JD :  - Development of credit risk PD rating models at single obligor and transaction level  - Annual review of rating models which involves performing core technical modeling and liaising with independent validation teams and across the risk and finance functions.   - Assisting in the preparation of regulatory (e.g. Pillar III) disclosures. Other ad-hoc analysis  - Writing and maintaining detailed technical documentation and preparing presentations for senior management and bank supervisors.  Candidate requirement :  - Strong technical skills with some knowledge of credit risk modeling, economic capital and Basel regulatory capital, and ideally significant relevant experience gained in a banking, consultancy.  - Strong interest in working with mathematical and statistical techniques and good background knowledge of quantitative finance  - Knowledge of statistical and mathematical software packages (e.g. R, Matlab, etc.) and programming languages (VBA, C++, SQL, etc.)  Note :  - Master's degree in numerical discipline or an advanced degree from top tier university.   - Exceptional candidates from other streams with keen interest and relevant skills will also be considered. However knowledge and affinity towards basic statistical techniques and formal concepts is essential

Mumbai

Rating Models - Credit Risk PD Rating Model - BFSI 

Rating Models - Credit Risk PD Rating Model - BFSI  ,Job Description for Rating Models - Credit Risk PD Rating Model - BFSI  in Talent HR Networks Pvt. Ltd in  Mumbai for (1-3) years of experience. Apply Now!

Job Description for Rating Models - Credit Risk PD Rating Model - BFSI  in Talent HR Networks Pvt. Ltd in  Mumbai for (1-3) years of experience. Apply Now!