Senior Associate - ICAAP - Mumbai

BDO India; Mumbai; Vor Ort; INR 1.200.000 - 1.800.000; Vollzeit

Zusammenfassung

BDO India is seeking a Senior Associate - ICAAP to independently lead consulting engagements with banks and financial institutions. The role covers ICAAP reviews, IFRS 9 model development, ECL computation, and enhancements to credit risk provisioning.

You will work on wholesale and consumer loan products and apply advanced statistical methods. You will manage day-to-day project execution, mentor delivery teams, and design project plans, reporting to the business unit leader on a continual basis.

Qualifikationen

• Advanced degree in finance, economics, statistics, data science, or a related field.
• Certifications in FRM, CFA, PRM or equivalent.
• Experience with PD, LGD, EAD, IFRS 9, ECL and stress testing.
• End-to-end model development/validation lifecycle knowledge.
• Proficiency in SQL, SAS, Python, and R for modelling and analytics.
• Experience handling large datasets for modelling.
• Strong stakeholder and project management skills.
• Excellent report writing and presentation abilities.
• Leadership experience to guide teams and mentoring initiatives.

Aufgaben

• Independently lead and manage consulting engagements on ICAAP reviews, IFRS 9 models, ECL computation and credit risk areas.
• Demonstrate knowledge of banking products and loan types across wholesale, auto, personal, mortgage, and education loans.
• Apply default and recovery rate modelling concepts including roll rate analysis and Markov chains.
• Lead day-to-day project execution and coordinate a delivery team.
• Drive hiring and mentoring to expand the execution team.
• Design and monitor detailed project plans and report updates to the business unit leader.

Kenntnisse

SQL

SAS

Python

R

Data handling

Ausbildung

Master's/PhD in Finance or related

FRM, CFA, PRM or equivalent

Tools

SAS

Python

Jobbeschreibung

Senior Associate - ICAAP (Internal Capital Adequacy Assessment Process)

(IFRS9, Provisions, ECL, Credit Loss, Credit Risk, Analytics, Python, SQL, Stress Testing)

• Candidate with a right mindset to grow with the firm. We need candidates who can align themselves with the growth trajectory of the firm.
• Ability of multi-task, challenge the status-quo, quick learners

Role:

• Independently lead and manage consulting engagements with leading banks, financial institutions, NBFCs, insurance companies and corporates covering areas such as ICAAP reviews, IFRS 9 model development, ECL computation, enhancing the approach to ECL and provisions along with other credit risk areas
• Demonstrate knowledge to banking, NBFC, corporate and insurance companies on various loan product and their characteristics including wholesale loans, auto loans, personal loans, mortgage finance, education loans, etc.
• Demonstrate knowledge of concepts related to default and recovery rate modelling including roll rate analysis, periodic default rates, statistical methods including regression models, Markov chains, etc.
• Lead and drive day-to-day execution of client projects.
• Lead hiring and mentoring initiatives to expand and upskill execution and delivery team for engagements
• Design and monitor detailed project plans for assigned engagements
• Directly report and provide detailed updates to business unit leader for all assigned engagements on an on-going basis

Requirements:

• Advanced Degree: Master’s/PhD in Finance, Economics, Statistics, Data Science, or similar.
• Certifications: FRM, CFA, PRM, or equivalent.
• Credit Risk Modelling: Experience with PD, LGD, EAD, IFRS 9, ECL, and stress testing.
• Model Development/Validation: End-to-end experience with model development/validation lifecycle.
• Technical Skills: Proficiency in SQL, SAS, Python, R.
• Data Management: Experience handling large datasets for modelling.
• Consulting/Project Management: Stakeholder and team management.
• Communication Skills: Strong report writing and presentation skills.
• Leadership: Ability to lead teams, provide technical guidance, and mentor.