Senior Analyst/Assistant Manager - Model Validation - Market Risk/Credit Risk Domain - KPO

We are hiring for a leading KPO based at Bangalore

Position : Sr. Analyst / AM

Experience : 1-5 yrs in Analytics, Model Validation for Market risk, Credit risk, with knowledge in Python, R, C++.

Role & Responsibilities :

- Responsible for Validation of risk models like pricing models, market risk models, Credit risk models .

- Knowledge of PPNR (pre provision net revenue - income and Expense model ), CCAR/DFAST/ IFRS 9 modelling and Stress Testing

- Create model document describing business use, conceptual philosophy, mathematical logics, and implementation and testing approach of the model developed

- Customer segmentation and targeting, promotion effectiveness and churn prevention