Job Description
Function:Accounting and Reporting Consulting (ARC)

Role & Responsibilities

Our AccountingReporting and Consulting ('ARC') and Financial Risk Management('FRM') teams advise clients in development and implementationof risk management policies, controls and systems. We offer arange of services to help clients in areas such asimplementation of IFRS 9, IFRS 17, regulatory reporting, creditrisk, operational risk, liquidity risk, valuations and corporatetreasury. We are looking to hire candidates across variouslevels from Consultant to Senior Manager. The candidate will bebased in Mumbai or Delhi or Bangalore and be willing to travelfor business.

The candidate willbe involved in assisting clients with formulating credit riskpolicies including development of credit risk models and theirimplementation. The responsibilities will include :

• Implementationof expected credit losses framework and be proficient in IFRS9
• Implementationof current expected credit losses methodology as per US GAAP
• Review creditrisk policies for banks, non banking finance companiesincluding implications on Internal Capital Adequacy Assessment Process
• Support businessdevelopment initiatives in the area of credit risk advisory solutions
• Contribute toteam building and knowledge sharing initiatives

Requirements

Qualification:

• The candidate should be a CA or FRM or degree in statistics/economics with experience of credit risk management systems.
• The candidate should have work experience in the financialservices industry as a risk advisory professional or riskmanagement system implementation partner or risk managementfunction in a financial services company.
• The candidate should be familiar with IFRS 9, US CECL,regulations issued by the Reserve Bank of India ('RBI'), EuropeanCentral Bank ('ECB'), Basel Committee on Banking Supervision ('BCBS').
• The candidate should be proficient in modelling techniquessuch as vasicek and statistical measures etc used to develop andvalidate credit risk models.
• 5+ years relevant experience