JOB DETAIL

The position is not currently open for new applicants.
 
Assistant Manager
Date Posted:14-04-2022
 
Job Summary
  • Skills
    • Model risk/ model validation/ model governance, • Capital assessment/ ICAAP/ CCAR, • Credit risk modelling/ IRB modelling • Stress testing models • Market risk/ IRRBB/ FRTB • Liquidity/ ALM/ LCR/ NSFR • Expected credit loss (ECL) models and review • COREP/ FINREP, • Model development
  • SME Group
    FS Risk-West
  • Designation
    Assistant Manager
  • Level
  • Grade
    AM1
  • Location
    Mumbai Parel
  • City
    Mumbai Parel
  • Job Title
    Assistant Manager
  • Educational Qualification
    CA, MBA
  • Work Mode

Job Description

summary of skillsets that we need to look at –

 Model risk/ model validation/ model governance

  • Model development
  • Capital assessment/ ICAAP/ CCAR
  • Credit risk modelling/ IRB modelling
  • Stress testing models
  • Market risk/ IRRBB/ FRTB
  • Liquidity/ ALM/ LCR/ NSFR
  • Expected credit loss (ECL) models and review
  • COREP/ FINREP

 

Experience levels : 1-5 years

Educational level : CA+FRM or MBA+FRM

 

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