We are hiring Assistant Manager - Credit Risk Model Development or Control Validation MRM for our Financial Services client based at Bangalore. Responsibilities: - Extraction of data from systems using SQL, SAS - Cleaning and transformation of data as required using R, SAS, Python - Analysis of the data, variables using statistical tools like R, SAS, Python - Analyze model theory and mathematics and provide view on appropriateness of theory based on consultant knowledge of econometrics and statistics - Run tests to validate selection of independent variables, dependent variable. - Run tests to re-perform model construction and validate all performance outputs using R, SAS, Python. - Read and understand the model document - Write a model validation report covering all aspects of the validation using the SR 11-7 framework Skills: - 6 - 10 years of work experience in Credit Risk Model development in BFSI mandatory - Hands on experience in using - R. Experience in SAS, VB, Python, SQL are preferred. - Experience with SR 11-7 / OCC 2011-12 mandatory - Preferred experience in US geography - Proven experience with model development of consumer credit underwriting models, loss forecasting models, collection models, CECL / CCAR / BASEL / models, - Ability to lead team of statistical experts for all model risk management activities - Good communication and documentation skills Education: - Masters in Statistics / Economics + Econometrics / Mathematics / Other relevant quantitative field from a premier institutes.

Bangalore

Assistant Manager - Credit Risk Model Development/Control Validation MRM - IIT/NIT/ISI 

Assistant Manager - Credit Risk Model Development/Control Validation MRM - IIT/NIT/ISI  ,Job Description for Assistant Manager - Credit Risk Model Development/Control Validation MRM - IIT/NIT/ISI  in Wellspring Consultancy in  Bangalore for (6-10) years of experience. Apply Now!

Job Description for Assistant Manager - Credit Risk Model Development/Control Validation MRM - IIT/NIT/ISI  in Wellspring Consultancy in  Bangalore for (6-10) years of experience. Apply Now!