VP/AVP - Wholesale Credit Risk Modeling - KPO

We are hiring for a leading KPO based at Delhi/NCR

Position : VP/ AVP Level

Experience :

- 9-15 yrs in Credit Risk / Wholesale credit Risk, ALM Analytics, Model development with Good knowledge in Python OR R

Role & Responsibilities :

- Support the development, calibration, monitoring and documentation of credit risk models in line with regulatory requirements, e.g. Basel, CRR, CCAR, IFRS9

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

- Validate and maintain Models performance to required standards

- Enhance model management through automation and development of monitoring packages

- Good Knowledge in PD, LGD, and/or EAD models, AML Models