Accenture Digital comprised of Accenture Analytics Accenture Interactive and Accenture Mobility offers a comprehensive portfolio of business and technology services across digital marketing mobility and analytics. From developing digital strategies to implementing digital technologies and running digital processes on their behalf Accenture Digital helps clients leverage connected and mobile devices; extract insights from data using analytics; and enrich end-customer experiences and interactions delivering tangible results from the virtual world and driving growth. To learn more about Accenture Digital follow us @AccentureDigital and visit www.accenture.com or digital.
Location: Gurgaon Bangalore Mumbai .flexible.
1. Should have 1-3 years of relevant Risk Analytics experience at one or more Financial Services firms .Universal bank or Investment bank or Broker-Dealer or Insurance provider. Rating Agency or Professional Services or Risk Advisory with significant exposure to one or more of the following areas:
• Risk Ratings and Credit Risk Methodology
• Economic and Regulatory Capital
• Stress Testing
• Liquidity Risk
• Counterparty Credit Risk
• Market Risk
• Model Validation or Audit or Governance
• PPNR or Revenue or Loss forecasting ALLL and Provisioning
• Collections and Recovery
• Credit Policy and Limit Management
• Fraud Risk
• Actuarial Insurance Risk Evaluation and Underwriting
2. Banking: Strong understanding of banking products across retail and wholesale asset classes. Expertise on frameworks and methodologies used in one or more of the areas listed above; Advanced skills in quantification and validation of risk model parameters .E.g.: PD LGD EAD. for wholesale SME and or or retail banking portfolios. Expertise in risk strategy design and supporting analytics for banking portfolios.
3. Capital Markets: Strong understanding of financial instruments or products across equity fixed income derivatives and or or securitization space. Conceptual understanding or direct exposure to one or more of the following types of models: interest rate pricing models equity and FX option pricing models commodities single and multifactor derivative pricing models stochastic volatility models etc.
4. Risk Regulation: In-depth understanding of new or evolving regulations in the Risk management space. Strong understanding of risk regulatory framework of one more of the major economies across globe .i.e. US UK EU etc... Knowledge of CCAR IFRS9 or CECL FRTB Basel II or III Solvency etc.
5. Risk Modeling: Exposure to analytical techniques used for development and validation .conceptual foundation and technical merit. of wide range of risk and valuation models is required. Experience across different verticals in the risk analytics domain preferred. Experience in one or more of analytical tools such as SAS R SQL Python Prophet Excel or VBA Matlab C++ etc. Knowledge of tools or vendor products such as Moody’s Risk Calc or Risk Frontier or Credit Edge Bloomberg Reuters Murex QRM etc.
1. Masters or PhD in a Quantitative discipline from a Tier I Institute
2. Strong academic credentials and publications if applicable. Industry certifications such as FRM PRM CFA and good performance in competitive exam .CAT CET GRE GMAT etc.. preferred
3. Exposure to working in globally distributed workforce environment including offshore model
4. Willingness to travel up to 25% - 50% of the time
Must Have Skills:
Candidates with BANKING and CAPITAL MARKET background should have proven skills in one or more of the following -
• Credit Risk models development and validation or audit for Risk Rating models PD LGD EAD IFRS9 or CECL models CCAR models .PPNR or revenue or loss forecasting.
• Market Risk and Counterparty Credit Risk Model development and validation or audit
• Economic and Regulatory Capital modeling and RWA calculation
• Risk Strategy expertise in acquisition underwriting account management pricing collections etc.
• Niche Skills in Fraud risk modeling and strategy Liquidity risk estimation regulatory exposure to IFRS9 or CECL FRTB and Basel III
Candidates with INSURANCE background should have proven skills in the following -
• Experience in Actuarial Insurance Risk Evaluation and Underwriting Prophet Modeling
• Exposure to Insurance regulations Solvency and stress testing regulations
Good to Have Skills:
• Industry certifications such as FRM PRM CFA
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