Posted By
Posted in
Banking & Finance
Job Code
1346196
- Participate in the creation, execution and maintenance of complex and critical models and their independent validation
- Participate in setting up and building highly effective risk assessment process for a lending business which offers structured credits solutions to large private equity and private debt funds
- Develop SAS/ SQL/ Python based risk models and strategies for regulatory compliance and portfolio risk management
- Bringing in industry best practices and consultative inputs to help deliver advanced risk analytics
- Take up excel based user stories, visualize, design and develop Excel Macros with VBA & Excel Formula skills
Desired Skills :
- Masters in Finance, Math, Economics, Statistics or other quantitative disciplines Minimum three years experience in model development
- Experience in credit risk analytics, with primary competency in risk and regulatory modelling for a financial institution
- Experience across model types: Credit Decision, Stress Testing, PD/LGD/EAD, Loss forecasting, IRB/AIRB and provisioning models (CCAR, CECL, IFRS 9, etc.)
- Experience in advanced modelling techniques will be an added advantage, including Regression Models, Segmentation, VAR modeling, Time Series analysis, TPM, Survival models etc.
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Posted By
Posted in
Banking & Finance
Job Code
1346196
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