Senior Credit Risk Modeller - Investment Bank - IIM/MDI/ISB

An exciting opportunity to join the Scenarios Stress Testing Team within CRM. The team is responsible for developing and enhancing current stress testing framework and methodology as part of the credit risk team, as well as analyzing the portfolio of the bank. The team analyzes the overall credit risk scenario exposure of the bank.

Role/Responsibility:

- Support the strategic scenario infrastructure initiative; define and document business requirement for credit risk stress testing for strategic implementation

- Driving Regulatory framework changes relating to Stress Testing; working closely with Business

- Maintaining a strong communication and by explaining at a suitable level movements and drivers of the various models and approaches used within Credit Risk

- Develop stress testing framework and methodology

To Qualify you will require:

- Need Top Tier institute pass out with 3 - 7 Years of Credit Risk Methodology / Model Validation / Structuring / Pricing experience in Investment Banks or related consulting and third party firms.

- Hands-on professional with strong understanding of Investment banking products

- Knowledge on programming, algorithm.