Associate Consultant at CareerNet Consulting
Views:4899 Applications:119 Rec. Actions:Recruiter Actions:84
Manager/Lead/AVP - Credit Risk Analyst - BFSI (6-9 yrs)
Job Description :
- Banking Captive in Bangalore for IMR Team (Independent Model Review): Model Review, development (CCAR models, PD, LGD, EAD, Basel Models) Model Development people will be apt for this role after training for model reviewing as they are aware of the entire end to end process of the model development process.
- End to End model review which includes what kind of objective for the model development, kind of data, kind of model validation, implementation, monitoring whether the models are performing according to the objectives.
- High-end Credit risk model development (PD, LGD, EAD), CCAR stress testing models, strong regulatory knowledge.
- Proficient in SAS, and Python, SQL
- This role will expose the person to have rich experience at every stage of the model development process.
- This is not just a validation role. Therefore, this role is one step ahead of model development as the person will be working at every stage for the checks.
- A person who is aware of the new methodologies, market dynamics, regulatory knowledge Model Development + Regulatory knowledge will be an added advantage.