Job
Description
Entity:- Accenture Strategy & Consulting
Job location:- Mumbai
About S&C - Global Network:- Accenture Global Network - Data & AI practice help our clients grow their business in entirely new ways. Analytics enables our clients to achieve high performance through insights from data - insights that inform better decisions and strengthen customer relationships. From strategy to execution, Accenture works with organizations to develop analytic capabilities - from accessing and reporting on data to predictive modelling - to outperform the competition
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 globallyAccess 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 ExecutionWork independently/with minimal supervision in client engagements that may involve model development, validation, governance, strategy, transformation, implementation and end-to-end delivery of risk solutions for Accentures clients.Ability to manage workstream of large projects / small projects with responsibilities of managing quality of deliverables for junior team members.Demonstrated ability of managing day to day interactions with the Client stakeholdersPractice EnablementGuide junior team members.Support development of the Practice by driving innovations, initiatives.Develop thought capital and disseminate information around current and emerging trends in Risk.
Qualification
Who we are looking for
7 - 12 years of relevant Risk Analytics experience at one or more Financial Services firms, or Professional Services / Risk Advisory with significant exposure to one or more of the following areas:Development, validation, and audit of:
Credit Risk- PD/LGD/EAD Models, CCAR/DFAST Loss Forecasting and Revenue Forecasting Models, IFRS9/CECL Loss Forecasting Models across Retail and Commercial portfoliosCredit Acquisition/Behavior/Collections/Recovery Modeling and Strategies, Credit Policies, Limit Management, Acquisition Frauds, Collections Agent Matching/Channel Allocations across Retail and Commercial portfoliosRegulatory Capital and Economic Capital ModelsLiquidity Risk Liquidity models, stress testing models, Basel Liquidity reporting standardsAnti Money Laundering AML scenarios/alerts, Network AnalysisOperational risk AMA modeling, operational risk reportingConceptual understanding of Basel/CCAR/DFAST/CECL/IFRS9 and other risk regulationsExperience in conceptualizing and creating risk reporting and dashboarding solutions.Experience in modeling with statistical techniques such as linear regression, logistic regression, GLM, GBM, XGBoost, CatBoost, Neural Networks, Time series ARMA/ARIMA, ML interpretability and bias algorithms etc.Programing Languages - SAS, R, Python, Spark, Scala etc., Tools such as Tableau, QlikView, PowerBI, SAS VA etc.Strong understanding of Risk function and ability to apply them in client discussions and project implementation.
Academic :Masters degree in a quantitative discipline mathematics, statistics, economics, financial engineering, operations research or related field or MBA from top-tier universities.Strong academic credentials and publications, if applicable.Industry certifications such as FRM, PRM, CFA preferred.Excellent communication and interpersonal skills.
Accenture is an equal opportunities employer and welcomes applications from all sections of society and does not discriminate on grounds of race, religion or belief, ethnic or national origin, disability, age, citizenship, marital, domestic or civil partnership status, sexual orientation, gender identity, or any other basis as protected by applicable law.