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05/06 Priya
HR Consultant at Credence HR Services

Views:2892 Applications:68 Rec. Actions:Recruiter Actions:47

Assistant Vice President - Model Performance Monitoring - Credit Risk - Investment Bank (5-9 yrs)

Mumbai Job Code: 705720

Career opportunity in one of the leading Investment Bank in Mumbai.

Please Note - Candidates from Quant, Model Development/ Model Validation (Credit Risk) experience are most welcome for Model Performance Monitoring role.

Job Description -

1. Responsible for the model performance monitoring for all credit risk models owned by Credit Analytics

2. Development, prototyping and back-testing of Monte Carlo Credit Exposure Models including collateral modeling

3. Responsible for the generation and presentation of model performance reports for senior management, regulators as well as internal and external audit

4. Possibility to support the IT strategic implementation of complex risk and simulation systems

5. Close interaction with various partners including model owners and credit officers in order to generate valued reports on the model performance of credit risk models

6. Other bespoke requests regarding exposure analysis for several audit or regulatory reports. Preparing, processing and querying large amount of financial data.

If you find role suitable then please revert with your updated resume along with below mentioned details:

Current CTC -

Expected CTC -

Notice period -

Credence HR Services
Mobile: +91-7410044843

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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