Exposure in calculation for BCRS (Basel calculation and reporting solution) is using SACCR
Excellent stakeholder communication in terms of R..
Exposure in calculation for BCRS (Basel calculation and reporting solution) is using SACCR
Excellent stakeholder communication in terms of Regulatory, Credit Risk requirements and ability to discuss and achieve crunch timelines with respect to Regulatory milestones.
(Standardized approach for counterparty credit risk) for reporting.
Exposure in BA-CVA, SA-CVA calculation and reporting.
Technical Development Document (TDD) per model family type (sub-type). The standards specified in the GMRS ensure that the TDD is detailed enough for Regulator approval and understanding
third party replication of the model and results.
Group Model Risk Standards (GMRS), Documentation
Expert in Tables, Functions, Indexes, Table Partitioning,Collections, Analytical functions, Views, Materialized Views, Query Re-Write and Transportable table spaces.
Experience in standardized Technical Development Document (TDD) for Regulator
Exceptional product knowledge in Moody's Ray and Moody's credit risk
Product and integration knowledge in Murex
Basel III to Basel IV upgradation experience for MAS Regulatory, involving Moody’s Risk Authority
Moody’s Analytics on Solutioning to integrate New Derivative products like Gathering Data requirement, Source Identification from Upstream, Data Profiling, ETL Mapping logic writing and FSD preparation
Generating on-demand and scheduled reports for business analysis or management decision using OBIEE, SQL Servers Reporting Services (SSRS)
