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18/03 Priya
Associate Consultant at Black Turtle

Views:33771 Applications:1338 Rec. Actions:Recruiter Actions:718

Assistant Manager/Manager - Credit Risk/Market Risk - Model Validation/Model development - BFSI (1-6 yrs)

Bangalore Job Code: 904382

Assistant Manager/Manager- Credit Risk/Market risk - Model Validation/Model development-BFSI

Notice period - 2 months or less than that

Location : Bangalore


Role Purpose :


Roles and responsibilities :

We are recruiting for a Exec/ Senior/Asst. Manager/Manager in the Statistical & quantitative Modeling team.

Your responsibilities will include:

- Work with our clients in the US, UK, Australian and South-East Asian market to assist them in credit and market risk engagements pertaining to model development/validation, credit policy review, credit origination process review.

- Key engagement responsibilities would be :

- Model development of one or more of CCAR/DFAST/ IFRS 9 modelling and PPNR including Stress Testing, Balance Sheet forecasting, Deposit Modelling/PD/EAD/LGD, Loss Forecasting, Underwriting scorecard, Credit Scoring and other behavioural models)

- Advanced statistical and quantitative modelling skills (linear regression, logistic regression, ARIMA modelling, Markov Chain, Merton Model, CHAID and other data mining/predictive modelling skills)

- Model validation including conceptual soundness, critical assessment of the testing performed by the model developers to support the integrity and accuracy of the model implementation and its fit-for-purpose, designing to evaluate the model's predictive power and its robustness uncertainty through the development and use of alternative benchmark models.

Qualifications

Roles and responsibilities

We are recruiting for a Exec/ Senior/Asst. Manager/Manager in the Statistical & quantitative Modeling team. Your responsibilities will include:

- Work with our clients in the US, UK, Australian and South-East Asian market to assist them in credit and market risk engagements pertaining to model development/validation, credit policy review, credit origination process review.

- Key engagement responsibilities would be :

- Model development of one or more of CCAR/DFAST/ IFRS 9 modelling and PPNR including Stress Testing, Balance Sheet forecasting, Deposit Modelling/PD/EAD/LGD, Loss Forecasting, Underwriting scorecard,Credit Scoring and other behavioural models)

- Advanced statistical and quantitative modelling skills (linear regression, logistic regression, ARIMA modelling, Markov Chain, Merton Model, CHAID and other data mining/predictive modelling skills)

- Model validation including conceptual soundness, critical assessment of the testing performed by the model developers to support the integrity and accuracy of the model implementation and its fit-for-purpose, designing to evaluate the model's predictive power and its robustness uncertainty through the development and use of alternative benchmark models.

Women-friendly workplace:

Maternity and Paternity Benefits

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