Posted By
Posted in
Banking & Finance
Job Code
1274737
Credit Assurance - Big 4
Job Description:
We are hiring for Credit Risk Model Validation role for One of the Big4 for Bangalore location.
ROLE: Executive/Sr. Executive.
RESPONSIBILITIES:
- Experience working in a credit risk modelling role within a financial or professional services firm.
- Practical experience in credit risk modelling techniques
- Knowledge and practical experience in accounting and risk requirements as related to IFRS9, CECL and regulatory credit risk models
- Detailed working knowledge and experience of all aspects of model development and validation including the following:
1) Data extraction and pre-processing
2) Modular model development
3) User acceptance testing
4) Model performance assessments
Relevant Sectoral experience:
- Developing Retail/ Wholesale banking PD/EAD/LGD models
- Knowledge and experience of credit risk processes, governance and documentation
- Ability to communicate risk/finance requirements of IFRS9 to the reciprocal function, i.e. risk to finance and finance to risk.
- Ability to understand and execute programming code including SAS, R, Python
- Flexibility and agility to contribute in a senior capacity to a broad range of banking risk engagements.
- Excellent oral / written communication, planning, project management, networking and influencing skills.
- Flexibility to work across the UK (and internationally) where required
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Posted By
Posted in
Banking & Finance
Job Code
1274737