Managing Director at Edge In Asia Recruitment Private Limited
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Senior Model Development - Wholesale Credit Risk - BFSI (6-10 yrs)
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
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