Senior Credit Risk Model Developer - Investment Bank

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