116 Basel Jobs

About Northern Trust: Northern Trust, a Fortune 500 company, is a globally recognized, award-winning financial institution that has been in continuous operation since 1889. Northern Trust is proud to provide innovative financial services and guidance to the worlds most successful individuals, families, and institutions by remaining true to our enduring principles of service, expertise, and integrity. With more than 130 years of financial experience and over 22,000 partners, we serve the worlds most sophisticated clients using leading technology and exceptional service. Role/Department: Northern Trust is looking to recruit professionals for its Bangalore Centre. Successful recruit would be part of Northern Trusts Capital Markets Credit Risk Team. This is a highly visible role, to work on key regulatory projects, frequent interaction with business partners across the globe. Job title: Senior Analyst/Associate Consultant Location: Pune/Bangalore Experience: 2 to 5 years of relevant experience The key responsibilities of the role include: • Delivery of key Northern Trust's Capital market risk functions covering a range of risk related areas which include Counterparty Credit Risk monitoring, Market Risk monitoring for Global Securities Lending, Global Foreign Exchange and Treasury activities of the bank (Investment portfolio of the bank) • Engage with the wider risk organization and Capital Markets businesses to resolve credit issues with respect to credit limit excesses, reallocation of limits between products. • Engage in the support of new business products and consult businesses to operationalize new business products/processes from a credit risk perspective • Work closely with oversight risk committees presenting explanations for trends and issues identified through the analysis, monitoring and reporting process of risks related to the Capital Markets businesses. • Support risk analysis for Securities Finance counterparty portfolios as required by Credit Risk Management Policies. Responsibilities include VaR model execution, analysis and presentation to Committees. • Interact with internal and external auditors on Counterparty Credit and Regulatory process topics • Contribute and own credit committee tasks working with stakeholders to create the meeting materials, action logs, overall owner for the committee material etc. • Well versed with risk related concepts, business processes, and reporting requirements and must be able to communicate effectively through both written and verbal communication with senior management and other partners. • Facilitate and Support strong controls over data, reports, and analysis, including automation, reconciliation and testing • Partner should be able to understand and quickly adapt to risk systems and technology to design strategies and support complete, correct and timely reporting • Perform documentation, procedures and controls to enable accurate and timely reporting. Skills • 2+ years of experience in one or more of the following areas of financial services is desired: Credit and Counterparty risk • Strong knowledge of financial services and good understanding of at least one regulation impacting credit and counterparty – Basel RWA Calculation, SCCL • Good understanding of financial products like derivatives, repo-style transactions, securitization etc. • Strong written and verbal communication skills with demonstrated success challenging and influencingoutcomes • Experience with any of the industry products – Adenza, Murex, MSCI Risk Manager, Cognos, Power BIetc., is an added advantage • Strong data, analytical, and problem solving skills • Strong hands-on experience with advanced excel Qualifications: MBA and relevant industry experience Working with Us: As a Northern Trust partner, greater achievements await. You will be part of a flexible and collaborative work culture in an organization where financial strength and stability is an asset that emboldens us to explore new ideas. Movement within the organization is encouraged, senior leaders are accessible, and you can take pride in working for a company committed to assisting the communities we serve! Join a workplace with a greater purpose. We’d love to learn more about how your interests and experience could be a fit with one of the world’s most admired and sustainable companies! Build your career with us and apply today. #MadeForGreater Reasonable accommodation Northern Trust is committed to working with and providing reasonable accommodations to individuals with disabilities. If you need a reasonable accommodation for any part of the employment process, please email our HR Service Center at MyHRHelp@ntrs.com. We hope you’re excited about the role and the opportunity to work with us. We value an inclusive workplace and understand flexibility means different things to different people. Apply today and talk to us about your flexible working requirements and together we can achieve greater.

We are looking for a skilled Functional Consultant with 8-10 years of experience in Oracle Fusion Apps - HCM to join our team. The ideal candidate will have a strong background in this area and be able to provide expert-level support. Roles and Responsibility Collaborate with clients to understand their business requirements and develop solutions using Oracle Fusion Apps - HCM. Design, implement, and test Oracle Fusion Apps - HCM solutions to meet client needs. Provide training and support to end-users on Oracle Fusion Apps - HCM functionality. Troubleshoot and resolve technical issues related to Oracle Fusion Apps - HCM. Work closely with cross-functional teams to ensure successful project delivery. Develop and maintain documentation of Oracle Fusion Apps - HCM implementations. Job Requirements Strong knowledge of Oracle Fusion Apps - HCM modules and functionalities. Experience working with clients to understand their business requirements and developing solutions. Excellent communication and interpersonal skills. Ability to work independently and as part of a team. Strong problem-solving and analytical skills. Familiarity with industry-standard protocols and technologies.

Job Description: As an Analyst/Sr Analyst for Model Monitoring and Implementation at Northern Trust, you will play a vital role within the Model Strategy & Data Analytics team. Your primary responsibility will be to monitor and implement various models such as PPNR, Credit Risk, Operational Risk, and Market Risk models. This individual contributor role will involve tasks throughout the model lifecycle, including monitoring, recalibration, and implementation. You will also be involved in developing and maintaining monitoring tools using SAS for CCAR, Basel, and CECL purposes. Your key responsibilities will include monitoring, recalibrating, and implementing models such as CCAR models (PD/EAD/LGD), CECL models (PD/EAD/LGD), Basel models (PD/EAD/LGD), operational risk analytics models, and PPNR models. You will evaluate existing monitoring tools, assess development needs, and ensure compliance with different regulations such as CCAR, CECL, Basel, and IFRS9. Additionally, you will conduct analysis, interact with committees and senior management, and provide technical expertise to enhance the overall risk framework. To qualify for this role, you should have a Master's degree in Statistics, Economics, Mathematics, or an advanced degree in a quantitative area. You must possess strong knowledge of BASEL, CCAR, DFAST, CECL, and SR-11/7, along with at least 1 year of hands-on experience in monitoring, validation, or model building. Proficiency in R, SAS, Matlab, advanced Excel techniques, and VBA programming is required, with SAS being preferred. Strong quantitative skills, multitasking abilities, organizational skills, and excellent communication skills in English are also essential. Joining Northern Trust means being part of a flexible and collaborative work culture that encourages movement within the organization and offers opportunities for professional growth. As a company committed to serving the communities it operates in, Northern Trust provides a workplace with a greater purpose. If you are excited about this role and the prospect of working with us, we encourage you to apply today and discuss your flexible working requirements to achieve greater success together.,

Role & responsibilities The role of Auditor involves: Review and assess the model governance, development, validation, documentation, and implementation to evaluate the effectiveness of the scoring, economic capital, rating and other models using statistical, machine learning techniques. Automate audit testing by utilizing a variety of modeling, data analysis, and programming tools. Identifies anomalies, trends, and risks by analyzing large, complex data sets. Ability to evaluate models across multiple functional domains, such as wholesale, retail, fraud, etc. Proficiency with Python/R, SQL Server, SAS, Excel, JIRA, Bitbucket. Opportunity to contribute to one or more areas of audit covering risk function like audit of Credit Risk, Market Risk, Operational Risk, Pillar II, ICAAP, ERM, Fraud Risk as per RBI guidelines. Key Responsibilities Review and assess the model governance, development, validation, documentation, and implementation to evaluate the effectiveness of the scoring, economic capital, and rating models using statistical, machine learning techniques. Drafting of detailed audit reports with assessment details, preparation of supporting workpapers, clearly documenting the observations noted with implications and recommending corrective actions to auditee. Preferred candidate profile A master's degree in Statistics, Mathematics, or related fields. 7 - 12 years of experience in the financial services industry, preferably with model development, validation, model risk audit, data analytics. Understanding of Risk Management processes like Market, Credit , Operational, ALM, Capital adequacy, Fraud is good to have but not essential. Demonstrate good understanding of model risk function. Knowledge of various modelling techniques used in the banking industry. Experienced with various programming languages used in risk modelling. Drafting of detailed audit reports with assessment details, preparation of supporting workpapers, clearly documenting the observations noted with implications and recommending corrective actions to auditee. Coordinating and supporting the Banks compliance team during RBI Audits and other external audits. Good communication (both verbal & written) and inter-personal skills. Ability to work as a part of team and contribute towards team goals.

Role & responsibilities Functional Skills: Strong understanding of banking processes and financial products: Strong Regulatory understanding related to Capital covering Assets, Off Balance Sheet Exposures, SFTs (Repos), OTC Hands on experience in Basel Pillar1 and Pillar3 Regulatory returns covering Credit, Market and Operational RWA (preferably under both Basel 3 and Basel 3.1 regime) including Capital base and CAR computation Good understanding of Large Exposure and Leverage and TLAC, Group Solvency ratios computation and components Experience in managing large quantum of data High Analytical quotient and ability to drill down on number movements Identify levers to optimize CET1, CAR and Leverage Ratio Working closely with Change and Project teams to provide BAU prioritization on high criticality items for resolution and support impact assessment relating to Regulatory and Enterprise changes Independently run projects which have potential to generate significant Commercial value Preferred candidate profile

Programming : SAS (strong) Data lineage Data validation Functional Skills : BASEL IFRS9 RWA (Risk Weighted Assets) Calculation PD (Probability of Default) LGD (Loss Given Default) EAD (Exposure at Default) ECL (Expected Credit Loss) Retail portfolio

Roles and Responsibilities Prepare capital reports, including regulatory returns (e.g., COREP, FINREP) and management reporting. Calculate and analyze capital ratios using various frameworks (Basel II/III, CCAR, CECL). Develop expertise on relevant regulations such as Basel I & II, CRR, IFRS9, Leverage Ratio requirements. Collaborate with stakeholders to gather data and information required for report preparation. Review and validate calculations to ensure accuracy. Desired Candidate Profile 5-10 years of experience in banking industry with focus on capital reporting or related fields (Basel, Capital Adequacy, etc.). Strong understanding of financial concepts like leverage ratio analysis. Proficiency in tools used for capital calculation (e.g., RWA). Excellent analytical skills with attention to detail.

Responsibilities Roles & responsibilities •Assist in the execution of regulatory audits and assessments in the financial services sector (i.e. financial institutions, banks, asset managers). •Conduct research and analysis on regulatory requirements and changes. •Prepare reports and presentations for internal and external stakeholders. •Support internal projects aimed at the continuous development of the audit approach, digitalization and ongoing improvement of quality and efficiency. •Collaborate with cross-functional teams to ensure compliance with regulatory standards. Qualifications Educational qualifications •Bachelor's or Master's degree in Business Administration, Finance, Law, natural sciences or a related field. Work experience •Demonstrate a keen interest in regulatory matters and stay updated on relevant regulatory developments relevant for Germany and European financial institutions. •Work experience with regard to financial services industry. Ideally experience in regulatory reporting within the financial services industry (COREP etc.). •Knowledge of relevant regulatory requirements (e.g. BASEL III / BASEL IV, BCBS) •Skills in VBA, Python, SQL, PowerBI etc. is a plus but not a prerequisite. Mandatory technical & functional skill: Proficiency in MS Office software (Excel, Word etc.)

Project description The Business Analyst will work with Moody's Credit Risk team of UK Based Investement Bank and work collaboratively with Country Finance, Treasury, Group Liquidity Regulatory reporting and BAU teams to understand requirements and articulate them within the Business and data requirements document Responsibilities To act as a business solution owner of the projects' target state and support analysis included in relevant concept and methodology papers required for preparation of BRDs To be accountable for ensuring that detailed requirements are documented in BRDs, and are duly signed off by relevant stakeholders To ensure that the new solutions comply with internal procedures / external regulatory guidelines and project deliverables are properly understood by business stakeholders, project team, and end-users. Analysis of new data sourcing to support ETL design and development Elicitation of data requirements and documentation of data mapping specifications for Funds Transfer Pricing (FTP) computation Analysis and fixing of data quality issues Validate all downstream data extracts To validate that the strategic system architecture proposed by Technology is fit for its business purpose and is in line with the agreed business target state To drive prioritization taking into consideration business benefits, delivery timelines, system performance etc. To centrally coordinate system interfaces/dependencies/change releases for the Treasury and Liquidity Reporting work streams and ensure alignment across all centres Test planning, coordinate testing, validate test results and obtain sign off from stakeholders To support the development of testing packs with predefined results sets To review test cases ensuring completeness of UAT coverage To monitor any gaps / defects identified, and work with Technology counterparts to track progress and ensure resolution Skills Must have 6-12 years of functional experience in Credit Risk, Capital risk, regulatory reporting change Management roles Good understanding of financial & capital markets domain with sound knowledge of products like equities, fixed income, derivatives, forex etc. Knowledge of Basel Capital regulations and good understanding of financial risk Expertise in SQL and Oracle tools. Experience with both waterfall & agile methodologies Experience in analysing data to draw business-relevant conclusions and in data visualization techniques and tools Strong communication and stakeholder management skills Nice to have unctional experience with Moody's Fermat/Risk Authority risk calculation and reporting engine

Project description The Business Analyst will work with Moody's Credit Risk team of UK Based Investement Bank and work collaboratively with Country Finance, Treasury, Group Liquidity Regulatory reporting and BAU teams to understand requirements and articulate them within the Business and data requirements document Responsibilities To act as a business solution owner of the projects' target state and support analysis included in relevant concept and methodology papers required for preparation of BRDs To be accountable for ensuring that detailed requirements are documented in BRDs, and are duly signed off by relevant stakeholders To ensure that the new solutions comply with internal procedures / external regulatory guidelines and project deliverables are properly understood by business stakeholders, project team, and end-users. Analysis of new data sourcing to support ETL design and development Elicitation of data requirements and documentation of data mapping specifications for Funds Transfer Pricing (FTP) computation Analysis and fixing of data quality issues Validate all downstream data extracts To validate that the strategic system architecture proposed by Technology is fit for its business purpose and is in line with the agreed business target state To drive prioritization taking into consideration business benefits, delivery timelines, system performance etc. To centrally coordinate system interfaces/dependencies/change releases for the Treasury and Liquidity Reporting work streams and ensure alignment across all centres Test planning, coordinate testing, validate test results and obtain sign off from stakeholders To support the development of testing packs with predefined results sets To review test cases ensuring completeness of UAT coverage To monitor any gaps / defects identified, and work with Technology counterparts to track progress and ensure resolution Skills Must have 6-12 years of functional experience in Credit Risk, Capital risk, regulatory reporting change Management roles Good understanding of financial & capital markets domain with sound knowledge of products like equities, fixed income, derivatives, forex etc. Knowledge of Basel Capital regulations and good understanding of financial risk Expertise in SQL and Oracle tools. Experience with both waterfall & agile methodologies Experience in analysing data to draw business-relevant conclusions and in data visualization techniques and tools Strong communication and stakeholder management skills Nice to have unctional experience with Moody's Fermat/Risk Authority risk calculation and reporting engine

The missions of a senior functional expert are varied and hinge upon the strengthening of regulatory and accounting requirements related to the supervision and monitoring of risk models. In this context, you will be responsible for conducting internal model reviews (validation of the modeling, backtesting, etc.) that have been developed by the Groups modeling entities. Your main missions will be: - End to end responsibility of modeling validation missions, based on the planning and framework - Interact with the modeling entities - Analyze and test methods by using both technical knowledge and critical thinking. - Conduct quantitative reviews (statistics). - Be vigilant in the analysis of the regulatory compliance, robustness and performance of these models. - Contribute to the composition of a validation report in order to communicate the conclusions of the review mission. - Contribute and present the results of the review at the Models Committee - Ensure adequate documentation and archiving of the analyses carried out. -Mentoring Junior team members The functional expert works on many different topics such as: retail or wholesale credit risk (PD models, CCF models, LGD models, stress tests), market risk models (VaR/SVaR/FRTB, EEPE, CVA, SIMM, IRC/CRM...), models developed under the IFRS 9 framework, models developed to comply with US regulatory requirements. Profile required Ideal candidate should be well versed in credit risk model development, validation and maintenance of models (PD, LGD and EAD) for wholesale and retail credit portfolio of the bank as per regulatory guidelines. Exposure to banking book and understanding of trading book products and knowledge on BASEL/IFRS guidelines is highly desirable. Candidate should have excellent business communication skills. Educational Requirements: Post-graduation degree in quantitative discipline(Statistics, Economics, Mathematics engineering) from Tier I/II colleges. Additional certification in machine learning techniques or estimation of credit risk parameters will be preferred. Role Responsibility The ongoing monitoring of the model is a task that must be done in all phases of the model lifecycle (development, implementation, use). In order to track and measure the efficiency and adequacy of models, the model monitor conducts continuous analysis and controls as an early warning both initially at implementation (for new models) and regularly as a part of the models ongoing monitoring. For the purpose of these tests, the model monitor is responsible to: - Backtest re-calibrate each model designed and developed by the business, hence a thorough understanding of model development under Basel IFRS norms is critical. - Choose adequate model outcome analysis techniques such as: o Model estimates vs realized values (e.g. back-testing for some models); o Stability of model outcomes; o Benchmarking: model output vs output generated by comparable models or applications; o Sensitivity analysis to test robustness. - Analyze the model output and the related components (if applicable); - Model assumptions and limitations validity; - Results of benchmarking and sensitivity analysis; - Accuracy of models characteristics;(ROC/AUC, KS statistics, accuracy ratio, Gini coefficient etc) - Monitor over time in order to follow up trends and detect deviations; - Establish thresholds and action plan for major deviations; - Report this analysis to the different model stakeholders. - Implement a governance to monitor the corrective actions Furthermore, as part of the model ongoing monitoring phase, the model monitor should abide by the group standards on ongoing monitoring that establish guidelines on performance assessment processes including type, scope and range of tests and appropriateness of responses to any problems that may appear. Technical Skills: Regulatory risk model (IRB, IFRS9) model validation, monitoring, development (good to have) using SAS, R. Initiation to machine learning model validation. Functional Skills: Knowledge of Global regulatory Topics BASEL II/III IFRS 9 Understanding of risk management and risk quantification processes Understanding of forms of risk, viz. credit, market, operational, model etc. Behavioral Aspects: -Result Orientation -Client Focus -Contribution to Strategy -Cooperation -Team Player

3+ years of experience in development of regulatory credit risk (PD, LGD and EAD) and/or provision (IFRS9) models Exposure to banking book and knowledge of BASEL/IFRS9 guidelines is highly desirable; Exposure to guidelines from European Regulators is desirable Programing knowledge in SAS and/or R Excellent written (documentation) and oral communication skills in English LEADERSHIP SKILLS: Client Focus, Team Sprit, Commitment, Responsibility and Innovation As a part of the Risk Department, you will be at the center of Socit Gnrales business. The Risk Department aims to contribute to the development of business lines and their profitability through a challenging risk culture. Working within the Risk Department is intellectually stimulating, and current economic activities guide our analysis on a daily basis. As a key business partner, the department is in close proximity to all of the Groups business lines. Joining us would mean integrating into a network of proven excellent at the very center of the banks activities, opening access to new and exciting development opportunities. Within RISQ, the department ERA (Enterprise Risk Analytics) handles the analysis and the support in the steering of all the risks of the Group: supervision and steering of the rating system of the credit risk, the measure of the capital of the Group and the provisions (reserves), the analysis of the risk profile of the Group including under stress and in forward-looking vision.. These assignments, carried out in the context of projects or production processes whose scope or results are significant for the management of the Group or its compliance with banking regulations, are subject to defined and constrained schedules and resources, in the contexts demanding economic and regulatory environment. Profile required Masters or PhD (or similar) in a quantitative subject such as Mathematics, Physics, Economics or Finance, or a track record of performance that demonstrates this ability

3+ years of experience in development of regulatory credit risk (PD, LGD and EAD) and/or provision (IFRS9) models Exposure to banking book and knowledge of BASEL/IFRS9 guidelines is highly desirable; Exposure to guidelines from European Regulators is desirable Programing knowledge in SAS and/or R Excellent written (documentation) and oral communication skills in English LEADERSHIP SKILLS: Client Focus, Team Sprit, Commitment, Responsibility and Innovation As a part of the Risk Department, you will be at the center of Socit Gnrales business. The Risk Department aims to contribute to the development of business lines and their profitability through a challenging risk culture. Working within the Risk Department is intellectually stimulating, and current economic activities guide our analysis on a daily basis. As a key business partner, the department is in close proximity to all of the Groups business lines. Joining us would mean integrating into a network of proven excellent at the very center of the banks activities, opening access to new and exciting development opportunities. Within RISQ, the department ERA (Enterprise Risk Analytics) handles the analysis and the support in the steering of all the risks of the Group: supervision and steering of the rating system of the credit risk, the measure of the capital of the Group and the provisions (reserves), the analysis of the risk profile of the Group including under stress and in forward-looking vision. These assignments, carried out in the context of projects or production processes whose scope or results are significant for the management of the Group or its compliance with banking regulations, are subject to defined and constrained schedules and resources, in the contexts demanding economic and regulatory environment. EDUCATIONAL QUALIFICATION: Masters or PhD (or similar) in a quantitative subject such as Mathematics, Physics, Economics or Finance, or a track record of performance that demonstrates this ability KEY SKILLS: 3+ years of experience in development of regulatory credit risk (PD, LGD and EAD) and/or provision (IFRS9) models Exposure to banking book and knowledge of BASEL/IFRS9 guidelines is highly desirable; Exposure to guidelines from European Regulators is desirable Programing knowledge in SAS and/or R Excellent written (documentation) and oral communication skills in English

This position requires a seasoned professional as a Senior Manager with specialized knowledge of credit risk management. You will be overseeing the development, enhancement, and validation of credit risk models, ensuring compliance with regulatory standards, and driving innovation in risk management practices. The ideal candidate should have hands-on experience in Credit Risk Model Validation or Development with SAS and Python. You should also possess good hands-on experience in Regulatory Models such as AIRB, CECL, CCAR, Basel, IFRS9. You will primarily work as a consultant for the centralized advanced analytics team of a banking or financial firm focusing on Credit Risk Model Development/Validation and Researcher Specialist. Your responsibilities will include interacting with various business units including risk, finance, controllership stakeholders, and coordinating with auditors and model development or validation teams to ensure adherence to Enterprise Modeling Governance standards. Your activities will involve providing thought leadership, developing and executing modeling strategies, designing, developing, and validating predictive models, conducting testing and validation methodologies, providing analytical support for risk mitigation, assessing data quality, leading and mentoring junior team members, proposing monitoring system improvements, conducting in-depth research on credit risk modeling policies, and contributing to white-paper creation. Minimum Qualifications: - Experience in developing, validating models and risk management of credit risk models. - Knowledge of various statistical techniques and proven skill in regulatory and non-regulatory credit risk modeling. - Understanding and experience with regulatory risk model development/validation guidelines such as SR 11-7, Basel IRB, CCAR, CECL, IFRS9, etc. - End-to-end development or independent validation of credit risk and regulatory models (PD, LGD, EAD, Stress Testing, CECL, Credit Scorecards, AML, counter fraud models, etc.). - Expertise in developing statistical/mathematical and machine learning based models, working with large data sets using SQL, ETL, SAS, Python, R. - Master's degree in a quantitative discipline (Statistics/Economics/Finance/Data Science, etc.). - Strong client management, communication, presentation skills. - Self-driven, proactive, with a "can-do" attitude, able to work under ambiguity and minimal supervision. - Strong project management experience, ability to communicate and coordinate across multiple business units. - Lead projects, provide thought leadership, technical guidance, training, and oversight. Preferred Qualifications: - Strong networking, negotiation, influencing skills. - Knowledge of credit risk management for retail and wholesale lending products. - Hands-on experience in Machine Learning modeling techniques. - Prior Project Management and People Management expertise. Required Skills And Certifications: - Model Validation. - SAS. - Python. - Regulatory Model. - Model Development. - Credit Risk.,

Job Title - S&C Global Network - AI - CFO & EV - Treasury & EPM Analytics - Manager Management Level: 7-Manager Location: Gurugram, DDC1A, NonSTPI Must-have skills: Treasury Analytics Good to have skills: Experience in financial modeling, valuation techniques, and deal structuring. Job Summary : This role involves driving strategic initiatives, managing business transformations, and leveraging industry expertise to create value-driven solutions. Roles & Responsibilities: Provide strategic advisory services, conduct market research, and develop data-driven recommendations to enhance business performance. Whats In It for You Accenture CFO & EV team under Data & AI team has comprehensive suite of capabilities in Risk, Fraud, Financial crime, and Finance. Within risk realm, our focus revolves around the model development, model validation, and auditing of models. Additionally, our work extends to ongoing performance evaluation, vigilant monitoring, meticulous governance, and thorough documentation of models. Get to work with top financial clients globally Access resources enabling you to utilize cutting-edge technologies, fostering innovation with the worlds most recognizable companies. Accenture will continually invest in your learning and growth and will support you in expanding your knowledge. Youll be part of a diverse and vibrant team collaborating with talented individuals from various backgrounds and disciplines continually pushing the boundaries of business capabilities, fostering an environment of innovation. What You Would Do in This Role Engagement Execution Lead client engagements encompassing model development, validation, governance, strategy, transformation, and end-to-end delivery of EPM, Treasury & Tax for Accentures clients. Advise clients on various EPM, Treasury & Tax initiatives, including advisory work for CXOs to achieve diverse business and operational outcomes. Develop and present Proof of Concept for key clients, where applicable. Practice Enablement Mentor, coach, and guide analysts and consultants. Drive innovations and initiatives to enhance the Practice. Develop thought leadership and disseminate information on emerging trends in EPM, Treasury & Tax. Support sales team efforts by assisting with RFPs, RFI, designing POVs, and GTM collateral. Professional & Technical Skills: - Relevant experience in the required domain. - Strong analytical, problem-solving, and communication skills. - Ability to work in a fast-paced, dynamic environment. Good experience with data, analytics, and AI technologies & tools, with a data-native mindset and a deep understanding of statistics for business applications. Must have functional expertise in treasury management including cash forecasting, Liquidity and Investment Management, Tax Analysis, Risk Management, Cash Management, Foreign Exchange (FX) Management, Debt Management, Treasury Operations, Financial Compliance, Interest Rate Management, Treasury Policies, Financial Strategy. Must have functional expertise in Enterprise Performance Management including cash forecasting, Liquidity and Investment Management, Tax Analysis, Risk Management, Cash Management, Foreign Exchange (FX) Management, Debt Management, Treasury Operations, Financial Compliance, Interest Rate Management, Treasury Policies, Financial Strategy. Must have led teams, driven interactions with senior stakeholders, designed AI-led transformation solutions, overseen program delivery, and value realization. Must be part of prior solutioning and proposal deals. Good to have hands-on experience in building and deployment of AI/ML/Statistical Models -- Statistical Algorithms, Segmentation and Predictive Modeling, ML algorithms, CV / NLP algorithms, Decision Trees, LLM based solutions etc. Good to have experience in multiple industries. Additional Information: - Opportunity to work on innovative projects. - Career growth and leadership exposure. About Our Company | Accenture Qualification Experience: 12-14Years Educational Qualification: Any Degree

Primary Skills 6+ years as a Business Analyst in Investment Bank organization within Market Risk department Technical experience to be comfortable with data models and SQL Hands-on experience as liaison function between the onshore IT business lines and offshore technical teams and as primary functional support for development team Thorough experience in functional testing and validation of development Market Risk knowledge (Pnl calculation and explanation, VaR and Stress VaR analysis) Product Control knowledge (Pnl calculation and explanation, ) Financial products (Treasury, FX, Credit, IRD) Market data (Volatilities, Curves,), Sensitivities Regulatory knowledge (including Basel III, Basel II, Basel I, SIMM, FRTB, CVA, ) Technical knowledge in SQL, XML, HTML, UML, Business object, data warehouse, BI Project cycle methodology Strong technical skills in tests methodology Strong organizational skills Strong ability to analyze and summarize Secondary Skills Liaise with IT business lines contacts for clarification and understanding of requirements. Analyze functional impacts considering technical constraints with technical leads help Prepare and present functional aspects of changes/evolutions to developers Draft detailed functional specifications/users stories for developers, in line with general specifications or list of requirements provided by project manager / Business Analysts Support the technical development team in any functional aspects. Organize and keep up to date detailed functional documentation Conduct continuous testing in development environment for development monitoring

To provide efficient finance operations and risk management for our international trading requirements. Knowledge, Skills and Abilities: At least 2-3 years within a Commodity Trading Company / Financial institution having gained a basic understanding of the principals surrounding Trade Finance instruments and their pitfalls. Broad, deep and demonstrable working knowledge of Trade finance instruments Structured LCs, EPBGs, complex structure of financing to meet the company’s import/export needs. Understanding of financial terms such as LC/SBLC/EPBG/ LIBOR / Interest Rate Swaps / Bill of Exchange General Awareness of world financial systems and commodity trading patterns. Well-organized and pro-active, excellent communication skills, strong coordinating skills, able to demonstrate exceptional problem solving and the ability to think in a highly logical and critical fashion Highly diligent and sharp eye for attention to details Able to take initiative and not only work to, but also set their own quickly changing deadlines A team player, who is able to confidentially adapt their interpersonal approach as the situation demands, able to build strong relations both inter-departmentally and with external stakeholders An individual who is not only comfortable but thrives in a high pressure environment Excellent spoken and written English Key Responsibilities Handling of Trade Finance Instruments (LC/SBLC/Bank Guarantees/BOE..) Liaise with counterparties across time zones for contracts, LC documentation and settlements. Responsible for tracking daily IRS settlement positions and ensuring P&L reflected correctly Liaise with banks for Foreign Currency settlements, provide the instructions and allocate in the system accordingly. Liaising with the Reconciliation/Operational Treasury department to ensure all deal related cash flows are recorded correctly and in a timely manner. Ensuring Agreements in place for monthly offset procedure and reconcile the current positions with Accounting. Close co-operation with our Deals Desk/ Accounting personnel to ensure any costs agreed by Trade Finance are allocated correctly to the separately maintained deal Profit and Loss accounts. Ensure loans and deposits with financial institutions are properly recorded, attributed, tracked and maintained. Provide support in generating business reports and activity analysis. Key Relationships Trade Finance Teams across regions Deals Desk Accounting Bank Reconciliation Team Operational Treasury Team We optimize Trafigura’s physical trade flows to create trade finance-generated liquidity for our customers. We also offer a wide range of innovative and customizable funding solutions, including different types of letters of credit, prepayment financing for suppliers, trade receivables discounting for exporters, structured letters of credit and many more.

This is an Internal document. Role- Credit Risk and Policy Manager Job Purpose: To design, implement, and manage credit risk policies and strategies that ensure healthy portfolio performance, mitigate default risk, and support business growth. This role involves credit underwriting frameworks, portfolio analytics, risk appetite definition, and policy governance. Key Responsibilities: Credit Policy & Frameworks: Develop and regularly update credit risk policies, product programs, and underwriting guidelines for various customer segments (retail, SME, corporate, etc.). Define risk acceptance criteria based on internal data and market intelligence. Collaborate with business, operations, legal, and compliance teams to implement and operationalize credit policies. Risk Assessment & Monitoring: Analyze credit risk across new and existing products and segments. Establish early warning signals (EWS) and monitoring frameworks to track portfolio health. Design scorecards, segmentations, and risk models in collaboration with analytics and data science teams. Portfolio Management: Track key credit metrics such as delinquency, NPAs, write-offs, LGDs, and PDs. Recommend changes in credit strategies or policy thresholds based on portfolio trends. Benchmark internal performance with industry standards. Regulatory & Compliance: Ensure policies align with regulatory guidelines (RBI, Basel norms, etc.). Prepare risk-related reports and documentation for audits and regulatory reviews. Stakeholder Management: Work closely with credit, collections, risk analytics, legal, and technology teams. This is an Internal document. Provide training and guidance on credit policies to credit and sales teams. Qualifications & Experience: Bachelors degree in Finance, Economics, Statistics, or related field (MBA/CA/CFA preferred). 410 years of experience in credit risk, policy formulation, or credit underwriting (depending on seniority). Strong understanding of lending products (personal loans, SME, mortgages, BNPL, etc.). Experience with data analysis, credit scoring, and risk modeling is a plus. Skills & Competencies: Analytical thinking with sound risk judgment. Strong knowledge of credit lifecycle and portfolio management. Proficient in Excel, SQL, and/or data visualization tools (Power BI/Tableau). Excellent communication and stakeholder management skills.

About The Role Kotak Mahindra Bank looking to hire Team Member-Credit Risk LocationBKC, Mumbai "¢ Credit Risk Analytics and Modelling Analyse, model, validate and document various measures of Credit Risk for use in Expected Credit Loss and Capital computations. Hands-on experience in building, implementing, documenting, monitoring, validating, refining models and scorecards in particular for PD, LGD, EAD and related Credit Risk metrics - using statistical methods and / or expert judgement based techniques In depth understanding of the underlying statistical techniques and functional insights that drive Credit Risk models and the experience of having used modelled output in computing Expected Credit Loss (ECL) under Ind AS or Credit Risk Capital under Internal Ratings based approaches, Economic Capital and having taken these measures through the scrutiny of auditors and regulators Derive insights from data and effectively communicate these insights to Risk, Credit and Business teams "¢ Preparing and submitting reports to the regulator and / or senior management on a periodic and adhoc basis. The job-holder will be responsible for computing and reporting ECL and related metrics on an on-going basis. "¢ Ability to work with (gather, consolidate, prepare, summarise) large data sets on a routine basis with an eye for detail and flair for numbers. Data cleansing and preparation for use in model building. "¢ Ensure reliability, integrity and consistency of reported and underlying data "¢ Build and manage a team of like-minded data analysts and modellers "¢ Between 8 and 12 years of experience in the areas of risk and data analytics particularly in the area of Credit Risk. Exposure to risk reporting or financial reporting would be an advantage. "¢ Degree in statistics or econometrics (or equivalent professional qualifications) with hands-on experience in statistical model development, implementation, validation and use is highly desirable "¢ Extensive experience and expertise in using any one or more among Python / SAS / R. Intermediate level SQL skills will be useful. "¢ Strong experience in areas like delinquency or loan loss forecasting, expected credit losses capital computation under advanced approaches. "¢ Experience in projects involving automation / data consolidation in the areas of risk or financial reporting would be an advantage

Job Title: AI Change Model Risk Manager Years of Experience: 5-9 Years Location: Bangalore (23 days onsite per week) Role Overview: A leading global financial institution is seeking a forward-thinking and detail-oriented AI Change Model Risk Manager to oversee the governance and risk management of AI and machine learning models within its Markets and Securities Services (MSS) division. In this role, you will be responsible for managing risks related to AI/ML model changes, ensuring compliance with regulatory expectations such as PRA SS1/23, SR11-7, and CRD IV, while supporting end-to-end delivery from proof of concept to production. You will also collaborate with data scientists, quants, model risk teams, and senior stakeholders to drive robust AI governance frameworks. Key Responsibilities: Design and implement governance frameworks for managing AI/ML model changes, including documentation, impact assessment, version control, and triggers. Conduct model risk assessments covering areas like data drift, performance shifts, algorithm changes, and infrastructure updates. Participate in AI change advisory boards and model risk governance forums. Support ongoing regulatory remediation initiatives and ensure alignment with industry standards. Create performance dashboards, KPIs, and Management Information (MI) for senior leadership and risk committees. Guide cross-functional teams through the model deployment lifecycle, ensuring compliance and documentation readiness. Assist in model documentation, change management processes, and completion of governance requirements across AI initiatives. Stay current with regulatory developments, best practices, and emerging risks in AI and ML. Qualifications & Skills: 59 years of relevant experience in AI model governance, credit risk, model risk management & change/project management. Strong knowledge of regulatory frameworks like SR11-7, SS1/23, or CRD IV. Experience with IFRS 9, PIT PD, LGD model enhancement, or credit risk modelling is highly desirable. Familiarity with AI/ML model development and performance monitoring. Strong analytical skills, attention to detail, and the ability to manage multiple deliverables. Excellent communication and stakeholder engagement abilities. Prior experience with Python is desirable. Academic background in Data Science, AI, Risk Management, Finance, or related field; certifications or online courses are a plus. If interested, please share your resume to sunidhi.manhas@portraypeople.com

Job Title: AVP- Regulatory Reporting Location: Chennai, Tamil Nadu (Onsite) Overview: The role is for a Regulatory Reporting Business Analyst. Focus is on candidates with strong hands-on experience in regulatory reporting frameworks, particularly Basel, PRA, and EBA requirements. Role Responsibilities: BA + Regulatory Reporting experience is a must. Candidates must have good exposure to at least one regulatory metric such as: RWA (Risk-Weighted Assets) Leverage Ratio Large Exposures / LCR Must have experience working with PRA or IRA (local regulators). Should be capable of handling Basel III/IV regulatory implementations independently, ideally as an individual contributor. Project Responsibilities: Understand business requirements from Operations. Translate requirements into technical documentation for Technology teams. Perform UAT, conduct parallel runs, and support project go-live. Handle regulatory change initiatives from start to finish. Provide functional and data requirements to the production/reporting teams. Ensure delivery of month-end, quarterly, and daily regulatory reports. Change management and project ownership experience is critical. Candidate Profile: 610 years of relevant experience preferred (up to max 13 years). Must be proactive, articulate, and demonstrate a strong understanding of regulatory environments. Experience in strategic tool implementations for reporting is a plus. If interested, please share your resumes to sunidhi.manhas@portraypoeple.com

About The Role Grade M3/M4/M5 Role Team Member - Credit Risk Analyst Department Risk Management Reporting Relationship Team Lead Credit Risk Location Mumbai Role Requirements Credit Risk Analytics and Modelling Analyse, model, validate and document various measures of Credit Risk for use in Expected Credit Loss and Capital computations. Hands-on experience in building, implementing, documenting, monitoring, validating, refining models and scorecards in particular for PD, LGD, EAD and related Credit Risk metrics - using statistical methods and or expert judgement based techniques. In depth understanding of the techniques and functional insights that drive Credit Risk models and the experience of having used modelled output in computing Expected Credit Loss (ECL) under Ind AS, Credit Risk Capital under Internal Ratings based approaches, Economic Capital and having taken these measures through the scrutiny of auditors and regulators. This is the main requirement of the role and the individual should have a good knowledge of this function. Derive insights from data and effectively communicate these insights to Risk, Credit and Business teams. Develop Risk Dashboards and analytical reports for Senior Management. Preparing and submitting reports to the regulator and or senior management on a periodic and adhoc basis. The job-holder will be responsible for computing and reporting ECL and related metrics on an on-going basis. Ability to work with (gather, consolidate, prepare, summarise) large data sets on a routine basis with an eye for detail and flair for numbers. Data cleansing and preparation for use in model building. Ensure reliability, integrity and consistency of reported and underlying data Pre-Requisites About 4 to 8 years of experience in a Bank, NBFC, Consulting Firm, Rating Agency in the areas of working PD, LGD, ECL, EAD. Exposure to risk reporting or financial reporting would be an advantage. Degree in statistics, mathematics or econometrics (or equivalent professional qualifications) with hands-on experience in statistical model development, implementation, validation would be an advantage. Experience and expertise in using any one or more among Python SAS R. Intermediate level SQL skills will be useful. Strong experience in areas like delinquency or loan loss forecasting, expected credit losses capital computation under advanced approaches. Above average to advanced excel skills Experience in projects involving automation data consolidation in the areas of risk or financial reporting would be an advantage Skills and Knowledge CA or MBA with FRM preferred Understanding analysis of various types of credits Proven management and supervisory skills Excellent interpersonal skills, verbal/written communication skills and strong project management skills Above average to advanced excel skills Experience in working with Python, SQL or SAS would be an added advantage.

About The Role Role Credit Appraisal Loan applications within defined guidelines and accordingly take decision or recommend for approval to higher authorities Under writing cases with desired level of quality and enabling achievement of Branch Business target by proper training Use performance history along with liquidity, debt/asset management and profitability ratios to assess creditworthiness in evaluationStock on HireIncrease in volume of business Ensure that SOH increases(pl confirm if this applies to CM role )NPA trend Analyze the NPA trend like area, industry, sector etc. Interact with Customers & understand the business and regularly monitor delinquencies infants.Infant loan which is less than 12 months NPA Ensure qualitative portfolio

About The Role - Kotak Mahindra Bank looking to hire Team Member-Credit Risk " Credit Risk Analytics and Modelling Analyse, model, validate and document various measures of Credit Risk for use in Expected Credit Loss and Capital computations. Hands-on experience in building, implementing, documenting, monitoring, validating, refining models and scorecards in particular for PD, LGD, EAD and related Credit Risk metrics - using statistical methods and or expert judgement based techniques In depth understanding of the underlying statistical techniques and functional insights that drive Credit Risk models and the experience of having used modelled output in computing Expected Credit Loss (ECL) under Ind AS or Credit Risk Capital under Internal Ratings based approaches, Economic Capital and having taken these measures through the scrutiny of auditors and regulators Derive insights from data and effectively communicate these insights to Risk, Credit and Business teams" Preparing and submitting reports to the regulator and or senior management on a periodic and adhoc basis. The job-holder will be responsible for computing and reporting ECL and related metrics on an on-going basis." Ability to work with (gather, consolidate, prepare, summarise) large data sets on a routine basis with an eye for detail and flair for numbers. Data cleansing and preparation for use in model building." Ensure reliability, integrity and consistency of reported and underlying data" Build and manage a team of like-minded data analysts and modellers" Between 8 and 12 years of experience in the areas of risk and data analytics particularly in the area of Credit Risk. Exposure to risk reporting or financial reporting would be an advantage." Degree in statistics or econometrics (or equivalent professional qualifications) with hands-on experience in statistical model development, implementation, validation and use is highly desirable" Extensive experience and expertise in using any one or more among Python SAS R. Intermediate level SQL skills will be useful." Strong experience in areas like delinquency or loan loss forecasting, expected credit losses capital computation under advanced approaches." Experience in projects involving automation data consolidation in the areas of risk or financial reporting would be an advantage

Position Purpose This position is required to set footprint of FinReg Governance and Regulatory Programs functions in ISPL Mumbai from US. This will help in consolidating and broadening ISPLs horizon in providing US regulatory reporting & project management related functions support to BNP Paribas US Financial & Regulatory Reporting Department. Responsibilities Ensure awareness of US Basel III regulations and updates Maintain a thorough understanding of US Basel III capital requirements and regulatory reporting requirements Ensure preparation and execution of close process for RWA and Regulatory capital production and effective communication and coordination with other actors involved in the close process Ensure consistency of exposures between the Accounting and the Risk or other source systems for calculation of RWA Provide analyses of IHC spot RWA and RBC ratios Support IHC Regulatory Reporting team for RWA and RBC related reporting such as FR Y- 9C HC-R and FFIEC 102, as well as reconciliation with Regulatory Reports FR Y-9C (balance sheet, off balance sheet) Support CCAR program for spot RWA and Regulatory Capital calculation and reporting Ensure the proper audit trail and documentation on the Basel III RWA and RBC ratio for the IHC Ensure that US Basel III policies are consistently applied across various businesses within the IHC (CIB, Asset Managements, BancWest) Maintain the IHC US Basel III documentations including methodologies and procedures. Contribute to the norms and operational committees established over the IHC RWA and Regulatory Capital Contribute to maintenance of Moodys Analytical (tool used for RWA and RBC calculation) Contribute to enhancement of data quality and remediation for the IHC RWA and RBC capital calculation In coordination with other stakeholders, establish effective reconciliations and controls process over RWA and RBC ratios Analyze and synthesize movements in products and variations in reports Coordinate with Bank of the West Finance for establishment of an integrated IHC RWA and RBC process Assist the Basel III Lead with coordinating/managing internal and external resources, tracking status, key attention areas and risks, manage issues and escalate effectively Other Job Duties Participate in projects as required for new initiatives, process improvements or technology implementation and development Participate in bank examinations and internal and external audits Performs other duties as assigned Technical & Behavioral Competencies Ability to understand complex financial products and system architectures, including accounting business processes including financial and management reporting (IFRS and US GAAP), month-end closing process, regulatory reporting, entity consolidations and multi- currency accounting. Ability to analyze complex problems and recommend practical and effective solutions. Excellent written and oral communication skills, with the ability to explain complex issues clearly and concisely to audiences of varying technical or accounting levels. Ability to work effectively in geographically dispersed cross-functional teams. Strong Microsoft software Office skills (Excel, Word, Access, PowerPoint, Visio, Project). Program and project management skills. Specific Qualifications (if required) 12+ years of work experience in the field of accounting and / or in the financial services industry. Strong Analytical and Organizational Skills Effective Communication Skills and a professional style Strong analytical skills and advanced technical skills (i.e. MS Word, Excel, PowerPoint, Access) The candidate must be able to manage staff members in an environment with strict deadlines Change management and analytical skill Ability to build relationships across functional teams, detailed oriented, and strong leadership skill Data Analysis and SQL experience Experience with Banking and/or Capital Markets products. Skills Referential Behavioural Skills: Ability to collaborate / Teamwork Ability to collaborate / Teamwork Attention to detail / rigor Communication skills - oral & written Transversal Skills: Ability to manage a project Ability to understand, explain and support change Analytical Ability Ability to develop and leverage networks