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Manager at Mancer Consulting
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Assistant Manager/Manager/AVP - Model Development (2-10 yrs)
Position : Assistant Manager/Manager/AVP
Location : Kolkata/Bengaluru
Role : Model Development
Job Description :
Experience
- 5+ experience in regulatory risk model development, Economic Capital, Stress testing, risk management is preferred
- Understanding of commercial banking and wholesale related products would be added plus.
- Advance SAS / R / Matlab / Python knowledge is pre-requisite for the role
Skills
- Good risk modeling skills with experience to work under regulatory framework
- Good understanding of wholesale risk and risk systems
- Understanding of regulatory policy and implications and relevance
- Exposure to wholesale credit risk Model Development (in areas of IRB or Stress Testing or IFRS9)
- Business change management experience
- Management information and reporting design experience
- Virtually leading and managing various kinds of analytics projects
- Willing to work with colleagues in other areas/time zones where appropriate
- Analytics project and (or) regulatory reporting skills
- Excellent MS Office skills, SAS, Matlab
- Data manipulation and number crunching
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