Senior Associate

1.Exposure and strong knowledge of FRTB SA & IMA models and components such as SBA, RRAO, SA DRC, risk factor eligibility test tools, NMRF SES and IMA ESF methodologies;

2. Experience in Model Life-cycle, Governance and MRM Principles (SS 1/23) in Model Development/Validation/ Monitoring

3.Working knowledge of statistical methods and tools such as logistic regression, Bayesian statistics, the Markov chain process, and time series analysis;

Market Risk: 3

1.Exposure and strong knowledge of VaR/RNIV/Add-on Computations or FRTB SA & IMA models and components such as SBA, RRAO, SA DRC, risk factor eligibility test tools, NMRF SES and IMA ESF methodologies;

2. Regulatory Capital quantification methods using either Basel 2.5 or 3.

3. Exposure working as Business Analysts working on Waterfall/Agile Methodology and System Transformations through exposure to documenting BRD, FSD, UAT/ SIT/Regression testing, pre and post production support.

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