Job Description

Must have of the roles :
Solid understanding of capital market products and derivatives across asset classes
Valuable knowledge and experience in CCR domain areas such as PFE, EE, EEE, EPE and EEPE computation methodologies, ECL computation
Good understanding of the Basel norms and its impact on Banks
Experience working in Capital and RWA computations.
Ability to operate in both agile and waterfall style project methodologies and understand deliverables required for each methodology.
Attention to detail and high-quality standards of documentation, processes, and control workplace.
Experience in the full E2E systems delivery lifecycle (SDLC) / Agile framework.

Good to have:
Detailed knowledge of all Microsoft Office products, i.e. Word, Excel, Power Point, Project, and Visio
Proficiency in data analysis, virtualization, and BI solutions SQL, Python,



Dremio, PowerBI, Alteryx, Tableau etc.
Excellent communication, organization, prioritization, and documentation skills
Flexibility adapts effectively to changing plans, domains and priorities; Is open and flexible when faced with changing project constraints

Qualifications:
Degree/ Qualified accountant/FRM with regulatory reporting background.
CA/MBA(Finance)/ M.SC (stats)
Certifications in CFA/ FRM
A power user of Excel spreadsheet and PowerPoint. Acumen and demonstrated knowledge to use visualization tools (i.e., Power BI) will be advantageous.
Investment banking product knowledge and other regulatory development around IB
SAS, Python

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