Posted By
Posted in
Banking & Finance
Job Code
300455
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-
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Posted By
Posted in
Banking & Finance
Job Code
300455