Quant Finance Recruiter at Sai Consultancy
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Credit Risk Modelling Role - Model Development - BFSI (2-8 yrs)
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
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