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03/12 Anjana Devi S
Associate consultant at Careernet

Views:200 Applications:49 Rec. Actions:Recruiter Actions:24

AVP/Senior AVP/Lead AVP - PPNR/CCAR Modelling/Credit Risk Modelling - BFS (1-5 yrs)

Bangalore/Kolkata/Gurgaon/Gurugram Job Code: 1188920

- Minimum 1-5 years of experience of financial model validation/development experience in Risk Management in Wholesale domain

- Master's / Bachelor's degree in Mathematics/Statistics/Economic/Engineering/Computer Science/Management or any other quantitative fields of study

- Proficiency in Python/ R/ SAS and MS Office tools like Excel & PowerPoint

- Proven expertise in using statistical algorithms for solving diverse business challenges and creating significant business value

- Candidate should have worked on wholesale AIRB/CCAR models and have basic understanding of Wholesale Model

- Development and Validation. Candidate should have basis understanding of different wholesale portfolios such as Corporate,

- NBFI's, SME, MME and Large and global enterprises etc. He/she should be able to validate models used for different regulatory perspective such as OCC/FRB, EBA Guidelines and PRA regulations.

- Candidate should have good understanding of various stress testing models such as CCAR/PRA or Basel II and III regulatory models. Person should be familiar with concept of time series modelling and its use in different stress testing exercises.

- Enthusiasm for proactively seeking, exploring and developing use cases for new data and/or tools/wider industry trends

- Candidate should be able to go through vast range of documentation and come up with concise set of questions highlighting model risk in the model.

- Excellent written and verbal communication skills. Ability to develop and effectively communicate complex concepts and ideas

Women-friendly workplace:

Maternity and Paternity Benefits

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