Assistant Manager - Credit Risk Modeling Client : Consulting Firm Business Line : Credit Risk Management CTC : upto 15 to 16 lacs Location : Mumbai Job Responsibilities : - Develop / validate risk measurement models for credit risk management, incl. models for credit rating, retail scorecards, PD, LGD, EAD, M etc. - Undertake IFRS 9 impairment methodology reviews and develop models required to compute Expected Credit Loss (ECL). - Develop capital computation methodologies under Basel II standardized and IRB approaches and facilitate the transition of banks from Standardized to IRB approach - Assist in implementing credit risk models developed in credit risk management systems like SAS, OFSAA etc. - Independently manage credit risk quant engagements with minimal support from project leader - Conduct reviews of credit risk management framework, including qualitative elements such as policies, limit management, MIS &amp; reporting frameworks etc. - Assist in development of new solutions for the firm, based on market requirements and business line strategy General requirements : - Candidates should have at least 2+ years of relevant experience. - Candidate should have knowledge and understanding of the credit products in the Indian markets. - In-depth knowledge of IFRS 9 impairment norms, experience of developing impairment models and market conventions around the same would be highly desirable. - Understanding of credit risk quantification methodologies (credit rating, IRB models etc.) is essential, including knowledge of capital calculation methodologies under Basel II / III - Furthermore, experience in credit risk analytics across the product lifecycle will also be considered a positive - Should have hands-on experience of using statistical tools such as SAS, R, MATLAB, FINCAD etc. - Knowledge of programming on Python, VBA, C++/Java, etc. would be a strong advantage. Academic qualifications : - MBA or equivalent Master's degree in Finance, Statistics, Economics or Mathematics from premier institutes required. Graduates (B.Tech / B.E) with relevant experience can also be considered. - Professional Certifications like the CFA and FRM will be an added plus - Quantitative training and strong problem solving as well computer skills (C++, Java, and MATLAB) are necessary.

Mumbai

Assistant Manager - Credit Risk Modeling - BFS 

Assistant Manager - Credit Risk Modeling - BFS  ,Job Description for Assistant Manager - Credit Risk Modeling - BFS  in TeamLease Services in  Mumbai for (3-6) years of experience. Apply Now!

Job Description for Assistant Manager - Credit Risk Modeling - BFS  in TeamLease Services in  Mumbai for (3-6) years of experience. Apply Now!