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11/08 Hiral Shah
Branch Manager at Pylon Management Consulting

Views:4554 Applications:171 Rec. Actions:Recruiter Actions:126

Manager/AVP - Model Building & Validation (6-12 yrs)

Mumbai Job Code: 158836

Job Description:

- Estimation and validation of PD, LGD, CCF for corporate / retail portfolios

- Develop and maintain various financial models: corporate credit scorecards, market risk / liquidity risk models, trading models Tracking model performance, suggesting improvements and implementing approved changes

- Link model output to business decisions

- Handled corporate scorecard, credit risk, market risk model building assignments in the Banking & Financial Services space.

Academic Qualification, skills:

- M.Sc. Maths / Stats / Economic / Physics, MBA, Engineers from top institutes

- Proficiency in statistical packages like SAS is preferred.

- Familiarity with SQL is preferred.

- Certifications like FRM, PRM would be added advantage.

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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