Posted By
Posted in
Banking & Finance
Job Code
1424299
Model Development
- Model development (credit risk Models)
- We are hiring for a leading Consulting based at Mumbai/ Gurgaon
- Experience : 12 - 15yrs in Model Development for financial Services with good SAS/ SQL & Python programming skills
- Education : B.Tech/ Masters / MBA ; in Economics, Mathematics, Statistics, Finance, Computer science with good knowledge in of financial mathematics including stochastic calculus, Statistical Modeling/ Non-Linear Modeling/ Regression Models/ IRBB models / IFRS 9 models and time-series modeling
Role & Responsibilities :
- Develop credit risk models/Regulatory Models/ Loan Models across life cycle of various portfolio (PD/LGD/EAD/Scorecard) etc
- This includes regulatory models (capital/impairment), credit decisioning and stress testing models
- Delivering robust, predictive models and tools that are compliant with both internal and external regulations.
- Identify and use cutting edge techniques to develop best in class models
- Deliver high levels of accuracy and internal consistency/validation within own project
- Provide business with insights and recommendations in order to improve strategy and process.
- Develop high-standard SAS/Python code and model documentation.
- Ensure accurate implementation of models and support their use, interpretation and monitoring
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Posted By
Posted in
Banking & Finance
Job Code
1424299