Executive/Senior Executive - Credit Assurance - Big4

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