Team Lead at Techsist Solution
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Manager - Credit Risk Model Validation - Financial Institution/Consulting Fir (8-12 yrs)
- Advanced degree in mathematics, statistics, econometrics, financial engineering or computer science;
- Should have 8+ years of relevant Experience in Credit Risk Model Validation
- Experience in quantitative modeling aptitude/experience with a large global financial institution or consulting firm;
- Managing multiple junior analysts in the execution of the quantitative analyses supporting each project-related deliverable;
- Previous professional experience developing or validating statistical models used for CCAR/DFAST capital stress testing (Pre-Provision Net Revenue models, operational risk models), retail and wholesale credit loss projections (PD, LGD, EAD), Anti-Money Laundering (AML), market risk models (Value at Risk models, interest rate risk models, counterparty credit exposure models) etc.;
- Should have developed Complex Credit risk model.
- Previous experience in client facing environment, ability to handle technical conversations with onshore and client teams
- Proven track record in the development of extensive (80-100 page-plus) model development technical documentation for consumption by internal validation group and regulatory entities; very strong technical writing skills is a must;
- Demonstrated knowledge of database management and manipulation including knowledge of SQL;
- Advanced programming skills in at least one supported statistical programming environment (SAS, R or Python) with intermediate programming skills in at least two;
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