These roles are with A Leading MNC Bank, Based out of Bangalore:- - Understand credit risk IRB, IFRS9 and Pillar 2 Stress Testing models for the measurement of PD, EAD and LGD for the Corporate, Institutional, and Commercial book and monitor the model performance based on the regulatory/internal requirements - Investigate if there is any breach in the test and coordinate with the modeller on the remediation plan, or action as required - Work on the end-to-end model monitoring (PD, EAD, LGD) cycle, from data gathering and the documentation and presentations to key stakeholders - Maintain and continue to upgrade the monitoring process based on modeller, model users and regulatory feedback - Participate in relevant model monitoring implementation and its user acceptance test to ensure monitoring tests are appropriately implemented Ideal Candidate:- - 2-6 Years of Experience in quantitative analytics with a clear ability for understanding the model and analysing data - Analytical and independent thinker with strong written and verbal communication skills - Knowledge of banking risk management and Basel/CRR/EBA/IFRS 9 would be a plus

Bangalore

Associate Manager - Credit Risk Model Monitoring - IFRS 

Associate Manager - Credit Risk Model Monitoring - IFRS  ,Job Description for Associate Manager - Credit Risk Model Monitoring - IFRS  in Asterion in  Bangalore for (2-6) years of experience. Apply Now!

Job Description for Associate Manager - Credit Risk Model Monitoring - IFRS  in Asterion in  Bangalore for (2-6) years of experience. Apply Now!