Manager/AVP - Model Building & Validation

Job Description:

- Estimation and validation of PD, LGD, CCF for corporate / retail portfolios

- Develop and maintain various financial models: corporate credit scorecards, market risk / liquidity risk models, trading models Tracking model performance, suggesting improvements and implementing approved changes

- Link model output to business decisions

- Handled corporate scorecard, credit risk, market risk model building assignments in the Banking & Financial Services space.

Academic Qualification, skills:

- M.Sc. Maths / Stats / Economic / Physics, MBA, Engineers from top institutes

- Proficiency in statistical packages like SAS is preferred.

- Familiarity with SQL is preferred.

- Certifications like FRM, PRM would be added advantage.