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12/07 Preeti Sethi Saraswat
Key Account Manager at Mastermind Network

Views:127 Applications:42 Rec. Actions:Recruiter Actions:2

Assistant Manager/Manager - Model Development - Credit Risk Models - IIT/NIT/BITS/IIM/FMS/MDI (1-5 yrs)

Delhi NCR Job Code: 1124131

AM/Mgr- Model development (credit risk Models)

We are hiring for a leading Financial organisation based at Delhi/NCR

Experience : 1-5 yrs in Model Development - For financial Services with good Python and R programming skills

Education : B.Tech/Masters/MBA - Tier 1 college - in Economics, Mathematics, Statistics, Finance, Computer science with good knowledge in of financial mathematics including stochastic calculus, Statistical Modeling/ Non Linear Modeling/ Regression Models/ IRBB models / IFRS9 models and time-series modeling

Role & Responsibilities :

- Develop credit risk models/Regulatory Models/Loan Models across life cycle of various portfolio (PD/LGD/EAD/Scorecard) etc

- This includes regulatory models (capital/impairment), credit decisioning and stress testing models

- Delivering robust, predictive models and tools that are compliant with both internal and external regulations.

- Identify and use cutting edge techniques to develop best in class models

- Deliver high levels of accuracy and internal consistency/validation within own project

- Provide business with insights and recommendations in order to improve strategy and process.

- Develop high-standard SAS/Python code and model documentation.

- Ensure accurate implementation of models and support their use, interpretation and monitoring.

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

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