Assistant Vice President - Credit Risk Model Development - Investment Bank

Job opportunity - AVP Credit Risk Model Development - Investment Bank - Bangalore/ Mumbai

Job Description :

1. A Master's or Ph.D. Degree in a technical or quantitative field such as Statistics, Economics, Finance, Mathematics, Computer Science, Engineering, or Information Technology..

2. Experience in developing Credit Risk Model Development like PD, LGD OR EAD models

3. Experience in developing, implementing and testing loan-level loss forecasting models and credit risk models within financial institutions.

4. Cards/ Mortgage portfolio experience is must

5. Exposure to various CCAR modeling approaches at the segment or account level preferred

6. Experience in performing quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, and particularly econometric modeling of consumer credit risk stress losses (e.g., CCAR/DFAST)

7. Perform all required tests (e.g. sensitivity and back-testing)

8. SAS programming experience; well versed in SAS/Base, SAS/STAT, SAS/Macro, and data-mining procedures. SAS Certification preferred.

9. Experience utilizing SQL in a relational database environment such as DB2, Oracle, or Teradata.

10. Experience with programming languages such as PYTHON and R.

11. Proficiency in MS Office product suite (Excel, Word, and PowerPoint).

12. Well-developed oral and written communication skills.

13. Ability to make contributions to the group's knowledge base by proposing new and creative ways for approaching analytic problems and project design.

Priya S Jha
Senior Recruiter
Credence HR Services
Mobile No.: +91-7410033323