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19/03 HR
Managing Director at Edge In Asia Recruitment Private Limited

Views:3070 Applications:68 Rec. Actions:Recruiter Actions:48

Senior Model Development - Wholesale Credit Risk - BFSI (6-10 yrs)

Bangalore/Delhi NCR Job Code: 677323

Opportunity with one of the leading international bank aggressively expanding Wholesale - Credit Risk team hence looking to hire senior hands-on quantitative Model Development professional who will report to the global onshore leader

Job Responsibilities:

- Wholesale Credit Risk team develop models for capital (Basel), impairment (IFRS9), and stress testing (CCAR, PRA, EBA)

- Model outputs are utilised across a range of risk metrics, including RWA, pricing, Economic Capital, and for credit sanctioning.

- Manage key stakeholders and data projects in support of regulatory model submissions

- Thorough and deep analysis for modelling data, and preparation and documentation of data for model development

To be eligible for this role you will require:

- Should have strong hands-on exp on building Statistical Models, Performing analysis to answer immediate business questions.

- Should have a Master's in a quantitative field of study, such as statistics or economics, from a top engineering university.

- Must have R OR Python hands-on experience

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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