Risk Modeler - CCAR Credit Team

One of our clients who is leading investment banking firm with presence across globe, planning to expand CCAR Credit team in Mumbai. Hence, actively looking to hire candidates with at least 4+ years of hands-on risk modelling (credit/market risk) within an investment bank or associated consulting firms.

This is an excellent platform for personal and professional development within a highly committed and collaborative team in an international and fast-paced environment.

Some of the key responsibilities will include:

- Developing and enhancing CCAR stress testing models and other regulatory credit models.

- Ensure adherence of the models to the expected internal and external standards.

- Deliver top service to our partners by supporting the complete model life cycle phase covering model development, implementation, validation, testing, governance, and maintenance.

To be eligible for this role you will require:

- Qualified degree in economics, science, technology, mathematics, engineering.

- Excellent quantitative and statistical modelling skills, specifically a deep understanding of OLS and Logistic regression techniques.

- Proven experience of working with R/Python/SAS.

- FRM/ CFA certification would be an advantage.