Job Location: - Mumbai About our Client: - A leading, global firm with an illustrious range of financial and asset management services serving different market regions across the globe. An exciting opportunity for a risk model developer aspirant to work with one of the world's leading banks with global clientele of private banking, asset management & investment banking. The role requires a sharp modeler with hands on experience in Credit Risk Analytics willing to work in the financial capital of India. Being a part of their Credit Risk Analytics team, you would be responsible for: - Working on multiple projects across geographies & reviewing RWA calculations for Credit Risk for Wholesale/Commercial and Retail Exposures in accordance with relevant regulatory requirements & frameworks - Providing solutions in BASEL II A-IRB and IFRS9 Credit Risk parameter (PD, LGD, CCF modeling) estimation - Leading multiple projects and have extensive experience in Model Development, Validation and Calibration, LDP Modeling, Scorecard Development, Economic capital modeling, BASELIII /CCAR norms. - Developing Credit portfolio models, performing stress testing for Corporate Portfolio & computing risk using Monte Carlo methodologies/back testing - Extensive tactical data analysis and model development for client engagements using a variety of programming languages - Serving as subject matter authority on financial and statistical markets model development and validation expertise The Successful Candidate: - A seasoned risk management professional with advanced degree in finance, mathematics, econometrics, engineering or other quantitative subject with over 4-9 years of experience in Credit Risk Analytics & Model development. - Strong knowledge of regulatory requirements such as SR 11-7, Basel III and CCAR guidelines with experience in various model validation tests like sample backtesting, sensitivity analysis (Macroeconomic scenario based stress testing), contribution analysis etc. - Hands on experience in Analytics, PD/LGD/EAD Modelling, Credit Risk, Model Validation, Regulatory Reporting, RWA Calculation, CCAR,VAR. - Knowledge and exposure in various financial products like Credit derivatives, OTC products, Swaps, Securitization, CDO's etc. - Good experience in any programming languages/databases such as R/Python,Java,VBA, Matlab, or Ms Access, SQL, Oracle etc. - Prior experience in domains like commercial banking, retail banking, treasury, investment management and strong knowledge of risk data analysis and development, strategy design and delivery deployment. - Having an exceptional track record in project delivery, stakeholder management and thought leadership, with strong quantitative and analytical background What Is in it for You: - A meritocratic culture with great career progression - Fast track career growth. Reach Us: If you think this role will add value to your career, kindly write me an email along with your updated CV and I will get in touch with you for a confidential discussion on the role.

Mumbai

AVP - Model Development - Credit Risk/Market Risk - BFSI 

AVP - Model Development - Credit Risk/Market Risk - BFSI  ,Job Description for AVP - Model Development - Credit Risk/Market Risk - BFSI  in Crescendo Global in  Mumbai for (4-10) years of experience. Apply Now!

Job Description for AVP - Model Development - Credit Risk/Market Risk - BFSI  in Crescendo Global in  Mumbai for (4-10) years of experience. Apply Now!