Responsibilities and Duties : - Review and convert various Basel credit risk models (e.g. rating model, PD, LGD and EAD models) to R codes - Review and convert various IFRS 9 ECL impairment models (e.g. lifetime PD / LGD / EAD, SICR, and macroeconomic forecasting models) to R codes - Review and convert behavioural models (e.g. prepayment, roll-over) or other statistical models (e.g. loan pricing model, ICAAP model, stress testing model) to R codes - Review and convert model validation statistics and algorithms to R codes - Define the requirements for model repository management, model lifecycle management, and model approval workflow Qualifications : - More than 5 years of multiple model building and validation experiences - R-coding skillset and experiences - Banking industry or credit risk management experiences

Gurgaon/Gurugram

Mumbai

Financial Modelling Role - R Code - Big4 

Financial Modelling Role - R Code - Big4  ,Job Description for Financial Modelling Role - R Code - Big4  in Big4 in  Gurgaon/Gurugram Mumbai for (2-7) years of experience. Apply Now!

Job Description for Financial Modelling Role - R Code - Big4  in Big4 in  Gurgaon/Gurugram Mumbai for (2-7) years of experience. Apply Now!