Senior Consultant - Credit Risk Quant

1. Credit Risk Regulatory Quant

Strong Basel II/III IRB, IFRS9 model development (PD/LGD), Scorecards (Wholesale/Retail) modelling/Model Validation (IRB, IFRS9, CRD4, CECL, CCAR ) Data Modelling (RB, IFRS9, CRD4 , CECL , CCAR), Model Development (RB, IFRS9, CRD4 , CECL, CCAR), Model Monitoring (RB, IFRS9, CRD4 , CECL , CCAR )

a. One of SAS, Python is must

b. Prefer people with M.Stat/Math/Engineering background

2.Credit Risk Regulatory Quant

Model Validation , Data Modelling, Model Development , Model Monitoring

- Location Open

- Upto 6 years

- Upto Senior Consultant

NOTICE PERIOD-Immediate/Max 60days

CTC-As per Market Standards