These roles are with a Leading MNC Bank, Based out of Bangalore, which offers fantastic work life balance and compensation :- - People having hands on experience on Credit risk model validation May only Apply. - Support the development of AIRB (PD,EAD,LGD) and non-AIRB estimates validation framework - Assist with the development of the Asia Pacific Retail Validation Framework, including developing and maintaining a comprehensive model performance monitoring framework - Support the optimization of Bank internal processes and tools by focusing on: - Risk reporting and scorecard monitoring - Data cleansing and data quality &nbsp;- Increasing process automation and &nbsp;quality control procedures and testing - Assist with regular reporting on model performance - Ensure model developments conform to Bank's approved build standards - Contribute towards validation and testing of new or changed credit risk models prior to their implementation. - Establish effective and repeatable processes for the validation and monitoring of retail credit risk models Ideal Candidate: - Graduate/Post graduate qualifications in statistics, econometrics or mathematics - Significant experience in building credit scoring and other credit risk models across a broad range of retail products (6+ years) - Good Knowledge of Expert Systems, Regression Models, Simulation Models, Decision Trees, Analysis of Survival data - Advanced statistical software skills, including SAS, Access and Excel. - Advanced SQL skills - Experience in developing and automating risk MIS - Effective verbal and written communication and business engagement skills - Strong focus on quality control and attention to detail - Knowledge of the Basel 2 regulatory framework and capital measurement techniques (incl. PD, LGD, EAD models) - Exposure to Wholesale/Corporate Credit Models - Risk management and model building experience in Operational or Market Risk - Knowledge of Retail or Wholesale Credit Decision Systems and associated infrastructure - Advanced VBA skills - Strong project management skills - ability to lead multiple projects/work on completing priorities - Good-Knowledge / Experience with using Mainframe systems, Client / Server systems, Relational Databases and performing data extraction About the Client: The client is a Leading MNC Bank, which offer's fantastic Work life balance and compensation.

Bangalore

Manager - Credit Risk Model Validation - Bank  

Manager - Credit Risk Model Validation - Bank   ,Job Description for Manager - Credit Risk Model Validation - Bank   in Asterion in  Bangalore for (6-10) years of experience. Apply Now!

Job Description for Manager - Credit Risk Model Validation - Bank   in Asterion in  Bangalore for (6-10) years of experience. Apply Now!