41 Cecl Jobs

As an experienced Lead Model Developer/Validator in credit risk modeling, your role will involve: - Leading the end-to-end development and validation of advanced credit risk models, focusing on PD, EAD, LGD, and Expert judgement-based PD models for Corporate, Specialised Lending, and Financial Institutions. - Conducting comprehensive data preparation and preprocessing using tools such as SAS, Python, R, and SQL. - Collaborating with cross-functional stakeholders to analyze, interpret, and communicate complex model results and insights. - Developing detailed technical documentation for regulatory compliance, test plans, validation reports, and Business Requirements Documents (BRD) when necessary. - Driving continuous model improvement by identifying optimization opportunities, implementing advanced modeling techniques, and enhancing model performance and predictive accuracy. - Providing mentorship and technical guidance to junior team members to foster a culture of knowledge sharing and professional development. Qualifications required for this role include: - 5-10 years of hands-on experience in credit risk model development and validation. - Proven expertise in modeling across retail and wholesale credit portfolios. - Advanced proficiency in SAS, Python, R, and SQL. - Deep understanding of IFRS9 and CECL regulatory frameworks and guidance. - Exceptional analytical and problem-solving skills. - Excellent written and verbal communication abilities. Preferred qualifications that would be beneficial for this role include: - An advanced degree in Statistics, Mathematics, Economics, or a related field. - Professional certifications in risk management or financial modeling. - Experience with IRB modeling, machine learning, and advanced statistical modeling techniques. - Knowledge of Basel regulatory guidance. In addition to the technical skills required for this role, you will be expected to have expertise in model development (PD, LGD, EAD, Qualitative PD Models), programming (SAS, Python, R, SQL), regulatory knowledge (IRB, IFRS9, CECL), statistical modeling, data preprocessing, and machine learning techniques.,

About KPMG INDIA KPMG entities in India are professional services firm(s). These Indian member firms are affiliated with KPMG International Limited. KPMG was established in India in August 1993. Our professionals leverage the global network of firms, and are conversant with local laws, regulations, markets and competition. KPMG has offices across India in Ahmedabad, Bengaluru, Chandigarh, Chennai, Gurugram, Jaipur, Hyderabad, Jaipur, Kochi, Kolkata, Mumbai, Noida, Pune, Vadodara and Vijayawada. KPMG entities in India offer services to national and international clients in India across sectors. We strive to provide rapid, performance-based, industry-focused and technology-enabled services, which reflect a shared knowledge of global and local industries and our experience of the Indian business environment. Credit Risk Role Should have prior experience in model development, model validation or model monitoring with Indian Banks. Good understanding of Credit Risk Model Development steps starting with exploratory data analysis, roll rate, vintage analysis, good/bad definitions, factor selections, logistic/ linear regressions including assumptions and limitations, scorecard calibration Credit Risk Model Validation starting from data preparation and analysis, validation tests, back testing, scenario analysis, sensitivity analysis Time Series analysis and forecasting Economic Capital computation Sound knowledge of IRB, IFRS 9, CECL, CCAR, SR-11-7, Scorecard, Wholesale & Retail Portfolio, credit card, CRD, CRR guidelines. Regulatory Guideline - PRA, EBA, FED, HKMA Degree/ Qualified accountant/FRM with regulatory reporting background Strong quantitative and analytical skills with attention to detail and accuracy A power user of Excel spreadsheet and PowerPoint. Acumen and demonstrated knowledge to use visualization tools (i.e., Power BI) will be advantageous Investment banking product knowledge and other regulatory development around IB SAS, Python, R CA/MBA(Finance)/ M.SC (stats) Certifications in CFA/ FRM Good communication skills, analytical and presentation skills are mandatory for the above skill set. If interested please send in your Cvs to [HIDDEN TEXT]. Looking for selected candidates to join within 30 to 45 days or an immediate joiner. Equal employment opportunity information KPMG India has a policy of providing equal opportunity for all applicants and employees regardless of their color, caste, religion, age, sex/gender, national origin, citizenship, sexual orientation, gender identity or expression, disability or other legally protected status. KPMG India values diversity and we request you to submit the details below to support us in our endeavor for diversity. Providing the below information is voluntary and refusal to submit such information will not be prejudicial to you Show more Show less

Role Overview We have a challenging opportunity for the aforementioned roles in our Financial Services practice. The person will focus on Indian and global clients, work in a client-facing role, and take on the responsibility of delivering and leading projects around Credit risk analytics and or providing a single point end-to-end accountability for the project oversight, establish a working relationship with the internal and external stakeholders. In line with the increasing regulatory requirements within different aspects of Enterprise Risk Management, the candidate would support banks in Enterprise Risk Management Support catering to changing regulations, review and oversight of credit risk models and with a view to keep its existing ERM framework in speed with the regulatory requirements and long term strategy of the bank. Key Responsibilities Preforming Risk Analytics activities to develop models and support the bank on various analytical initiatives Assist in modeling key risk estimates PD, LGD and EAD for AIRB and IFRS9 framework Regularly engage in model development, validation, and re-development activities Other risk analytics activities include assisting in review and re-development of Macro-Economic Model, RAROC Calculator Risk Adjusted Return on Capital Period reporting (internal & regulatory) of various Risk Metrics Engage in model risk management activities Desired Profile Postgraduate with 7-10 years of experience in the Banks, NBFCs, consulting firms Certificates like CFA, FRM, CQF Should be proficient in MS Excel and PowerPoint Excellent knowledge of SAS, R, Python. Should have excellent communication skills (oral, written, and email drafting skills) Good organizational, analytical, problem-solving, and project management skills Technical Knowledge Understanding and experience in credit risk function, specifically retail models. Understanding of banking products, operations, and strong knowledge of Basel and IFRS 9 regulatory landscape and regulations in risk, capital, operation, and compliance. Prior work experience with regulators in India and Middle East (RBI, CBUAE, SAMA etc.) is preferred Deep understanding and strong knowledge of SAS/R/Python Understanding of retail banking, corporate banking, capital markets, trading, and other financial services. Individual must have experience in IFRS9, Basel II, III and IV Standardized and Advanced approaches, BCBS, ICAAP, Stress testing, Scorecard development, policies/ procedures, system implementation, etc. Experience in developing PD, LGD, EAD and CCF models for banks and financial institutions Experience in statistical methods such as logistic and Probit regressions Experience in macroeconomic model development and stress testing Key Personal Attributes A good blend of creative thinking and rigorous analysis in solving business problems Strong communication, facilitation, relationship-building, presentation, and negotiation skills Must work well in a team-oriented environment as well as independently. Work with team members to set goals and responsibilities for specific engagements. Foster teamwork and innovation. Ability to work under pressure. Mature, proactive, and displays initiative. Manages own and others' time well. Good oral and written communication skills including documentation of findings and recommendations. Adept at preparing and presenting reports to an audience.

Location -Gurgaon Time 1 pm to 10pm Both sides cab available Looking for candidate who can develop models related to credit Risk Model, FICO Model. Ensure models are accurately tuned and meet regulatory and business requirements. Prepare detailed reports and presentations on fraud trends, model performance, and recommendations for improvement. Communicate findings to stakeholders and senior management effectively. Create and maintain comprehensive Model Development Reports (MDRs) summarizing validation activities, methodologies, and results. Conduct thorough assessments of financial crime models to identify strengths, weaknesses, and areas for improvement. Perform detailed data analysis to evaluate the accuracy and reliability of fraud-related findings. Identify any discrepancies or anomalies in the data provided by financial crime vendors. Ensure all documentation adheres to regulatory and organizational standards. Collaborate with model development, and compliance teams to address any concerns or issues identified during the validation process. Stay abreast of industry best practices and regulatory changes related to credit reporting and scoring Bachelors/ masters degree in Statistics, Economics or a related field (FRM is a plus). 1 -5 years of experience in Model validation and monitoring of Fraud/Financial crime models. Familiarity with fraud detection systems and vendors such as FICO, VISA and STAR is a plus. Hands-on experience in programming languages like SQL, Python and advanced excel. Excellent communication and interpersonal skills. Please share your profile at Surbhi.malhotra@nlbtech.com

Job Description At American Express, our culture is built on a 175-year history of innovation, shared values and Leadership Behaviors, and an unwavering commitment to back our customers, communities, and colleagues. As part of Team Amex, you'll experience this powerful backing with comprehensive support for your holistic well-being and many opportunities to learn new skills, develop as a leader, and grow your career. Here, your voice and ideas matter, your work makes an impact, and together, you will help us define the future of American Express. Colleague will be responsible for accurate and timely accounting of credit reserves, credit metrics reporting for senior management packs and externally disclosed notes and regulatory filings for American Express and its subsidiaries along with related analysis. Colleague will partner & collaborate with Risk Finance, Risk Decision science, Corporate Planning & Analysis, Market Controllers to define & implement reserving methodologies and perform analytics on big data to generate insights on measure of credit metrics and drivers of performance. In addition, support change management related to continuous improvement along with overall controls & governance, internal / external audits and platform modernization & automation initiatives. Accounting of credit reserves for AXP (monthly and quarterly CECL processes) Preparation of credit metrics for external disclosures Preparation of Regulatory reporting schedules Quarterly package for credit metrics for US Bank / International markets and perform deep-dive analysis Partner with Risk Finance with respect to implementation of new methodologies (e.g. non-regression models) and quarterly refresh of non-regression models Support internal/external audits, PwC walkthroughs, inputs for SOX controls testing and adhoc requests from business partners Support/Change Management w.r.t Enterprise-wide platform modernization initiatives and projects impacting Credit reserves and allied aspects Desired Skills: Must be CA or CPA or MBA from premier institute prior working experience with Big 4 preferable 4-5 years of accounting & reporting experience(US GAAP / SEC / Regulatory Reporting) Awareness / exposure to relevantUSGAAP (CECL/ASC 326)would be preferable Experience with big data & related tools / models with ability to extract and analyze data (SQL, Python) Knowledge of CECL / CCAR modeling & analytics would be an added advantage Working knowledge of financial & reporting tools such as Oracle, Essbase, Tableau, TM1, Big data platforms etc. Excellent written and verbal communications skills, strong collaboration, and relationship skills Results driven, self-starter, able to lead and influence without direct authority. Ability to be flexible, prioritize multiple demands, and demonstrate innovation and learning agility We back you with benefits that support your holistic well-being so you can be and deliver your best. This means caring for you and your loved ones physical, financial, and mental health, as well as providing the flexibility you need to thrive personally and professionally: Competitive base salaries Bonus incentives Support for financial-well-being and retirement Comprehensive medical, dental, vision, life insurance, and disability benefits (depending on location) Flexible working model with hybrid, onsite or virtual arrangements depending on role and business need Generous paid parental leave policies (depending on your location) Free access to global on-site wellness centers staffed with nurses and doctors (depending on location) Free and confidential counseling support through our Healthy Minds program Career development and training opportunities American Express is an equal opportunity employer and makes employment decisions without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, veteran status, disability status, age, or any other status protected by law. Offer of employment with American Express is conditioned upon the successful completion of a background verification check, subject to applicable laws and regulations.

Job Description At American Express, our culture is built on a 175-year history of innovation, shared values and Leadership Behaviors, and an unwavering commitment to back our customers, communities, and colleagues. As part of Team Amex, you'll experience this powerful backing with comprehensive support for your holistic well-being and many opportunities to learn new skills, develop as a leader, and grow your career. Here, your voice and ideas matter, your work makes an impact, and together, you will help us define the future of American Express. Colleague will be responsible for accurate and timely accounting of credit reserves, credit metrics reporting for senior management packs and externally disclosed notes and regulatory filings for American Express and its subsidiaries along with related analysis. Colleague will partner & collaborate with Risk Finance, Risk Decision science, Corporate Planning & Analysis, Market Controllers to define & implement reserving methodologies and perform analytics on big data to generate insights on measure of credit metrics and drivers of performance. In addition, support change management related to continuous improvement along with overall controls & governance, internal / external audits and platform modernization & automation initiatives. Accounting of credit reserves for AXP (monthly and quarterly CECL processes) Preparation of credit metrics for external disclosures Preparation of Regulatory reporting schedules Quarterly package for credit metrics for US Bank / International markets and perform deep-dive analysis Partner with Risk Finance with respect to implementation of new methodologies (e.g. non-regression models) and quarterly refresh of non-regression models Support internal/external audits, PwC walkthroughs, inputs for SOX controls testing and adhoc requests from business partners Support/Change Management w.r.t Enterprise-wide platform modernization initiatives and projects impacting Credit reserves and allied aspects Desired Skills: Must be CA or CPA or MBA from premier institute prior working experience with Big 4 preferable 4-5 years of accounting & reporting experience(US GAAP / SEC / Regulatory Reporting) Awareness / exposure to relevantUSGAAP (CECL/ASC 326)would be preferable Experience with big data & related tools / models with ability to extract and analyze data (SQL, Python) Knowledge of CECL / CCAR modeling & analytics would be an added advantage Working knowledge of financial & reporting tools such as Oracle, Essbase, Tableau, TM1, Big data platforms etc. Excellent written and verbal communications skills, strong collaboration, and relationship skills Results driven, self-starter, able to lead and influence without direct authority. Ability to be flexible, prioritize multiple demands, and demonstrate innovation and learning agility We back you with benefits that support your holistic well-being so you can be and deliver your best. This means caring for you and your loved ones physical, financial, and mental health, as well as providing the flexibility you need to thrive personally and professionally: Competitive base salaries Bonus incentives Support for financial-well-being and retirement Comprehensive medical, dental, vision, life insurance, and disability benefits (depending on location) Flexible working model with hybrid, onsite or virtual arrangements depending on role and business need Generous paid parental leave policies (depending on your location) Free access to global on-site wellness centers staffed with nurses and doctors (depending on location) Free and confidential counseling support through our Healthy Minds program Career development and training opportunities American Express is an equal opportunity employer and makes employment decisions without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, veteran status, disability status, age, or any other status protected by law. Offer of employment with American Express is conditioned upon the successful completion of a background verification check, subject to applicable laws and regulations.

URGENT HIRING || MARKET RISK || BANGALORE LOC- Bangalore EXP- 2-5 years CTC- Upto 28lpa SKILLS- Market risk, Model development & validation, CCAR, DFAST, CECL, SAS, R PYTHON, regulatory requirement, VAR Drop your CV's at rashibimaginators@gmail.com

About Northern Trust: Northern Trust is a globally recognized, award-winning financial institution that has been in continuous operation since 1889. With over 22,000 partners and more than 130 years of financial experience, Northern Trust takes pride in providing innovative financial services and guidance to the world's most successful individuals, families, and institutions while upholding enduring principles of service, expertise, and integrity. The Model Risk Management Group (MRMG) is a centralized function within the Bank that has experienced rapid growth in response to increasing global regulatory focus on model risk. We are currently seeking a Consultant, Risk Analytics to join our team. In this role, your primary responsibility will be to support the model validation function, acting as a lead contributor in identifying and diagnosing model-related risks across various aspects including input data, assumption, methodology, and outcomes analysis. Key Responsibilities: - Validate models primarily developed in Python or SAS, with a focus on challenging the conceptual soundness of machine learning models and ensuring the quality of input data. - Demonstrate advanced proficiency in financial models related to portfolio analysis, asset management, Value at Risk, Monte Carlo simulations, CAPM, and factors. - Exhibit a solid understanding of risks associated with AI/ML models, such as Fairness, Privacy, Transparency, and Explainability. - Engage in stress testing, CCAR, CECL, and other relevant areas. - Solve complex quantitative problems, analyze possible solutions, and develop a deep understanding of various algorithms and machine learning techniques. - Review and assess bank-wide quantitative models including those used for CECL, CCAR/DFAST stress testing, credit risk projections, operational risk, AML, and other machine learning models. - Ensure model development, monitoring, and validation approaches align with regulatory expectations and internal risk management needs. - Evaluate model specifications, assumptions, testing completeness, and performance metrics, while documenting observations and recommending remediation actions. - Maintain strong relationships with key stakeholders like model developers, owners, and users. Qualifications: - 6 to 8 years of modeling or quantitative analysis experience in a relevant discipline. - A degree in STEM field, mathematics, actuarial science, engineering, or statistics (Advanced degree preferred). - Strong interpersonal, verbal, and written communication skills. - Proficiency in Python, with experience in SAS and R desired. - Mastery of analytical tools like Excel, Word, and PowerPoint. - Deep understanding of linear and logistic regression, along with experience in Machine Learning models. - Familiarity with cloud and big data technologies is a plus. Joining Northern Trust offers a chance to be part of a flexible and collaborative work culture where innovation is encouraged, and career growth is supported. As a company committed to serving communities, Northern Trust values inclusivity and flexibility in the workplace. Apply today to explore opportunities with one of the world's most esteemed and sustainable companies. #MadeForGreater Northern Trust is dedicated to providing reasonable accommodations to individuals with disabilities. If you require accommodation during the employment process, please contact MyHRHelp@ntrs.com. We look forward to learning more about your interests and experiences and discussing how you can contribute to our team. Share your flexible working requirements with us, and together, we can achieve greater success.,

Position : Credit Risk Modeler Location : EXL Office, Gurgaon (Hybrid - 2 days per week in office) Working Hours : 12:00 PM - 9:00 PM IST Key Responsibilities: Develop and validate credit risk models (PD, LGD, EAD) Conduct CCAR and CECL stress testing Collaborate with cross-functional teams to enhance risk assessment processes Qualifications: Proven experience in credit risk modeling, especially with unsecured portfolios Strong analytical and problem-solving skills In-depth knowledge of regulatory requirements and stress testing frameworks, including CRST Experience with capturing physical risk metrics Why Join EXL Work in a dynamic and innovative environment Enjoy a hybrid work model that provides work-life balance Benefit from opportunities for continuous learning and professional growth If you are passionate about credit risk modeling and ready to take your career to the next level, we invite you to apply now!

Position : Credit Risk Modeler Location : EXL Office, Gurgaon (Hybrid - 2 days per week in office) Working Hours : 12:00 PM - 9:00 PM IST Key Responsibilities: Develop and validate credit risk models (PD, LGD, EAD) Conduct CCAR and CECL stress testing Collaborate with cross-functional teams to enhance risk assessment processes Qualifications: Proven experience in credit risk modeling, especially with unsecured portfolios Strong analytical and problem-solving skills In-depth knowledge of regulatory requirements and stress testing frameworks, including CRST Experience with capturing physical risk metrics Why Join EXL Work in a dynamic and innovative environment Enjoy a hybrid work model that provides work-life balance Benefit from opportunities for continuous learning and professional growth If you are passionate about credit risk modeling and ready to take your career to the next level, we invite you to apply now!

Exp: Credit Risk Model Development mandatory Min: 2-8 Yrs MBA Finance preferred, FRM/CFA a plus Location: Bangalore | 5 Days WFO(ODC Set-up) Salary: Depends on last drawn NP: 30Days or Immediate Joiners Please drop cv on karishmasharma@imaginators.co Required Candidate profile Credit Risk expert with exp. in Model Development or Validation (IFRS9/IRB/CCAR/CECL) Skilled in SAS, SQL, Python, R. MBA Finance, FRM/CFA preferred.

Join Barclays as Vice President Impairment, where you will help colleagues demonstrate analytical and technical skills, along with knowledge of the fundamentals of retail credit risk management, particularly across impairment management. At Barclays, the future is not just anticipated - it is created. Your role will involve embedding a control functionality by leading the development of the team's output and demonstrating sound judgment in collaboration with the wider team and management. To be successful in this role, you should have experience in owning IFRS9, CCAR, and CECL risk models, managing the entire lifecycle from data governance to monitoring. Additionally, knowledge of presenting findings on risk models, developing Post Model Adjustments (PMA), reviewing model monitoring reports, and designing strategic remediation support is essential. Other highly valued skills may include a good understanding of reviewing and challenging impairment models, team management experience, knowledge of key regulatory requirements, and excellent communication and presentation skills. You may be assessed on key critical skills such as risk and controls, change and transformation, business acumen, strategic thinking, digital and technology, as well as job-specific technical skills. This role is based in our Noida office. Purpose of the role: To evaluate and assess the potential impairment of financial assets, ensuring accurate reflection of the bank's economic value in its financial statements. Accountabilities: Identification of potential impairment triggers, analysis of relevant information, application of quantitative and qualitative impairment tests, assessment of impairment loss, calculation of impairment provision, and management of impaired assets. Vice President Expectations: Advise key stakeholders, manage and mitigate risks, demonstrate leadership and accountability in risk management, understand business functions, collaborate with other areas, create solutions based on analytical thinking, and build trusting relationships with stakeholders. All colleagues are expected to demonstrate the Barclays Values of Respect, Integrity, Service, Excellence, and Stewardship, as well as the Barclays Mindset of Empower, Challenge, and Drive.,

Exp: Credit Risk Model Development Mandate Min: 2-8 Yrs MBA Finance preferred, FRM/CFA a plus Location: Bangalore | 5 Days WFO(ODC Set-up) Salary: Depends on last drawn NP: 30Days or Immediate Joiners Send CV: latika.chopra05@gmail.com Required Candidate profile Credit Risk expert with exp. in Model Development or Validation (IFRS9/IRB/CCAR/CECL) Skilled in SAS, SQL, Python, R. MBA Finance, FRM/CFA preferred. Send CV: latika.chopra05@gmail.com

Must have- Credit Risk Model Development (CCAR/IFRS9/PD/LGDEAD/CCAR/DFAST/CECL) Edu- MBA ShiftS- 11:30am- 8pm Location- Bangalore | 5 Days WFO 2-5 yrs- 27LPA 5-8 yrs- 35LPA NP: Imm- 30 Days Please drop cv on rashibimaginators@gmail.com or 9027310680 Required Candidate profile Credit Risk expert with exp. in Model Development or Validation (IFRS9/IRB/CCAR/CECL) Skilled in SAS, SQL, Python, R. MBA Finance, FRM/CFA preferred.

Credit Risk Expert with exp. in Model Development (IFRS9/IRB/CCAR/CECL) Exp=2-5 YRS, PKG Upto-25 LPA Exp-5-8YRS, PKG Upto-33 LPA (Hike depends on last fixed package) Loc-Bangalore Notice period-30-60 Days Send CV: riya.imaginators@gmail.com Required Candidate profile Credit Risk expert with exp. in Model Development or Validation (IFRS9/IRB/CCAR/CECL) Skilled in SAS, SQL, Python, R. MBA Finance, FRM/CFA preferred. Send CV:

Exp: Credit Risk Model Development mandatory Min: 2-8 Yrs MBA Finance preferred, FRM/CFA a plus Location: Bangalore | 5 Days WFO(ODC Set-up) Salary: Depends on last drawn NP: 30Days or Immediate Joiners Cv on karishma.imaginators@gmail.com Required Candidate profile Credit Risk expert with exp. in Model Development or Validation (IFRS9/IRB/CCAR/CECL) Skilled in SAS, SQL, Python, R. MBA Finance, FRM/CFA preferred.

Credit Risk Model Development mandatory Min: 2-8 Yrs MBA Finance preferred, FRM/CFA a plus Location: Bangalore | 5 Days WFO(ODC Set-up) Salary: Depends on last drawn NP: 30 Days or Immediate Joiners anushika.imaginators@gmail.com 9211073262 Required Candidate profile Credit Risk expert with exp. in Model Development or Validation (IFRS9/IRB/CCAR/CECL) Skilled in SAS, SQL, Python, R. MBA Finance, FRM/CFA preferred.

Exp: Credit Risk Model Development mandatory Min: 2-8 Yrs MBA Finance preferred, FRM/CFA a plus Location: Bangalore | 5 Days WFO(ODC Set-up) Salary: Depends on last drawn NP: 30Days or Immediate Joiners Please drop cv on supreetbakshi@imaginators.co Required Candidate profile Credit Risk expert with exp. in Model Development or Validation (IFRS9/IRB/CCAR/CECL) Skilled in SAS, SQL, Python, R. MBA Finance, FRM/CFA preferred.

You will be responsible for performing a variety of moderately complex risk analytics with a focus on AI/ML models. Your role will involve resolving moderately complex issues in advanced data modeling and measuring risk. You will provide effective challenge to the models by evaluating model-related risks including input data, model assumptions and limitations, conceptual soundness, methodology, outcomes analysis, benchmarking, monitoring, and model implementation. This position requires a combination of strong quantitative skills and AI/ML technical knowledge. Your major duties will include validating Artificial Intelligence (AI), Machine Learning (ML), and Generative AI (GenAI) models independently across various categories. You will evaluate Gen AI model risk, including hallucination, prompt injection, data leakage, reproducibility, and alignment with Responsible AI principles. Additionally, you will assess model robustness, interpretability, fairness, and bias through quantitative and qualitative techniques. You will also be responsible for validating complex statistical and/or algorithmic models used across various areas within the bank. It will be crucial to ensure that model development, monitoring, and validation approaches meet regulatory expectations and internal risk management needs. Moreover, you will provide analytical or risk measurement support to help meet both internal corporate and regulatory requirements. Developing in-depth knowledge of business unit/function and complex modeling techniques used will be essential. You will need to clearly communicate the complex issues/findings of the model validation outcomes to stakeholders and keep abreast of the latest regulatory requirements around model risk management. Furthermore, you will be expected to work on varied areas of risk management as part of the centralized Model Validation team within the bank. Your knowledge and skills should include experience with Machine Learning models, strong knowledge of AI/ML techniques, experience in validating machine learning models, familiarity with GenAI risks and controls, and understanding of models used in stress testing, CCAR, CECL, BASEL regulations, among others. Excellent oral and written communication skills, knowledge of risk measurement, and strong analytical and problem-solving skills are also required. Ideally, you should have an advanced degree in a quantitative discipline or Computer Science with a focus on AI/ML, along with 3 to 6 years of relevant work experience. Programming experience in Python is required, with experience in SAS and R desired. Mastery of analytical tools and strong preference for candidates with certifications in AI/ML or CFA/FRM/CQF are important. Familiarity with cloud and big data technologies is also desired. Working at Northern Trust offers opportunities for greater achievements in a flexible and collaborative work culture. Movement within the organization is encouraged, senior leaders are accessible, and you can take pride in working for a company committed to assisting the communities it serves. Join a workplace with a greater purpose and apply today to build your career with one of the world's most admired and sustainable companies. Northern Trust is committed to providing reasonable accommodations to individuals with disabilities. If you need a reasonable accommodation for any part of the employment process, please contact the HR Service Center at MyHRHelp@ntrs.com. Northern Trust values an inclusive workplace and understands that flexibility means different things to different people. Apply today and discuss your flexible working requirements to achieve greater together.,

Collect and analyse data to identify credit risk (IFRS9, CECL, ECL, delinquency, roll rate, charge-off and prepayment) trends and drive insights to further strengthen loss forecasting analytics. Craft dashboards to track KPIs around portfolio performance, including deep diving into credit strategies and their impact on it. Develop and maintain loss and prepayment forecasting processes for every consumer product fintech offers. Extend analytical support to advance fintech collections strategy and build forecasting frameworks for key collections KPIs. Use analytical techniques to mine loan characteristics/performance data to extract valuable insights for the business. Use data visualization techniques to develop relevant reports for Senior Management. Track industry environment and competitor landscape to support the business. Correlate Macro-Economic conditions with fintech internal loan performance to support recession readiness and long-run planning. Leverage forecasting outputs in the monthly allowance process (CECL) and identify areas where qualitative adjustment is needed. Support planning and budgeting exercises within the company by leveraging forecasting assumptions and outputs. Work closely with key partners to ensure forecast and allowance assumptions are accurate Preferred candidate profile 5+ years of experience in credit, analytics, IFRS9, CECL, ECL, risk management, data science, or information management. Bachelors or master's degree with a quantitative background (e.g. Statistics, Math, Engineering, Economics). Strong technical skills such as SQL, SAS, R and Python. Experience with BI/data visualization tools (like Tableau or Excel to create dashboards). Excellent written and verbal communication skills, including the ability to communicate project scope in documentation and presentation format. Experience in the Financial / FinTech industry is a plus. Previous experience with loss forecasting and collections analytics, allowance and stress Mandate: IFRS9, CECL, ECL, SQL, Python is mandatorily required.

This position requires a seasoned professional as a Senior Manager with specialized knowledge of credit risk management. You will be overseeing the development, enhancement, and validation of credit risk models, ensuring compliance with regulatory standards, and driving innovation in risk management practices. The ideal candidate should have hands-on experience in Credit Risk Model Validation or Development with SAS and Python. Moreover, you should possess good hands-on experience in Regulatory Models such as AIRB, CECL, CCAR, Basel, IFRS9. You will primarily work as a consultant for the centralized advanced analytics team of a banking or financial firm as a Credit Risk Model Development/Validation and Researcher Specialist. Your responsibilities will include interacting with various business units including their risk, finance, controllership stakeholders. Furthermore, you will be responsible for coordinating with auditors and model development or validation teams to ensure the Enterprise Modeling Governance standards are followed. Your activities will include, but not be limited to: - Providing thought leadership and executing comprehensive modeling strategies aligned with business objectives and industry best practices. - Designing, developing, and validating predictive models to ensure accuracy, reliability, and compliance with regulatory standards. - Conducting rigorous testing and validation methodologies to ensure model robustness and reliability. - Providing analytical support for recommending actions to mitigate risk and using judgment-based decision-making regarding policies and procedures. - Assessing the quality of the data for model development as well as inputs to the model, providing recommendations to improve the data quality at the source. - Leading, training, and mentoring junior members in the team to foster a collaborative and innovative team culture. - Proposing recommendations to improve monitoring systems and capabilities based on identified risk and control gaps. - Conducting in-depth research on existing and emerging policies related to credit risk modeling and contributing to the creation of white papers. - Researching and contributing to artifacts creation as required in a consulting role. To qualify for this role, you should have experience in developing, validating models, and risk management of credit risk models. Additionally, you should possess knowledge of various statistical techniques and proven skills in regulatory and non-regulatory credit risk modeling. Understanding and experience on the regulatory risk model development/validation guidelines including SR 11-7, Basel IRB, CCAR, CECL, IFRS9, etc., will be crucial. You should have hands-on expertise in SQL, ETL, SAS, Python, R, working with large datasets, and a Master's degree in a quantitative discipline (Statistics/Economics/Finance/Data Science, etc.). The preferred qualifications for this role include strong networking, negotiation, and influencing skills, knowledge of credit risk management for retail and wholesale lending products, hands-on experience in Machine Learning modeling techniques, and prior Project Management and People Management expertise. The required skills and certifications for this role include Model Validation, SAS, Python, Regulatory Model, Model Development, and Credit Risk.,

You are an experienced Senior Quantitative Analyst (Model Developer/Validator) with extensive expertise in credit risk modeling, particularly focusing on Internal Credit Risk Rating modeling. Your role involves leading the development and validation of advanced credit risk models, including PD, EAD, LGD, with a special emphasis on Expert judgment-based PD models for Corporate, Specialized Lending, and Financial Institutions. Your responsibilities include conducting thorough data preparation and preprocessing using tools such as SAS, Python, R, and SQL. Collaborating with various stakeholders to analyze, interpret, and communicate complex model results and insights is crucial. You are expected to develop detailed technical documentation for regulatory compliance, test plans, validation reports, findings reports, and Business Requirements Documents (BRD) where applicable. Continuous improvement of models is key, which involves identifying optimization opportunities, implementing advanced modeling techniques, and enhancing model performance and predictive accuracy. Additionally, you will provide mentorship and technical guidance to junior team members to foster a culture of knowledge sharing and professional development. To qualify for this role, you need to have 5-10 years of hands-on experience in credit risk model development and validation, along with proven expertise in modeling across retail and wholesale credit portfolios. Advanced proficiency in SAS, Python, R, and SQL is essential, as well as a deep understanding of IFRS9 and CECL regulatory frameworks and guidance. Excellent analytical and problem-solving skills are required, complemented by strong written and verbal communication abilities. Preferred qualifications include an advanced degree in Statistics, Mathematics, Economics, or a related field, professional certifications in risk management or financial modeling, experience with IRB modeling, machine learning, and advanced statistical modeling techniques, as well as knowledge of Basel regulatory guidance. Your technical skills should encompass model development (PD, LGD, EAD, Qualitative PD Models), programming (SAS, Python, R, SQL), regulatory knowledge (IRB, IFRS9, CECL), statistical modeling, data preprocessing, and machine learning techniques.,

The Senior Risk Analyst, Loss Forecasting will be an organized and motivated team player with a strong sense of ownership. As a key member of the credit risk management team, you will be responsible for creating and tracking appropriate KPIs, developing and maintaining forecasting frameworks and processes, and serve as an active team player in credit reviews. You will develop and maintain forecasting, CECL, and Stress Testing models for fintech products and will be expected to find opportunities to enhance and automate existing processes. Craft dashboards to track KPIs around portfolio performance, including deep diving into credit strategies and their impact on it. Extend analytical support to advance fintech collections strategy and build forecasting frameworks for key collections KPIs. Use analytical techniques to mine loan characteristics/performance data to extract valuable insights for the business. Use data visualization techniques to develop relevant reports for Senior Management. Track industry environment and competitor landscape to support the business. Correlate Macro-Economic conditions with fintech internal loan performance to support recession readiness and long-run planning. Leverage forecasting outputs in the monthly allowance process (CECL) and identify areas where qualitative adjustment is needed. Support planning and budgeting exercises within the company by leveraging forecasting assumptions and outputs. Work closely with key partners to ensure forecast and allowance assumptions are accurate. About You 4+ years of experience in credit, analytics, IFRS9 and CECL, risk management, data science, or information management. Bachelors or masters degree with a quantitative background (e.g. Statistics, Math, Engineering, Economics). Strong technical skills such as SQL, SAS, R, and Python. Experience with BI/data visualization tools (like Tableau or Excel to create dashboards). Excellent written and verbal communication skills, including the ability to communicate project scope in documentation and presentation format. Experience in the Financial / FinTech industry is a plus. Previous experience with loss forecasting and collections analytics, allowance.,

Are you seeking an exciting opportunity to join a dynamic and growing team in a fast-paced and challenging environment This unique role offers you the chance to collaborate with the Business team to provide a comprehensive view. As a Loss Forecasting Modeling Analytics Associate in the Consumer Credit Risk Management team, your primary responsibility will be to execute credit loss forecasting models. You will diagnose model accuracy and lead analyses to evaluate relationships and patterns that impact the loss performance of our product portfolio. Your role will involve spearheading the control framework within our function and executing processes through analytical insights, predictive analysis, and newer technology applications. This position presents an exciting opportunity for skill development in a fast-paced setting. The Loss Forecasting team within Consumer Credit Risk Management is tasked with providing reasonable forecasts of delinquencies, charge-offs, and recovery of charged-off assets throughout the year. These forecasts are essential for regulatory exercises such as CCAR, capacity planning, and budgeting in collaboration with P&A, collections, and recovery teams. Additionally, the team monitors the portfolio's health and communicates emerging trends to stakeholders and senior management. **Job Responsibilities:** - Execute credit loss forecasting models to predict credit losses and allowance for the product portfolio, supporting regulatory exercises like CCAR, CECL, firmwide Risk Appetite, and Budget. - Present the results and levers of loss forecasting to senior management and internal stakeholders. - Diagnose model parameters and collaborate with the modeling team to propose changes for accuracy at granular segments. - Engage in cross-functional communications with Risk Management, Finance, Marketing, and Collections to incorporate strategic initiatives into the forecast. - Conduct macro sensitivity analytics, loss, and allowance attribution, deep dives, and storyboarding. - Lead advanced analyses to evaluate relationships and patterns driving loss performance. **Required Qualifications, Capabilities, and Skills:** - Bachelor's or Master's Degree in a quantitative discipline (Finance/Stats/Econ/Math/Engineering) or equivalent work/training. - Minimum of 4 years of banking analytics, product/revenue analytics, FP&A, and/or consulting experience for a senior Associate role. - Minimum of 2 years of banking analytics, product/revenue analytics, and/or consulting experience for an Associate role. - Proficiency in Microsoft Office suite of products (Advanced Excel, VBA, and PowerPoint). - Strong analytical and problem-solving skills with the ability to interpret large amounts of data and understand its operational and financial implications. - Well-organized and structured with excellent communication and presentation skills. **Additional Qualifications:** - Working knowledge of regulatory modeling (IFRS9/CECL/CCAR). - Credit risk experience in one or more US consumer credit portfolios. - Working knowledge of P&A, product analytics, statistical modeling, and model execution. - Actual work experience in Python/SAS/SQL/Alteryx/Cloud application architecture. In summary, this role offers a challenging yet rewarding opportunity to contribute to credit loss forecasting models and play a crucial role in the Consumer Credit Risk Management team.,

PLEASE DO NOT APPLY ON NAUKRI PORTAL, APPLY ON BELOW LINK https://crowe.wd12.myworkdayjobs.com/External_Careers/job/Noida-Uttar-Pradesh-India/Model-Risk-Senior-Consultant_R-47692 Your Journey at Crowe Starts Here: At Crowe, you can build a meaningful and rewarding career. With real flexibility to balance work with life moments, you’re trusted to deliver results and make an impact. We embrace you for who you are, care for your well-being, and nurture your career. Everyone has equitable access to opportunities for career growth and leadership. Over our 80-year history, delivering excellent service through innovation has been a core part of our DNA across our audit, tax, and consulting groups. That’s why we continuously invest in innovative ideas, such as AI-enabled insights and technology-powered solutions, to enhance our services. Join us at Crowe and embark on a career where you can help shape the future of our industry. Job Description: The Model Risk Senior Consultant will be responsible for performing consulting projects for a variety of financial services clients. This primarily includes consulting with clients about model risk management practices and providing model validation services, primarily for credit risk and treasury management (ALM)/finance related models. In addition, the role will also perform the following: Complete key aspects of client service projects from planning to completion. Become a trusted advisor to client management by providing appropriate recommendations and solutions. Able to make and sustain meaningful client relationships. Support proposal and business development activities by identifying new target clients, building business relationships with key executives, and developing and presenting proposals. Qualifications: Bachelor’s degree in Finance, Statistics, Financial Engineering, or Economics or equivalent combination of education and experience. 4+ years’ of experience of working in financial institutions, Big 4 or equivalent, or regulatory supervisory of financial institutions. Working knowledge of: Model risk management regulatory guidance (SR 11-7, OCC 2011-12, FDIC FIL-22-2017). Credit risk model types (e.g., CECL, PD/LGD, Roll Rate, Scorecards, Stress Testing, etc.). Other model types (e.g., Asset Liability Management, Pricing, Mortgage Servicing Rights, etc.). Direct experience performing model validations or model development, including concepts such as back testing, stress testing, sensitivity testing, and benchmarking. Technical knowledge about data processing, data storage, and data visualization. A self-starter who can prioritize multiple tasks, be resourceful and able to research and find solutions. Write and present to clients clear and concise reports and presentations containing meaningful recommendations. Direct and deliver significant engagements that deliver value to clients through project management, creation of deliverables and knowledge transfer. Manages engagement to ensure quality and is delivered within budget. Engagements are frequently conducted remotely. This position requires travel up to 30%. Additional skills desired: Solid analytical background and knowledge of econometrics. Knowledge of risk ratings, risk rating /scorecard methodology, model governance, model development, CECL, DFAST, CCAR and capital allocation methodology would be a plus. Experience with statistical packages such as SAS, Matlab, Stata, Python, and R. Experience with database management, such as SQL. Experience with data visualization tools such as Microsoft Power BI, Tableau, QlikView. Working towards or having professional certification preferred (e.g., RMA CRC, CFA, FRM). We expect the candidate to uphold Crowe’s values of Care, Trust, Courage, and Stewardship. These values define who we are. We expect all of our people to act ethically and with integrity at all times. Our Benefits: At Crowe, we know that great people are what makes a great firm. We value our people and offer employees a comprehensive benefits package. Learn more about what working at Crowe can mean for you! How You Can Grow: We will nurture your talent in an inclusive culture that values diversity. You will have the chance to meet on a consistent basis with your Career Coach that will guide you in your career goals and aspirations. Learn more about where talent can prosper! More about Crowe: C3 India Delivery Centre LLP formerly known as Crowe Howarth IT Services LLP is a wholly owned subsidiary of Crowe LLP (U.S.A.), a public accounting, consulting and technology firm with offices around the world. Crowe LLP is an independent member firm of Crowe Global, one of the largest global accounting networks in the world. The network consists of more than 200 independent accounting and advisory firms in more than 130 countries around the world. Crowe does not accept unsolicited candidates, referrals or resumes from any staffing agency, recruiting service, sourcing entity or any other third-party paid service at any time. Any referrals, resumes or candidates submitted to Crowe, or any employee or owner of Crowe without a pre-existing agreement signed by both parties covering the submission will be considered the property of Crowe, and free of charge.