Analyst/Senior Analyst/Manager - Model Risk Management - Retail Risk

Credit Risk: To independently validate models with focus on key areas like model assumptions, design & performance, data and input, build challenger models etc. in both wholesale and/or Retail domain. Some example of the model landscape would include CCAR, PRA stress testing models, marketing, Strategy, Basel models etc.

Skill required :

Below are some of the indicative skills set required for the job:

- Master's/PhD degree in Mathematics/Statistics or any other quantitative domain.

- Must have proven financial modeling experience in Validation/Development of quantitative models.

- Strong understanding of statistical concepts used in Credit risk modeling (For Credit team)

- Good knowledge of regulatory regulations like Basel, CCAR/DFAST, PRA, SR11-7, IFRS9, CECL etc.

- Strong working knowledge of one or more statistical and mathematical programming languages (for e.g. R, SAS, Python, MATLAB)

- Good communication skills in a professional setting