Quantitative Risk Modelling - Bank

Looking for candidates from Quantitative modelling or Validation with experience in credit risk, market risk or operations risk.

There are multiple roles in Models development, Validation and in multiple levels across Credit, Market and Operational risks. The primary functions are to develop Risk models, perform and oversee the detailed validation of Risk models, Exposure models and Pricing models from across the firm.

Level : Across Level

Experience : Minimum 2yrs

Job location : Bangalore

Job Description:

Developing PD( Probability of default)/LGD (loss given default) models and Operational Risk models, Validating PD/LGD models, Asset management models, Market Risk models, PPNR ( Pre Provision Net Revenue) models

Provides technical/theoretical expertise to resolve model risk issues and enhance overall model risk management framework. Works with other risk teams to ensure that risk management policies/processes and quantitative modeling approaches are consistent.

Responsible for resolving complex issues in risk quantification, regulatory reporting and external financial statements and other aspects of risk measurement. Leads initiatives for improvements of risk measurement processes and reports.

Ensures that capital modeling and allocation approaches meet both internal corporate needs and regulatory requirements related to prevailing regulatory guidance.

Manisha Povil