Required for the Applied Intelligence - Finance - Data Engineering

Job Description

About Accenture: Accenture is a global professional services company with leading capabilities in digital, cloud and security. Combining unmatched experience and specialized skills across more than 40 industries,we offer Strategy and Consulting,Technology and Operations Services, and Accenture Song - all powered by the worlds largest network of Advanced Technology and Intelligent Operations centers. Our 699,000 people deliver on the promise of technology and human ingenuity every day, serving clients in more than 120 countries. We embrace the power of change to create value and shared success for our clients, people, shareholders, partners and communities. Visit us at www.accenture.com Job Summary 1. 8+ years of relevant Quantexa Risk Analytics experience at one or more Financial Services firms, Rating Agency or Professional Services / Risk Advisory with significant exposure to one or more of the following areas: Risk Ratings and Credit Risk Methodology, Economic and Regulatory Capital, Stress Testing, Liquidity, Risk, Counterparty Risk, Market Risk, Model Validation / Audit / Governance, PPNR / Revenue / Loss forecasting, and Provisioning, Pricing, Underwriting, Collections and Recovery, Wholesale/Commercial Risk, Fraud Risk, Credit Policy and Limit Management, Actuarial, Insurance Risk Evaluation and Underwriting 2. Banking: Advanced skills in quantification and validation of risk model parameters (E.g.: PD, LGD, EAD). 3. Capital Markets: Strong understanding of financial instruments/ products across equity, fixed income, derivatives and/or securitization space. Conceptual understanding or direct exposure to one or more of the following types of models: interest rate pricing models, equity and FX option pricing models, commodities, single and multifactor derivative pricing models, stochastic volatility models, etc. 4. Risk Regulation: In-depth understanding of new/ evolving regulations in the Risk management space. Strong understanding of risk regulatory framework of one more of the major economies across globe (i.e. US, UK, EU, etc.). Knowledge of CCAR, IFRS9/CECL, FRTB, Basel II/ III, Solvency etc. 5. Risk Modeling: Experience in one or more of analytical tools such as SAS, R, SQL, Python, Prophet, Excel/ VBA, Matlab, C++, etc. Knowledge of tools/ vendor products such as Moody s Risk Calc/ Risk Frontier / Credit Edge, Bloomberg, Reuters, Murex, QRM, etc. Key Responsibilities: Engagement Execution Lead client engagements that may involve model development, validation, governance, risk strategy, transformation, implementation and end-to-end delivery of risk management solutions for Accenture s clients. Advise clients on a wide range of Credit, Market and Operational Risk Management/Analytics initiatives. Projects may involve Risk Management advisory work for CROs, CFOs, etc. to achieve a variety of business, operational and regulatory outcomes. Develop and frame a Proof of Concept for key clients, where applicable Practice Enablement Mentor, groom and counsel analysts and consultants. Support development of the Risk Analytics Practice by driving initiatives. Develop thought capital and disseminate information around current and emerging trends in Financial Risk Management and Client development Travel: Willingness to travel up to 50% of the time Professional Development Skills: Project Dependent Must Have Skills: Candidates Must have BANKING or CAPITAL MARKET background with proven skills in one or more of the following - Credit Risk models development and validation / audit for Risk Rating models, PD, LGD, EAD, IFRS9 / CECL models, CCAR models (PPNR / revenue / loss forecasting) Market Risk and Counterparty Credit Risk Model development and validation / audit Economic and Regulatory Capital modeling and RWA calculation Risk Strategy expertise in acquisition, underwriting, account management, pricing, collections etc. Niche Skills in Fraud risk modeling and strategy, Liquidity risk estimation, regulatory exposure to IFRS9 / CECL, FRTB and Basel III,

Keyskills :
data warehousingproof of conceptjavapythonsql