iimjobs

.com
Chat

iimjobs
jobseeker Logo
Now Apply on the Go!
Download iimjobs Jobseeker App and get a seamless experience for your job-hunting
04/01 HR
HR at Callisto Talent Solutions Private limited

Views:154 Applications:51 Rec. Actions:Recruiter Actions:32

Assistant Manager/Manager - Credit Risk Modelling - PD/LGD/EAD/IFRS9 (4-8 yrs)

Gurgaon/Gurugram Job Code: 1201363

One of our clients is a leading investment bank with presence across globe, looking to hire potential candidate with 4+ years of work experience in end to end delivering various projects viz. PD, LGD, EAD, stress testing, loan life-cycle models - modelling, independent review, gap assessment.

Responsible to manage team and ready to travel to client location globally for consulting projects

Key responsibilities:

- You will be responsible for the validation of key credit risk models and influencing risk outcomes by identifying actionable insights on model and business performance, whilst using quantitative and qualitative analysis to draw out conclusions, raise issues and required actions.

- You will lead initiatives to ensure continuous improvement in model validation approach and framework and work on planned validation activities across a range of credit risk models.

- You will gain exposure to all stages of a model lifecycle, including validation of newly developed or existing models and system integration.

Essential skills and qualifications for the role include:

- Good understanding of retail OR wholesale portfolios

- Good knowledge of Basel and IFRS 9 Regulations around Credit Risk, and CCAR/ DFAST

- Robust credit risk analytics/ stress testing and model development skills

- Anyone technical Skills: SAS/SQL, R, Python, VBA, Matlab

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

See more initiative
Add a note
Something suspicious? Report this job posting.