Senior Assistant Vice President - Risk Modeling - Banking Domain - IIM/ISB/MDI/FMS (5-15 yrs)
We have an urgent requirement for Risk+Fraud Modelling.
Looking candidates from tier 1 institute
CTC - Max 60 lacs fixed
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.