Assistant Vice President/Vice President - Credit Modeling - Bank

Our client is a captive MNC bank with a presence in Mumbai. The role is for their credit modeling team in Mumbai. The openings are at a senior level.

The role responsibilities include :

- Regulatory modeling where the models include probability of default, loss given default, exposure at default and stress-testing.

- Candidate in this role should come with solid theoretical and practical knowledge of probability methods and usual models

- Should come with a background in clustering, decision trees, logistic regressions-

- Should have familiarity with classification problems applied to credit risk.

- A background in programming using R, Python/pandas.

- Should have basic knowledge of the Basel III regulatory capital framework (credit RWA).

- Some credit risk experience in either wholesale or retail.

- Basic knowledge of structured products such as ABS and CLO