Job Views:  
136
Applications:  45
Recruiter Actions:  0

Job Code

1346196

Senior Consultant - Model Validation - BFSI

3 - 7 Years.Bangalore
Posted 11 months ago
Posted 11 months ago

- 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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Job Views:  
136
Applications:  45
Recruiter Actions:  0

Job Code

1346196

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