AVP - Credit Risk - Investment Bank

Top MNC investment bank hiring AVP for Credit Risk role (Somebody very good in Risk Models)

Job Location : Mumbai

Education Pedigree: Statistics / Mathematics / Tier I Engineering colleges.

Job Responsibilities:

Responsibilities

- Support the Bank's CCAR Challenger modeling team

- Review and challenge assumptions and procedures developed by FO, Risk, Treasury and Finance modeling teams

- Develop challenger models for PPNR, Loss, RWA and Other models

- Work closely with audit and model validation teams in order to find and improve weaknesses in CCAR models.