Our client is global Asset Management firm focusing on Asset & Liability Management, Risk Management, Economic and Investment data analysis.
They are looking to hire candidates in Credit Risk Model Development team.
Job Responsibilities:
- Responsible for developing, maintaining, and expanding existing Credit Risk Models
- Challenge existing models and model assumptions and implement model improvements.
- Perform statistical and economical assessments of model quality and mitigate potential shortcomings.
- Responsible for maintenance of model documentations
Essential Qualification and Skills:
- Master's/bachelor's degree in a quantitative discipline, such as Statistics, Mathematics, Quantitative Finance or Applied Economics and related fields.
- Relevant experience in one of the following areas: development of statistical models, analyses, and reports; model validation; data science; business planning; consulting; strategy; asset management.
- Experience in Retail/Commercial Banking Risk Model Development.
- An excellent knowledge of statistical programming and coding in R or Python.
Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days, we regret to inform you that your application for this position was unsuccessful.
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