Job Views:  
3653
Applications:  78
Recruiter Actions:  22

Job Code

251745

Assistant Manager - SAS & Credit Risk Model Development - Investment Bank

3 - 13 Years.Mumbai
Posted 9 years ago
Posted 9 years ago

We are one of the largest search firms for Global Investment Banks. We have an opportunity at Management Level with one of our premier investment management client.

The position is at different level based in CCAR space.

Location: Mumbai

Job Profile: Should have at-least 3 yrs of exp in SAS and Credit Risk Model Development Compulsorily

Job Responsibilities:

- The role will require successfully performing the different analytical components of an econometric modeling-driven stress test process, including but not limited to developing Dual Time Dynamics model, segmented econometric models and econometrically conditioned roll rate models

- Perform complex risk policy analytics in terms of sizing the impact of credit/business/regulatory policies on loss performance and figure out a way of incorporating them into the stress testing process

- Perform econometric based analytics to estimate and explain the impacts of changing macro econometric trends on the portfolio loss and delinquency performance

- Develop, validate and manage credit scoring models

- Perform all required tests and measures of developed models (e.g., sensitivity, accuracy, volatility), deliver comprehensive model documentation, Validate and Recalibrate models on periodic basis as in line with group policies

- Presentations to both technical and non-technical personnel are required to be made frequently as part of the job. Must have capability to clearly communicate analyses.

- Work efficiently in a matrix environment balancing between both business and functional interactions and priorities

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Job Views:  
3653
Applications:  78
Recruiter Actions:  22

Job Code

251745

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