Senior Assistant Vice President - Risk Modeling - Banking Domain - IIM/ISB/MDI/FMS

We have an urgent requirement for Risk+Fraud Modelling.

Looking candidates from tier 1 institute

CTC - Max 60 lacs fixed

Banking domain

Location : Ggn /Bangalore

Exp : 8+

- Looking for a strong professional with experience in model development of PD/EAD/LGD Credit Risk models (Model validation / Model development)

- You will develop, maintain and upgrade models used for Regulatory Capital and Impairment calculation for the Basel (AIRB) and IFRS 9 work streams respectively.

- Working knowledge of other aspects of credit risk models including data extraction, model performance assessment, model validation, implementation and documentation.

- Ability to write and execute programming codes in SAS.

- Excellent communication and networking skills to deliver high quality client services.