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27/05 Iram Khan
Recruitment Executive at Techsist Solutions

Views:545 Applications:137 Rec. Actions:Recruiter Actions:114

Credit Risk Model Developer - Big4 (1-10 yrs)

Bangalore/Gurgaon/Gurugram/Mumbai Job Code: 930217

We are recruiting for Executive/Senior in the Statistical & quantitative Modeling team. Your responsibilities will include :

- Work with our clients in the US, UK, Australian and South-East Asian market to assist them in credit and market risk engagements pertaining to model development/validation, credit policy review, credit origination process review.

Key engagement responsibilities would be :

- Advanced degree in mathematics, statistics, econometrics, financial engineering or computer science;

- Previous professional experience developing or validating statistical models used for CECL, CCAR/DFAST capital stress testing (Pre-Provision Net Revenue models, operational risk models), retail and wholesale credit loss projections (PD, LGD, EAD), Anti-Money Laundering (AML), market risk models (Value at Risk models, interest rate risk models, counterparty credit exposure models) etc.;

- Strong conceptual and technical knowledge of risk concepts and quantitative modelling techniques i.e. logistic regression, linear/nonlinear regression, time series, machine learning or similar technique;

- Proven track record in the development of extensive (80-100 page-plus) model development technical documentation for consumption by internal validation group and regulatory entities; very strong technical writing skills is a must;

- Demonstrated knowledge of database management and manipulation including knowledge of SQL;

- Advanced programming skills in at least one supported statistical programming environment (SAS, R or Python) with intermediate programming skills in at least two;

- Proactively work with AM and Managers for key deliverables in line with Project requirement

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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