Assistant Manager/Manager - Model Validation - BFSI Segment

We have an urgent requirement for Risk Modelling. (Model development/Validation)

Immediate to 1 month

Banking domain

Location : Gurgaon

Exp : 1 to 14(Multiple levels) (Tiering Institute)

Key Responsibilities:

Skills:

Must have:

- Development and validation of retail and wholesale credit risk rating models (PD, LGD and EAD)

- Development and validation of IFRS 9 models and implementation

- Implementation of risk rating scorecards and IFRS9 Models in R language to integrate with various implementation platforms

- Incorporation of climate and ESG risk across credit risk, Stress Testing, IFRS 9 and Governance frameworks

- Provide on-boarding services to various financial products, developed by Moody's Analytics, available across impairment accounting, balance sheet management, etc.

- R/Python Programming