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18/03 Priya
Associate Consultant at Black Turtle

Views:22868 Applications:1047 Rec. Actions:Recruiter Actions:524

Executive/Senior Executive/Assistant Manager - Credit Risk/Market Risk - Model Development (1-7 yrs)

Bangalore Job Code: 904593

Location-Bangalore

Role Purpose

Skills- Retail Credit risk,Market Risk,Climate Modelling, SAS, Python, PD LGD Model Development

Roles and Responsibilities

Designation Assistant Manager

Senior Reporting to Manager

Role type

Individual contributor/Supervisory

Employment type Full-time or fixed-term staff

We are recruiting for Assistant Manager Senior in the Statistical & quantitative Modeling team. Your responsibilities will include:

- Work with our clients in the US, UK, Australian and South-East Asian market to assist them in credit and market risk engagements pertaining to model development/validation, credit policy review, credit origination process review.

- Key engagement responsibilities would be:

- Advanced degree in mathematics, statistics, econometrics, financial engineering or computer science;

- At minimum 3-5 year of quantitative modeling aptitude/experience with a large global financial institution or consulting firm;

- Previous professional experience developing or validating statistical models used for CECL,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.;

- Strong conceptual and technical knowledge of risk concepts and quantitative modelling techniques i.e. logistic regression, linear/nonlinear regression, time series, machine learning or similar technique;

- 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;

- Proactively work with AM and Managers for key deliverables in line with Project requirement

- Model development of one or more of CCAR/DFAST/ IFRS 9 modelling and PPNR including Stress Testing, Balance Sheet forecasting, Deposit Modelling/PD/EAD/LGD, Loss Forecasting, Underwriting scorecard, Credit Scoring and other behavioural models

Job Requirements :

Mandatory Skills :

Qualifications: Advanced degree in Math,Statistics, Economics or anyother Analytical disciplines from IIT/ISI OR any other tier 1institute or B.Ttech. + MBA infinance.

Additional certifications: ProfessionalCertification such as FRM, CFApreferred

Total Experience: Prior experience of 6-83-5yearsworking in the RiskManagement/Analytics division in large banksand/or tier 1 consulting organizations like Big 4 orcaptives of top tier banks is preferred

Candidate should be flexible to work on diverse/multiple assignments depending on business requirement

Preferred Skills :

- Personal drive and positive work ethic to deliver results within tight deadlines and in demanding situations without compromising on quality, and ethical standards and values

- Excellent written and verbal communication skills

- Team player

- Self-driven

- Ability to work independently and motivate team members

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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