AVP - Model Performance Monitoring - Investment Bank

AVP - Model Performance Monitoring role in an Investment Bank in Mumbai.

PLEASE NOTE - Candidates from Model development / Model validation on PD, LGD and EAD is highly preferred.

Description : 

1. Responsible for the model performance monitoring for all credit risk models owned by Credit Analytics.

2. Hands on experience on Credit Risk Retails Banking Models like PD, LGD aand EAD

3. Development, prototyping and back-testing of Monte Carlo Credit Exposure Models including collateral modeling Responsible for the generation and presentation of model performance reports for senior management, regulators as well as internal and external audit Possibility to support the IT strategic implementation of complex risk and simulation systems.

4. Close interaction with various partners including model owners and credit officers in order to generate valued reports on the model performance of credit risk models Other bespoke requests regarding exposure analysis for several audit or regulatory reports.

5. Preparing, processing and querying large amount of financial data.

6. We are seeking a quantitative analyst with excellent technical skills and some prior experience of quantitative credit risk and derivatives products.

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 -
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Priya
Senior Recruiter
Mobile No.: +91-7410044843