Associate - Credit Risk/Model Validation - Investment Bank

We have a job opportunity for AVP/Associate - Credit Risk Model Validation role in the Leading Investment Bank.

NOTE - ONLY Credit Risk Model Development OR Credit Risk Model Validation experience candidates can apply. From PD/ LGD/ EAD/Credit Cards OR Retail Banking domain

Essential skills, experience, and qualifications:

- Strong quantitative & analytical skills: The role requires a strong quantitative background based on a PhD or Masters Degree (or equivalent) in a quantitative discipline such as Math, Science, Economics, Engineering, Quantitative/Math Finance, etc.

- Experience in model validation and/or model development preferred

- Hands-on experience in Retail Banking products like PD/ LGD/ EAD/Credit Cards model validation.

- Experience in model validation and/or model development preferred

- Experience in the following backgrounds: Model Validation and Credit Risk Management

- Strong communication skills and ability to interface with other functional areas in the bank on model-related issues

- Risk and control mindset: the ability to ask incisive questions, converge on critical matters, assess materiality and escalate issues.

- SAS programming

If you find job opportunity is suitable for you then please revert with your updated resume along with below mentioned details.

Current CTC (Fixed) -
Expected CTC -
Notice period -
Direct reportees or IC role -
Reporting to (Only Designation) -
Current Location -
Preferred Location -

Priya S Jha
Senior Recruiter - Quant
Mobile: +91-7410044843