Product Manager - Credit Risk Modelling

Experience: 10 to 14 years

- Minimum 8-10 years of relevant experience in banking or finance performing model development, validation and Monitoring role.

- Should have hands-on model development & validation experience on IFRS9/Basel PD, EAD and LGD models

- Exposure to other models such as regulatory models, pricing models, fraud analytics would be a definite plus

- Exposure to technology products, implementation cycles would be an advantage

- Worked on requirements gathering phase with client business analysts to understand and document the requirements

- Should have strong quantitative and risk management experience in reputed bank/institutions/big4 consultancy/well known analytical companies

- Functional involvement across the project life cycle (requirements gathering, functional use cases and reviews)

- Minimum than 3-5 years of hand-on experience in Python/SAS/R

Good to have skills :

- Advance quantitative degree/ risk management certification (FRM/ CFA)

Artificial intelligence model development experience including NLP and Deep learning in financial institution set up

Please share your profile with the below details

Relevant Experience in the below:

- Model development -

- Model Risk Management -

- Relevant experience in SAS/R/Python (3-5 years minimum) -

Work Location: Chennai / Bangalore / Mumbai - should be willing to travel Chennai when required.