Credit Risk Model Validation Role - Big4

Hiring for one of the big4 (Credit Risk Model Validation)

We are hiring for one of the big4 across Executive, AM level.

Location: Gurgaon, Bangalore.

Exp.: Executive ; 1 to 3 Years, AM - 5 to 8 Years

Job Requirements:

Mandatory Skills:

Qualifications:

- Advanced degree in Math, Statistics, Economics or any other Analytical disciplines from IIT/ISI OR any other tier1 institute or Any Graduate + MBA in finance with relevant experience/exposure.

- Additional certifications: Professional Certification such as FRM, CFA preferred

- Total Experience; Prior experience of 1-3 year (Executive) / 5-8 years (AM) working in the Risk Management/Analytics division in large banks and/or tier 1 consulting organizations like Big 4 or captives of top tier banks is preferred

Preferred Skills -

- Experience in valuation of derivatives or structured products, development or validation of pricing models across various classes viz., Equities, Credit, IR, FX, IFRS9, IRB Commodities etc.,

- Strong understanding of regulatory requirements related to model risk management including but not limited to SR11-7/SR15-18/CCAR/DFAST/CECL

- Excellence in probability theory, stochastic processes, partial differential equations, numerical analysis, option pricing theory (quant models for pricing and hedging derivatives).

- Sound knowledge of various simulation techniques like Monte Carlo Simulation etc.,

- Programming skills; SAS, R, Python. Expertise is one of these programming languages is a must. Programming ability in C++ would be a plus

- Personal drive and positive work ethic to deliver results within tight deadlines and in demanding situations without compromising on quality, and ethical standards and values

- Excellent written and verbal communication skills

- Team player

- Self-driven

- Ability to work independently and motivate team members