Leadership Role - Basel Modeling - BFSI

Job Description :

Exp : 9 yrs - 12 yrs

Location : Bangalore

Role : Associate Vice President AVP (Leadership role)

Educational qualifications :

- Bachelors or Masters in mathematics/ statistics/ economics

- Work in the quantitative modelling team

- Looking for Subject Matter Experts in CCAR Modelling OR BASEL modelling OR Stress Testing. SAS experience is must.

The candidate will be working on risk modelling assignments including:

- Experience in Model Monitoring & model Validation of Credit risk model -PD, LGD, EAD, VaR (credit risk, market risk).

- Model Development, Model validation, Model

- Enterprise risk/stress testing models - loss forecasting, econometric modelling

- Collaborating with Model Risk Management

- Retail Basel systems (PD, LGD, EAD Segmentation and Quantification), Operational Risk and Enterprise Wide Stress Testing -

Skills Required :

- Experience in SAS for modelling risk

- Deep Hands on experience in Model Monitoring / Validation.

Shruti Gupta
080-66560210-
in.linkedin.com/in/shrutigupta12/
CareerNet Consulting-