Sr. Risk Consultant (FRTB DRC)

Requirement:

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• Strong hands-on experience with FRTB and Default Risk Charge framework.

• In-depth understanding of Capital Market Credit Risk processes and regulatory
  requirements.

• Proficient in SQL for data extraction, validation, and analysis.

• Working knowledge of Python for automation, data manipulation, and model testing.

• Familiarity with VaRn methodologies, backtesting, and stress testing processes.

• Experience in analyzing and documenting risk data flow, risk factor mapping, and capital calculation logic.

• Strong analytical, quantitative, and problem-solving skills with attention to detail.

• Proven ability to collaborate with risk, finance, and technology teams to gather
  requirements and deliver system or model enhancements.

• Excellent communication skills and ability to translate complex regulatory concepts into clear business requirements.