Expert - Wholesale Model Development

We are looking out for Model Development expert for Bangalore based consulting firm.

Domain - Wholesale /Corporate portfolio

Experience - 4- 9 years

Skill - Model development or Model Validation along with R or Python

Responsibilities:

- Managing multiple projects in multiple geographies

- Handling teams of multiple projects across different areas of analytics, risk management etc.

- Handling pre sales meetings with clients

- Keeping track of latest regulatory updates & preparing offering on them

- Client Handling - Understanding client requirements, problems etc.

- Preparing presentation and presenting it to Senior Management

- Liaison with clients for understanding their problems & providing appropriate solution

- Preparing presentations and other documents as per client requirements

- Doing independent research to come up with innovative solutions/ideas

- Provide thought leadership and hands-on experience for ongoing initiatives

- Train and guide team of consultants

Will be responsible of different project ranging from:

- IFRS 9 Model Development & Validation for Corporate/Wholesale portfolio

- Developing & Validation Rating Models for Corporate banking portfolios

- Developing & Validating LGD and EAD models for Corporate/Wholesale portfolios

- Work on different types of wholesale portfolio models including Large Corporate, Mid Corporate,SME, Sovereign, FI, HNWI, Project Finance, etc.

- Developing/Calibrating MRS of banks

- Stress Testing Models

- Developing/Reviewing ICAAP & RAROC Models