Regulatory Model Developer/Lead Quantitative Analyst

Regulatory Model Developer/Lead Quantitative Analyst

Skill to Evaluate: Credit risk, Python, GCP, Regulatory Reporting, CCAR, Basel 3+, IFRS9

Experience: 6 to 12 Years

Location: Bangalore, Kolkata, India

Job Description:

Responsibilities:

- The candidate will work as a Python Model Developer/Monitor in the credit risk domain and must have strong prior credit risk modelling experience.

- The candidate will be involved in interpreting, and translating the regulations into Python models

- The candidate will be 'porting' the developed models to GCP platform post development

- The role will require active communication with senior modelers, code-walkthroughs and associated documentation

- The candidate will be expected to work actively to align himself with the coding framework, and is expected to be a self-starter, requiring minimum handholding

Qualifications:

- 7+ years of experience in credit risk model development/validation roles with excellent hands-on Python coding experience.

- The candidate must have prior experience in interpreting and understanding global regulatory guidelines, specifically, PRA, HKMA regulations, e.g. BASEL 3.1, CCAR, IFRS9 etc.

- Experience with tools, economics and strengths/weaknesses of GCP ecosystem is a strong plus

- Candidates with strong communication skills and Graduates from STEM fields will be strongly preferred