Assistant Manager - Credit Risk Modelling - Professional Services Firm

Role : Assistant Manager

Reporting to : Senior Manager

We have an opening with a professional services client in the credit risk modelling space. The role is open across Bangalore, Delhi and Kolkata at various levels. The job entails

- The candidate would have to work on PD, LGD, EAD, IFRS 9 models. The role would involve working on portfolio and regulatory risk models.

- The role would involve validation of models and development of models (where the case maybe) to provide insights on input data, model methodology and design, output testing including scenario and sensitivity analysis, model benchmarking.

- A candidate in this role is required to have in depth knowledge of credit risk management for credit portfolios. Knowledge of IFRS 9 will be an advantage.