30/06 Meryl
Consultant at Black Turtle

Views:375 Applications:68 Rec. Actions:Recruiter Actions:19

Manager - Model Monitoring/Validation - Investment Bank (8-12 yrs)

Kolkata Job Code: 831018

The job holder is expected to:

- Be a part of model monitoring projects globally to harmonize and coordinate with regional activities.

- The Manager - Decision Sciences, Model Monitoring role is responsible for providing necessary analytical support to the Senior Management in preparing the model monitoring reports following the established IFRS9 standards

- The Manager is expected to keep oneself updated of the tools and techniques used in the model validation

- Prior knowledge on R, Python, Tableau is plus.

- Working knowledge in SAS is mandatory.

- Participate to global initiatives as well as cross-risk projects

- Maintains internal control standards, including timely implementation of internal and external audit points together with any issues raised by external regulators.

Skills/Experience Required

Qualifications

- At least Masters in any of the following fields:-

- Economics

- Engineering (or B-tech with relevance experience)

- Stats/Maths

- MS / MBA in Finance

Experience

- At least 5 years of professional experience in financial services in risk domain

- Understanding regulations of different countries from impairment perspective is crucial

- Candidate should be hand on and should know in depth concepts of PD, EAD, LGD model, impairment calculation

- Prior experience in model development and/or validation in wholesale credit is a plus

- Understanding of regulatory implications and relevance

- Management of project teams, both direct and matrix

Skills

- SAS, Tableau

- Knowledge of wholesale credit risk and global banking and market products as well as Basel 2 and Basel 3 framework

- Prior experience in IFRS9 model in plus

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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