Posted By
Posted in
Banking & Finance
Job Code
1095778
Opportunity with one of the leading international investment bank aggressively expanding specialized quantitative risk professional in India hence looking to hire hands-on Senior Credit Risk Model Developer
Job responsibilities
- Development, prototyping and back-testing of Credit Risk Models.
- Close interaction with various partners including model owners and credit officers to generate valued reports on the model performance of credit risk models
- Responsible for the generation and presentation of model performance reports for senior management, regulators as well as internal and external audit
To be eligible for this role you will require:
- Minimum 4 years of relevant work experience in credit risk model development in Investment bank or related consulting institutions
- A quantitative analyst with excellent technical skills and some prior experience of quantitative credit risk and derivatives products.
- Graduation / Post Graduation degree from Premium institutes
- Good programming skills set (any of these) - R, MATLAB, Python or C++, VBA, SQL
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Posted By
Posted in
Banking & Finance
Job Code
1095778