We are hiring for One of the Big4 for permanent position for Credit Risk Model Validation.
Role - Executive/AM/Manager.
Location - Bangalore.
Experience - 3 to 10 Years.
NP - Immediate to 30 Days (serving notice period)
Responsibilities -
- Model development/validation/audit/review primarily for one or more credit loss forecasting models in either retail or wholesale domain primarily for IRB models as well as for IFRS9/CECL/CCAR/DFAST reporting including PD/EAD/LGD component models. Validation process involves understanding of the relevant regulatory requirements, development document, testing and benchmarking using SAS, R or Python and report writing.
- Assist with other model development/validation activities in Underwriting scorecard, Credit Scoring, behavioral models, economic scenario models or automation activities related to validation when required.
Qualification Required:
- Advanced degree in Math, Statistics, Economics or any other Analytical disciplines
- Any Graduate + MBA in finance with relevant experience/exposure.
Additional certifications: Professional Certification such as FRM, CFA preferred.
Didn’t find the job appropriate? Report this Job