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Asma Shaikh

Team Lead at Black Turtle

Last Login: 01 October 2024

Job Views:  
78
Applications:  26
Recruiter Actions:  25

Job Code

1149249

AVP - Credit Risk Model Validation

6 - 8 Years.Mumbai
Posted 2 years ago
Posted 2 years ago

Excellent Opportunity_AVP_Credit risk Model Validation


Currently hiring for client based in Mumbai

Designation : AVP

Experience: 5+ yrs

Role: The team is responsible for the validation and the regular confirmation of all PD, LGD and CCF models. We carry out independent model assessments in line with the internal governance of models' policy and regulatory requirements.

- Strong quantitative analytic and modelling skills with Master's or PhD degree in a quantitative field (e.g. econometrics, financial economics, financial mathematics, statistics, engineering, physics, mathematics)

- Proven experience in risk modelling, model validation or related fields (at least 6+ years)

- Proven project management skills, taking end-to-end responsibility regarding quality and deadlines as well as timely escalating of issues

- Showing high standards when it comes to report writing in a structured and transparent way

- Strong communication skills and the ability to explain technical topics clearly and intuitively

- Excellent computing and programming (coding) skills and experience utilizing programming languages such as R or Python

- Strong familiarity with regulatory requirements such as Basel, SR11-7, etc.

- Fluent in English, oral and written

- A team player with strong interpersonal skills

- Motivated, well organized and able to complete tasks independently at high quality standards

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Posted By

user_img

Asma Shaikh

Team Lead at Black Turtle

Last Login: 01 October 2024

Job Views:  
78
Applications:  26
Recruiter Actions:  25

Job Code

1149249

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