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HR at Callisto Talent Solutions Private limited
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VP - Credit Risk Model Validator - Investment Bank (10-12 yrs)
Our client is the world's largest and only truly global wealth manager. They operate through four business divisions: Global Wealth Management, Personal & Corporate Banking, Asset Management, and the Investment Bank.
They are looking for an expert in credit risk model validation with at least 8+ years of experience in investment banking domain.
Job Responsibilities :
- Responsible for the independent validation of the credit risk models (IFRS9, IRB, PD, LGD) used for Pillar-I, CCAR, IFRS-9 and internal and external stress testing
- Check appropriateness of assumptions, parameters, model calibrations, qualitative or expert adjustments
- Review outcome, impact, or benchmark analyses and develop a benchmark model (as appropriate)
- Evaluate the model risk, including model robustness analysis, identification of limitations, and their assessment.
- Document the assessment to the required standards.
- Collaborate with model developers and communicate with key stakeholders across the institution.
Essential Qualification and Skills:
- Qualified degree in a quantitative field (e.g., econometrics, financial economics, financial mathematics, statistics, engineering, physics, mathematics)
- Good computing and programming (coding) skills and experience utilizing programming languages such as R or Python.
Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days, we regret to inform you that your application for this position was unsuccessful.
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.
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