Manager - Basel - Model Development & Validation - Bank

- We are hiring for a leading international bank based out of Bangalore location.

- Looking for somebody who has experience into model development, validation and implementation of Basel Models.

- Responsible for estimation of Basel, PD, LGD, EAD parameters.

- Calculate RWA, EAD, EL and capital impacts.

- Carry out sensitivity analysis for various business actions/strategies.

- Reporting for Basel parameters as and when required.

- Maintain requisite documentation in accordance with team procedures.

- Should have good experience into Regulatory terms.

- Analytics Decision Sciences team is responsible for handling projects to support the modeling \ forecasting needs within the financial services portfolios for a large global bank across one or more geographical regions. The work would primarily involve use of customer/operational data and application of statistical tools and techniques to achieve following

- Developing statistical, Financial and judgment based models to enhance the business decision making.

- Support business functions like forecasting & reserving.

- Continuous monitoring of models \ forecasting trends in place and provide analytical recommendations for the same to the senior management.