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15/05 Avanika Singh Chauhan
Team Lead at Techsist Solution

Views:119 Applications:31 Rec. Actions:Recruiter Actions:14

Manager - Credit Risk Model Validation - Financial Institution/Consulting Fir (8-12 yrs)

Bangalore Job Code: 822361

- 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;

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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