Senior Consultant - Model Validation - BFSI

- Participate in the creation, execution and maintenance of complex and critical models and their independent validation

- Participate in setting up and building highly effective risk assessment process for a lending business which offers structured credits solutions to large private equity and private debt funds

- Develop SAS/ SQL/ Python based risk models and strategies for regulatory compliance and portfolio risk management

- Bringing in industry best practices and consultative inputs to help deliver advanced risk analytics

- Take up excel based user stories, visualize, design and develop Excel Macros with VBA & Excel Formula skills

Desired Skills :

- Masters in Finance, Math, Economics, Statistics or other quantitative disciplines Minimum three years experience in model development

- Experience in credit risk analytics, with primary competency in risk and regulatory modelling for a financial institution

- Experience across model types: Credit Decision, Stress Testing, PD/LGD/EAD, Loss forecasting, IRB/AIRB and provisioning models (CCAR, CECL, IFRS 9, etc.)

- Experience in advanced modelling techniques will be an added advantage, including Regression Models, Segmentation, VAR modeling, Time Series analysis, TPM, Survival models etc.