Risk Data Validation & Control, Associate
On-sitePune, Maharashtra, India
Job Summary
Complete month-end quality assurance controls and validate variance in Credit Risk RWA, leverage exposure, and regulatory metrics such as CVA, EC, and EL. Navigate complex risk engine algorithms to perform root cause analysis on exposure calculations, ensuring output reflects portfolio economics. Proactively manage investigations and resolution of month-end issues on regulatory metrics while liaising with stakeholders for RCA and reporting. Provide subject matter expertise and analytics to support Finance and Risk teams, presenting regulatory metrics to senior global audiences and participating in CTB initiatives focused on capital optimization.
Required Qualifications
- Good Knowledge of regulatory requirements like ECB CRR, CRD, Basel requirements
- Understanding of exposure calculation under different models e.g. SA-CCR and IMM
- Knowledge of Exposure Metrics like EPE/EE
- Statistical Modelling (Monte Carlo Simulation etc.)
- An analytical mindset and good approach to problem solving
- Experience of process change
- Strong interpersonal and communication skills
- Organized and structured working approach
- Strong attention to detail
- Reliable team player who enjoys working in an international environment
- Proven ability to leverage AI tools to enhance productivity, optimise workflows to solve business problems, while applying critical judgment to ensure responsible and ethical use of data and AI outputs
Desired Qualifications
- Python
- Advance Excel(VBA)
- Microstrategy
- MS Access
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