understand BFSI business problems and consult client on the appropriate solutions Provide thought leadership to projects and help develop unique solutions and deliver analytical outputs Contribute to building the BFSI Analytics practice through on- going identification of new opportunities Provide hands-on support to the project team in developing ML models Work with the Equifax bureau in India to build bureau-based Analytics capabilities and use the new age technology to implement those solutions Develop best practices and streamline the process in order to improve the efficiency of the team Manage a team of junior data scientists and help with building products leveraging AI/ML techniques What Experience You Need Understanding of key business and risk KPIs for retail banking products 5+ years experience in handling BFSI analytics/implementing models/Big data/Cloud solution architect Credit risk modeling development experience is a must. R/Python coding experience is a must have technical skill Regulatory modeling development experience is good to have (ECL, Stress testing & IFRS9) Highly analytical with experience of working in teams. Self-starter with high energy levels and ability to work in a fast-paced environment. In-depth business & risk understanding. Adaptability to work in project-based engagements across different kinds of banking clients. Team management experience would be preferred What Could Set You Apart Young, enthusiastic and highly collaborative teammates. Learn from and work with some of brightest minds in the banking lending, credit risk and marketing analytics space - both in India & International Fabulous opportunity to work with some of our largest blue-chip customers Chance to use cutting-edge statistical/modelling tools across literally hundreds of data assets Offices located in the center of Bangalore & Mumbai Opportunity to make an impact in the fastest growing Data & Tech bureau Equifax D&A University: skill lab, group & individual learning Show more Show less

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