Wholesale Credit Risk Modeling Role - BFS

Job Title: Wholesale Credit Risk Modeling

Experience: 2 to 10 Years

Location: Pune and Mumbai

JD:

This role is a critical and challenging role which requires a dynamic, bright and hands-on Quant.

The role involves:-

- Resolving complex issues in building and validating credit risk models (PD/EAD/LGD) used in the calculation of economic and Basel capital for wholesale portfolios

- Managing end-to-end project delivery with onsite/offshore teams

- Helping develop newer capabilities and executing trial assignments

- Working on risk modeling, risk model validation activities as may be required

- Managing small team/s of quant analysts

- Focusing on newer technologies (Big Data) and newer modeling techniques (Machine Learning, Artificial Neural Networks) to ensure models get developed

- Ensuring knowledge dissemination internally across other teams and participating in training activities

- Helping create - thought leadership- by writing papers, articles and contributing to external forum presentations