AVP - Credit Risk - Stress Testing Modeling

Job Description: We are hiring for a leading Financial organisation based at Noida

Position :

Experience : 5-8 yrs in Model Development - For financial Services with good Python and R programming skills

Education : B.Tech/Masters / MBA - Tier 1 college - in Economics, Mathematics, Statistics, Finance, Computer science with good knowledge in of financial mathematics including stochastic calculus, probability theory and time-series modeling

Role & Responsibilities :

- Responsible for models development in credit risk/Financial Domain.

- Responsible for recalibration of existing LGD models for SME (Small and Medium Enterprises) and Private customers.

- Performed the impact analysis of revised LGD estimates on the Risk Weighted Assets (RWAs) highlighting the policy changes driving the downturn.

- Implementing and executing statistical models, supporting stress testing and planning for CCAR and other regulatory and financial programs.

- Knowledge of stress testing modelling, processes and relevant regulatory guidelines such as CCAR/ PD/ LGD etc