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25/05 Neelam Gupta
Principal Consultant at Quest HR

Views:3296 Applications:32 Rec. Actions:Recruiter Actions:28

VP - Wholesale Credit Risk Modeling - Investment Bank (8-10 yrs)

Noida Job Code: 701933

Overall purpose of role

- Support the development, calibration, monitoring and documentation of credit risk models in line with regulatory requirements, e.g. Basel, CRR, CCAR, IFRS9

- Enhance model management through automation and development of monitoring packages

Key Accountabilities

- Calibrate new credit risk models, contributing to the development through approval

- Validate performance of new models; develop and deploy model monitoring scripts

- Maintain model documents to required standards

- Manage parts of complex projects, liaising with stakeholders to ensure project progress

- Motivate team members and junior staff to deliver high quality output within tight deadlines

Essential Skills/Basic Qualifications:

- Post-graduate degree in a quantitative discipline, such as Statistics, Mathematics, Econometrics, Physics, Engineering, with experience of developing and applying statistical models within credit risk domain

- Excellent knowledge of statistics, e.g. regression analysis, reject inference, decision trees, confusion matrix, cross-validation

- Numerical programming ability using R and/or Python, and working experience with SQL

- Experience in data visualization, cleaning, and feature extraction

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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