Risk Modelling - Asset/Statistical Modeling

We are looking for strong candidates who possess strong exposure into Credit Risk modeling.

We are looking for the following exposure:

- 8 to 10 years of experience in developing and validating models in preferably in the areas - asset valuation and/or statistical models Experience within the Enterprise Risk Management space is required

- Manage a team of 10-15 model validators covering high-impact economic, financial, models

- Support Model Validation team's identification and analysis of risks, creating reporting processes, escalating issues of concern, developing deliverable dates for specific initiatives and monitoring project progress Conceptual understanding of the data and methodology used for top regulatory models (e.g., PD/EAD/LGD models for credit risk, Value-at-Risk models for market risk, ALM & behavioral models for interest rate risk)

- Strong people management experience, Good communication, stakeholder, team and project management skills to enable working with multiple teams if required.

If the above criteria suits to your skills then kindly touch base at the below details:

Tarang
9810623733