Assistant Vice President - Model Validation/Development - Bank

We have an urgent opening with Banking client for Mumbai.

Interested candidate can share their cv @ swati.sahu@gigroup.com

SAS (Must)

Requirements :

- Excellent knowledge and understanding of a variety of model development and validation testing techniques covering risk models, including but not limited to linear regression models, logistic regression, generalized additive models, decision and regression trees, information gain and related segmentation statistical tools.

- Previous familiarity with models such as default, delinquency, loss severity modeling, PD, LGD, interest rate models etc. is preferred.

- Deep understanding of financial products, risk management, Basel/CCAR/ICAAP/CECL regulatory requirements.

- Over 6 years in a quantitative role in risk management at a financial institution with experience in either model development or validation.

- Strong communication skills both verbal and written.

- Demonstrated project management skills.

- Graduate degree (Master's Required, preferable Ph.D.) in a highly quantitative field (e.g. Physics, Mathematics, Statistics, Finance, Economics or Engineering).

- Solid writing skills. Publications in peer-reviewed journals are considered as good evidence.