Executive/AM/Manager - Credit Risk Model Validation - Big4

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.