Model Development Manager - Credit Risk Analytics - Financial Services

We are hiring for Manager - Model Development (PD, LGD, EAD) for a leading Financial Service company based in Bangalore.

Role details are given below:

The Manager Wholesale Modelling is a specialized position that would contribute in developing and maintaining a healthy suite of Wholesale Credit Risk Models used across various locations of Group.

Key expectations from this role are as follows:

- Develop and/or remediate PD, LGD, EAD models in the Wholesale credit space

- Identify and help remediate any inconsistencies or gaps related to the rating model performance data and metrics to improve model performance (discrimination, calibration, model usage)

- Bring-in automation and efficiency in existing model development process

- Stay up-to-date with latest changes in regulatory guidelines and enhanced prudential standards for Credit Risk

Requirements are:

- Masters or advanced degree in management or a quantitative discipline, like Statistics, Econometrics, Financial areas; 3+ years of relevant experience

- Hands on experience in credit risk modelling and/or validation for wholesale models using techniques like logistic regression - binning, variable transformation, univariate and multivariate analysis, expert judgment and hybrid model build techniques)

- Sound understanding of financial ratios and financial statement and importance of those ratios in wholesale credit risk modelling

- Demonstrated experience with analytical software such as R, SAS, SQL

For further details please reach out to Akansha Sehgal @ 9958668338