Financial Model Validation/Development Role

Opening for financial model validation/development

- Credit risk wholesale , Basel IRB model mandate, BCBS guidelines

- 2-7 yrs (for 6.2/6.3) (min 3 yrs in IRB models, which is under Basel) 2-4 YRS 6.2 (Sr Analyst) /4-7 YRS 6.3 (Manager)

- no reporting profiles

- product- corporate, sovereign, wholesale, commercial portfolio

- python/SAS

Requirement :

- Minimum 2-5 years of experience of financial model validation/development experience in Risk Management in Wholesale domain

- Master's / bachelor's degree in /Statistics/Economic/Mathematics/Engineering/Computer Science/Management or any other quantitative fields of study

- Candidate should have worked on Wholesale AIRB models and have good understanding of Wholesale IRB Model Development/Validation (PD, LGD, EAD and Slotting). Candidate should understand different wholesale portfolios such as Corporate, NBFI's, SME, MME and Large and global enterprises etc. He/she should be able to validate models used for different regulatory perspective such as OCC/FRB, EBA Guidelines and PRA regulations.

- Knowledge of banking risk management and Basel/CRR/EB guidelines.

- Proficiency in SAS / R, Python MS Office tools like Excel & PowerPoint