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Recruiter - Corporate HR at Crisil
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CRISIL - Quant Analyst - Credit Risk/Market Risk - Model Development & Validation (3-8 yrs)
Job Duties :
- Role will require closely working with the Model Development/Model Validation/Risk
- Management team at one of the largest US/European financial firms.
Key responsibilities include helping the bank with various aspects of the model risk management (first line or second line) and regulations :
- The candidate would be working on CECL/IFRS9, CCAR/DFAST, EBA/PRA/BoE, Basel related projects across risk types and products
- Understanding advanced modelling and validation methodologies and documentation
- Developing and executing test plans to make sure the compliance with regulatory guidelines, analyzing model weaknesses, benchmarking to external vendor models, documenting and reporting the results.
Candidate Requirement :
- Good understanding of SR11-7, different regulations, Financial Markets and Banking in the area of Risk Management; familiarity with multiple asset classes will be a plus.
- Experience in model development, model validation or stress-testing
- Should have good understanding of regulations such as BASEL 2/2.5/3, EBA, Dodd-Frank Act. CCAR etc and its implication for banks
- Good Analytical/Numerical experience demonstrated by cutting edge quantitative/statistical analysis projects and experience with statistical packages such as Python/SAS/R/Rshiny/MATLAB will be a plus
- Excellent communication skills, both written and oral
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.
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