Posted By

user_img

Preeti Sethi Saraswat

Key Account Manager at Mastermind Network

Last Login: 15 July 2024

Job Views:  
232
Applications:  69
Recruiter Actions:  5

Job Code

1424299

AVP - Model Development - Credit Risk Models - FINANCIAL SERVICES

12 - 15 Years.Mumbai/Gurgaon/Gurugram
Posted 1 month ago
Posted 1 month ago

Model Development

- Model development (credit risk Models)

- We are hiring for a leading Consulting based at Mumbai/ Gurgaon

- Experience : 12 - 15yrs in Model Development for financial Services with good SAS/ SQL & Python programming skills

- Education : B.Tech/ Masters / MBA ; in Economics, Mathematics, Statistics, Finance, Computer science with good knowledge in of financial mathematics including stochastic calculus, Statistical Modeling/ Non-Linear Modeling/ Regression Models/ IRBB models / IFRS 9 models and time-series modeling

Role & Responsibilities :

- Develop credit risk models/Regulatory Models/ Loan Models across life cycle of various portfolio (PD/LGD/EAD/Scorecard) etc

- This includes regulatory models (capital/impairment), credit decisioning and stress testing models

- Delivering robust, predictive models and tools that are compliant with both internal and external regulations.

- Identify and use cutting edge techniques to develop best in class models

- Deliver high levels of accuracy and internal consistency/validation within own project

- Provide business with insights and recommendations in order to improve strategy and process.

- Develop high-standard SAS/Python code and model documentation.

- Ensure accurate implementation of models and support their use, interpretation and monitoring

Didn’t find the job appropriate? Report this Job

Posted By

user_img

Preeti Sethi Saraswat

Key Account Manager at Mastermind Network

Last Login: 15 July 2024

Job Views:  
232
Applications:  69
Recruiter Actions:  5

Job Code

1424299

UPSKILL YOURSELF

My Learning Centre

Explore CoursesArrow