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29/01 Shruti Gupta
Consultant at Careernet Technologies

Views:5525 Applications:82 Rec. Actions:Recruiter Actions:70

Leadership Role - Basel Modeling - BFSI (9-12 yrs)

Bangalore Job Code: 300455

Job Description :

Exp : 9 yrs - 12 yrs

Location : Bangalore

Role : Associate Vice President AVP (Leadership role)

Educational qualifications :

- Bachelors or Masters in mathematics/ statistics/ economics

- Work in the quantitative modelling team

- Looking for Subject Matter Experts in CCAR Modelling OR BASEL modelling OR Stress Testing. SAS experience is must.

The candidate will be working on risk modelling assignments including:

- Experience in Model Monitoring & model Validation of Credit risk model -PD, LGD, EAD, VaR (credit risk, market risk).

- Model Development, Model validation, Model

- Enterprise risk/stress testing models - loss forecasting, econometric modelling

- Collaborating with Model Risk Management

- Retail Basel systems (PD, LGD, EAD Segmentation and Quantification), Operational Risk and Enterprise Wide Stress Testing -

Skills Required :

- Experience in SAS for modelling risk

- Deep Hands on experience in Model Monitoring / Validation.

Shruti Gupta
080-66560210-
in.linkedin.com/in/shrutigupta12/
CareerNet Consulting-

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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