
Indian Institute of Quantitative Finance
Center of Finance Excellence - Quantitative Finance and Risk Management
RISK COLSULTANT (Job ID : RC202107)
Applications are invited for the positions of "RISK COLSULTANT" for current and past IIQF students for Risk – Consultant positions for one of worlds largest consulting and professional service delivery company. The positions will based out Gurgaon, Bangalore & Mumbai.
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Job Summary:
4 - 7 years of relevant Risk Analytics experience at one or more Financial Services firms, or Professional Services / Risk Advisory with significant exposure to one or more of the following areas.
Development, validation, and audit in any of the below areas:
Credit Risk- PD/LGD/EAD Models, CCAR/DFAST Loss Forecasting and Revenue Forecasting Models, IFRS9/CECL Loss Forecasting Models across Retail and Commercial portfolios.
Credit Acquisition/Behavior/Collections/Recovery Modeling and Strategies, Credit Policies, Limit Management, Acquisition Frauds, Collections Agent Matching/Channel Allocations across Retail and Commercial portfolios.
Regulatory Capital and Economic Capital Models.
Liquidity Risk – Liquidity models, stress testing models, Basel Liquidity reporting standards.
Anti Money Laundering – AML scenarios/alerts, Network Analysis.
Operational risk – AMA modeling, operational risk reporting.
Conceptual understanding of Basel/CCAR/DFAST/CECL/IFRS9 and other risk regulations.
Experience in conceptualizing and creating risk reporting and dashboarding solutions.
Experience in modeling with statistical techniques such as – linear regression, logistic regression, GLM, GBM, XGBoost, CatBoost, Neural Networks, Time series – ARMA/ARIMA, NLP, NLG Algorithms, ML interpretability, and bias algorithms, etc.
Programing Languages – good to have either SAS, R, Python, etc., Viz Tools such as Tableau, Qlikview, PowerBI, SAS VA, etc.
Strong understanding of Risk function and ability to apply them in client discussions and project implementation.
Key Responsibilities - Engagement Execution:
Work independently/with minimal supervision in client engagements that may involve model development, validation, governance, strategy, transformation, implementation, and end-to-end delivery of risk solutions for Accenture’s clients.
Ability to manage workstream of large projects / small projects with responsibilities of managing quality of deliverables for junior team members.
Demonstrated ability of managing day to day interactions with the Client stakeholders.
Key Responsibilities - Practice Enablement:
Guide junior team members.
Support development of the Practice by driving innovations, initiatives.
Develop thought capital and disseminate information around current and emerging trends in Risk.
Travel: Willingness to travel up to 40% of the time.
Academic Background:
Master’s degree in quantitative discipline mathematics, statistics, economics, financial engineering, operations research or related field or MBA from top-tier universities (preferable).
Strong academic credentials and publications, if applicable.
Industry certifications such as FRM, PRM, CFA preferred.
Excellent communication and interpersonal skills.
Exposure to working in a globally distributed workforce environment.
Click here to apply
Job Summary:
Development, validation, and audit in any of the below areas:
Key Responsibilities - Engagement Execution:
Key Responsibilities - Practice Enablement:
Academic Background:
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