AVP/VP - Wholesale Credit Risk Model - Financial Services

We are hiring for a leading Financial Organisation based at Delhi/NCR

Position: VP/ AVP Level

Experience: 6-15 yrs in Wholesale credit Risk/ Credit Risk / AML Analytics, Model development with Good knowledge in Python OR R

Role & Responsibilities :

- Responsible for development of Wholesale credit risk models like PPNR, CCAR, PD, LGD, EAD.

- Support the development, calibration, monitoring, and documentation of credit risk models in line with regulatory requirements

- Validate and maintain Models performance to required standards

- Enhance model management through automation and development of monitoring packages

- Interaction with Stakeholders to understand the requirement

- Good Knowledge in PPNR, CCAR, Basel, IFRS9, PD, LGD, EAD models or AML Models