Senior Associate - ICAAP - Mumbai

Job Description
Senior Associate - ICAAP (Internal Capital Adequacy Assessment Process)
(IFRS9, Provisions, ECL, Credit Loss, Credit Risk, Analytics, Python, SQL, Stress Testing)
Essentials:
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.
Interested candidates may mail in their CVs to saniketkadam@bdo.in

Work arrangement
No