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07/10 HR
Managing Director at Edge In Asia Recruitment Private Limited

Views:266 Applications:62 Rec. Actions:Recruiter Actions:47

Model Development/Validation Role - Credit Risk (4-7 yrs)

Mumbai Job Code: 854337

Our clients are leading financial institution based out of Mumbai location seeking for experienced individuals into Quant/ Model Validation/ Model development role at AVP level having expertise in credit risk.

Responsibilities :

- Bring innovation to the Model Validation Group in the assessing, reviewing and validating of risk models

- Preferred experience in PD, LGD & EAD Models

- Validation of statistical and stress testing models for primary (e.g. market) and consequential (e.g. operational) risks

- Research and document best practices when validating a new model, including understanding regulatory requirements and establishing a data model

- Collaborate with model developers in order to safeguard quality of risk models

- A university degree in quantitative finance, statistics or numerical discipline

- Some experience or strong interest in the financial services industry, preferably in risk management

- Solid coding skills in R, MATLAB, C++ or Python (SQL a plus)

- Excellent analytical skills

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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