Lead Analyst - Credit Risk - Model Development & Validation - Rating Agency

Job Title - Senior Quantitative Analyst/Lead Analyst Job

Duties:

- Role will require closely working with the Model Development/Model Validation/Risk Management team at one of the largest US/European financial firms.

- Key responsibilities include helping the bank with various aspects of the model risk management (first line or second line) and regulations.

- The candidate would be working on CECL/IFRS9, CCAR/DFAST, EBA/PRA/BoE, Basel related projects across risk types and products

- Understanding advanced modelling and validation methodologies and documentation

- Developing and executing test plans to make sure the compliance with regulatory guidelines, analysing model weaknesses, benchmarking to external vendor models, documenting and reporting the results.

Skills Required :

- Good understanding of SR11-7, different regulations, Financial Markets and Banking in the area of Risk Management; familiarity with multiple asset classes will be a plus.

- Experience in model development, model validation or stress-testing Should have good understanding of regulations such as BASEL 2/2.5/3, Dodd Frank Act. CCAR etc and its implication for banks.

- Good Analytical/Numerical experience demonstrated by cutting edge quantitative/statistical analysis projects and experience with statistical packages such as Python/SAS/R/Rshiny/ MATLAB will be a plus.

- Excellent communication skills, both written and oral.

Education : Masters /MBA degree in a quantitative discipline - Mathematics, Statistics, Economics, Physics, Financial Engineering, Finance. PhD will be a plus.

Skills : Model development, model validation or stress-testing. Should have good understanding of regulations such as BASEL 2/2.5/3, Dodd Frank Act. CCAR etc and its implication for banks.

Salary : 90000 - 100000 Pound/Annum

NOTE : Singapore Citizens or Candidates currently in Singapore with work permit only should apply.

About Company :

CRISIL is a an agile and innovative, global analytics company driven by its mission of making markets function better. We are India's foremost provider of ratings, data, research, analytics and solutions. A strong track record of growth, culture of innovation and global footprint sets us apart. We have delivered independent opinions, actionable insights, and efficient solutions to over 100,000 customers. CRISIL's businesses operate from India, the US, the UK, Argentina, Poland, China, Hong Kong and Singapore. CRISIL is majority owned by S&P Global Inc., a leading provider of transparent and independent ratings, benchmarks, analytics and data to the capital and commodity markets worldwide.