Assistant Manager/Manager - Risk Model Development - Financial Services

ROLES AND RESPONSIBILITIES : 

- Regulatory Modeling experience (IFRS/Basel/CCAR/CECL) experience including Stress Testing, Balance Sheet forecasting, Deposit Modelling/PD/EAD/LGD, Loss Forecasting, Underwriting scorecard, Credit Scoring and other behavioural models)

- Strong understanding of regulations and guidelines like IAS 39, IFRS9, SR 11-7 or other equivalent guidelines for model risk management.

- Advanced statistical and quantitative modelling skills

EDUCATION : Preference is from Tiered Colleges - Tier 1 or Tier 2