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29/10 Pushkaraj
Quant Finance Recruiter at Sai Consultancy

Views:1649 Applications:242 Rec. Actions:Recruiter Actions:57

Credit Risk Modelling Role - Model Development - BFSI (2-8 yrs)

Metros Job Code: 1332058

CREDIT RISK QUANT - Modelling and Development only.

1. Credit Risk Regulatory Quant

Strong Basel II/III IRB, IFRS9 model development (PD/LGD), Scorecards (Wholesale/Retail) modelling / Model Validation (IRB, IFRS9, CRD4 , CECL , CCAR ) Data Modelling ( RB, IFRS9, CRD4 , CECL , CCAR ), Model Development (RB, IFRS9, CRD4 , CECL , CCAR ), Model Monitoring (RB, IFRS9, CRD4 , CECL , CCAR )

a. One of SAS, Python is must

b. Prefer people with M.Stat/Math/Engineering background

2. Credit Risk Regulatory Quant

Model Validation ,Data Modelling, Model Development , Model Monitoring

- Location - Open

- Upto 6 years

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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