Credit Risk Analytics Role - Model Development/Model Validation - BFS

Job Role :

It is a quantitative analytics function spanning across (market risk, CVA, CCR, credit), Operational Risk, Regulatory and Financial Crime Compliance, this is a high risk an environment in the financial services industry

Typical deliverables include data analysis, providing analytics insights, model development, validation, calibration, strategy development, monitoring, and reporting, information management and business intelligence in the wholesale Risk Analytics and data driven decision making across regions.

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

Skills :

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

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

- Prior experience in dealing with business partners across the globe

- Data manipulation and number crunching

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

Qualifications/ Requirements :

- Masters in any numeric discipline

- Engineering (or B-tech with relevance experience)

- MS / MBA in Finance

- Stats/Maths

- Economics