Assistant Manager/Manager/AVP - Model Development

Position : Assistant Manager/Manager/AVP

Location : Kolkata/Bengaluru

Role : Model Development

Job Description :

Experience

- 5+ experience in regulatory risk model development, Economic Capital, Stress testing, risk management is preferred

- Understanding of commercial banking and wholesale related products would be added plus.

- Advance SAS / R / Matlab / Python knowledge is pre-requisite for the role

Skills

- Good risk modeling skills with experience to work under regulatory framework

- Good understanding of wholesale risk and risk systems

- Understanding of regulatory policy and implications and relevance

- Exposure to wholesale credit risk Model Development (in areas of IRB or Stress Testing or IFRS9)

- Business change management experience

- Management information and reporting design experience

- Virtually leading and managing various kinds of analytics projects

- Willing to work with colleagues in other areas/time zones where appropriate

- Analytics project and (or) regulatory reporting skills

- Excellent MS Office skills, SAS, Matlab

- Data manipulation and number crunching

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