AM/ Manager - CCAR / Credit risk Model Development

3 - 6 years

20.0 - 35.0 Lacs P.A.

Gurgaon, Mumbai (All Areas)

Posted:3 months ago| Platform: Naukri logo

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Skills Required

CcarModel DevelopmentPpnrModel ValidationLgdEadStress TestingModel MonitoringCredit Risk ModellingRisk ModelingCeclRisk AnalyticsCredit RiskScorecardIFRS

Work Mode

Work from Office

Job Type

Full Time

Job Description

- We are hiring for a leading Investment bank based at Mumbai - Experience : 3-6 yrs in Model Development for financial Services with good SAS/ SQL & Python programming skills - Education :Masters / MBA ; in Economics, Mathematics, Statistics, Finance, Computer science From Tier 1 with good knowledge in CCAR / Credit risk Models Role & Responsibilities : - Develop credit risk models/CCAR models - Development of econometric forecasting models for key Balance sheet and income statement line items for capital and business planning purposes - Manage the model life-cycle from first-line of defense perspective and participate in Segmentation - Involved Risk Identification, overlay discussions with Businesses and Finance teams. - Responsible for understanding changes to quantitative requirements published by MRM in Model Testing Guidance and presenting the key changes to senior model development leads - Contribute to model convergence initiatives as part of firms Transformation journey for different businesses. -Responsible to explain model results to front-office

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New Delhi Delhi +2

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