Credit Risk & IFRS9 Modelling Role - Bank

Credit Risk & IFRS9 Modelling

Our client is one of the global reputed MNC's which provides industry-focused services for clients across geographies. We are currently looking for a skilled professional to join their Credit Risk Modelling team in Mumbai or NCR.

Some of the key responsibilities will include:

- Conducting specialist reviews and audits of IFRS 9 credit risk models for the banking clients in the UK.

- Providing guidance and advice to banks on future generations of IFRS 9 models and IFRS 9 forecasting.

- Assisting in the development and attestation of IRB capital models, ensuring compliance with CRR regulations.

- Collaborating with Model Validation teams to perform end-to-end validation activities for various models, including IFRS 9, IRB, Market Risk, and Algorithmic models.

To be eligible for this role you will require:

- 3-4 years of experience in credit risk modelling or related fields, strong general knowledge of credit risk concepts.

- Proficiency in at least one technology: SAS, SQL, R, Python.

- Experience in credit risk modelling across Retail or Wholesale portfolios.

- Familiarity with SR 11-7 regulation by the US Federal Reserve and the IFRS 9 Standard by the IASB.