68 Lgd Jobs

Roles and Responsibilities Develop credit risk models using SAS, SQL, and statistical modeling techniques to predict defaults, losses, and other credit-related metrics. Collaborate with cross-functional teams to design and implement effective credit risk strategies that meet business objectives. Conduct stress testing and scenario analysis to identify potential risks and opportunities for growth. Provide data insights and recommendations to stakeholders on loss forecasting, scorecards, and portfolio performance. Desired Candidate Profile 2+ years of experience in Credit Risk Modelling/Analytics or related field. Strong expertise in Basel II/III regulations, CECL/CCAR requirements under IFRS9 framework. Proficiency in programming languages such as Python/R/SAS; strong understanding of machine learning algorithms an added advantage.

Roles and Responsibilities Develop credit risk models using SAS, SQL, and statistical modeling techniques to predict defaults, losses, and other credit-related metrics. Collaborate with cross-functional teams to design and implement effective credit risk strategies that meet business objectives. Conduct stress testing and scenario analysis to identify potential risks and opportunities for growth. Provide data insights and recommendations to stakeholders on loss forecasting, scorecards, and portfolio performance. Desired Candidate Profile 2+ years of experience in Credit Risk Modelling/Analytics or related field. Strong expertise in Basel II/III regulations, CECL/CCAR requirements under IFRS9 framework. Proficiency in programming languages such as Python/R/SAS; strong understanding of machine learning algorithms an added advantage.

About this role: Wells Fargo is seeking a Senior Quantitative analytics Specialist. Model Risk management (MRM) operates in a fast-paced work environment with continuously changing policies and technologies. The successful candidate is expected to be self- motivated, require minimal supervision, and produce work that is consistent with MRMs recognized high standards. Effective work will involve familiarity with source systems of record, analytical data and sampling plans, model replications, model performance assessments, and test model development as effective challenges to lines of business. It further requires strength in writing detailed standard analytical reports to ensure Wells Fargos compliance with governance policies and regulations. Each validation report will include assessments of the specific business, model purpose and history, the model methodology, data integrity, model development, performance, implementation, and monitoring. These documents are read by a broad audience, including auditors and regulators. In this role, you will: Perform highly complex activities related to creation, implementation, and documentation Use highly complex statistical theory to quantify, analyze and manage markets Forecast losses and compute capital requirements providing insights, regarding a wide array of business initiatives Utilize structured securities and provide expertise on theory and mathematics behind the data Manage market, credit, and operational risks to forecast losses and compute capital requirements Participate in the discussion related to analytical strategies, modeling and forecasting methods Identify structure to influence global assessments, inclusive of technical, audit and market perspectives Collaborate and consult with regulators, auditors and individuals that are technically oriented and have excellent communication skills Required Qualifications: 4+ years of Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science Desired Qualifications: Proven experience as Model Validator/ Model Developer in the industry. Exposure to Banking Book is highly desirable Candidate should have a strong understanding of Balance Forecasting models /Loss forecasting models /PPNR/fee models /Econometric models. Candidate should have an excellent business understanding especially the Wholesale/Commercial portfolio (Banks, Corporate, Real estate, Specialized lending). The ideal candidate will bring in deep domain knowledge and advanced technical skills to drive sophisticated Credit risk validation initiatives across Commercial portfolio. Deep understanding on how different economic factors interact, howtheoretical model translated into a mathematical equation, would be an added advantage. Candidate should be well versed with concept like Estimation, Backtesting, sensitivity, Shock/Scenario creation, Pandemic data management, coefficient stability analysis. Proven experience using techniques like Time Series Forecasting, Regression, Machine learning, Ideal candidate should be well versed in credit risk model validation/development of models (PD, LGD and EAD, LGD models, stress tests) for credit portfolio of the bank as per regulatory guidelines. Skill to apply regulatory requirements outlined in SR11-7, CCAR CECL/IFRS9, and other regulations and rules to conducting model validation assignments. Ability to develop comprehensive technical documentation including - Validation reports, Model risk findings, Regulatory compliance documentation. Candidate must have hands on experience on Python, Pyspark and related libraries and code development skills (e.g., Python, Pyspark, Pyfarm) . Experience in performing model validations and clearly documenting evidence of validation activities. Communicating model risk findings and limitations to key stakeholders (preferred). 4+ years of experience with minimum Masters in a quantitative field such as Statistics/ Econometrics/ Finance/Computer sciences or any other behavioral sciences with a quantitative emphasis. Job Expectations: MRM serves as the second line of defense to ensure the integrity of Wells Fargos model inventory. A Senior Quantitative Analytics Specialist is an individual contributor role. This position will focus primarily on Commercial Credit and Corporate Economic group model validations. A validation project typically begins and ends with the analyst, requiring broad and continuous attention to detail, comprehensive documentation, and interactions with developers. A Senior Quantitative Analytics Specialist should have a deep academic knowledge, broad based approach to solutioning business problems. He/she should approach the problem agnostic of analytic technique, tool or process. Ability to think outside the box and provide ensemble solutions should set them apart to be a high performing team member.

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.

Project description We are seeking an experienced professional to join our Credit Risk and Securitization domain in a dual capacity as a Business Analyst (BA) and Data Analyst (DA). You should bring deep expertise in credit risk modeling, securitization, and financial regulations, along with strong analytical and communication skills. Responsibilities Analyze and document business requirements (BRD, FRD, As-Is, To-Be). Conduct functional, user acceptance, and end-to-end integration testing. Navigate complex systems and data landscapes to identify gaps and apply assumptions for business outcomes. Ensure data accuracy, consistency, and integrity across systems. Implement data validation and cleansing processes. Optimize data processing and analysis to support decision-making. Write SQL queries for data analysis and visualization. Present complex data insights to senior management and stakeholders. Skills Must have Minimum 8 years of industry experience in BA/DA roles. Strong understanding of credit risk models (PD, LGD, EAD) and mitigation techniques. Expertise in securitization transactions and economic models. Familiarity with Basel III, IFRS-9, and relevant US/European regulations. Knowledge of fair valuation of assets and business model testing. Understanding of Treasury functions and capital market products. Experience with SDLC processes and documentation. Analytical mindset with strong problem-solving abilities. Ability to manage multiple projects and adapt to evolving business needs. Understanding of enterprise data architecture (data lakes, warehouses, marts). Nice to have N/A

Join us as a Technology Business Analyst This is an opportunity for a driven Business Analyst to join us and make a tangible impact on our function Youll have great exposure to a wide network of stakeholders of varying seniority Its a chance to develop your skills and advance your career in this fast paced role We're offering this role at associate level What you'll do Youll support the bank to achieve customer advocacy by eliciting and understanding the internal and external technology customer needs, and analysing, refining, synthesising, translating and ensuring they are documented in a form that can be readily understood by all stakeholders. Youll also: Analyse statistical model documents, participate in model working groups, co-ordinate with quantitative analysis team and implement models in IT system. Create artefacts like detailed business requirement document, model prototype, offline model calculator etc Conduct workshops with IT Development team to design model interfaces and end-to-end processes using agile scrum methodology Frame requirements in terms of user stories, engage with technical team for development and drive requests to completion Draft quantitative and functional test scripts, perform quality assurance tests on developed functionalities, facilitate User Acceptance Testing (UAT) with business stakeholders and support production releases functionally Communicate with business users, program teams and other stakeholders, aid in solving their queries and cater to their issues The skills you'll need To take on this role, youll need an appropriate business analyst certification. You'll need at least seven years of experience working as a business analyst with strong understanding of Credit Risk Models, PD & LGD, RWA and Capital calculations to create solutions for business problems and requests Youll also need: Proven application of business analysis tools and techniques A good understanding of Agile values, principles and methodologies with experience of working within an Agile environment To be a very capable communicator with the ability to communicate complex technical concepts clearly to your peers and management level colleagues Good collaboration and stakeholder management skills Hours 45

Roles and Responsibilities Develop credit risk models using SAS, SQL, and statistical modeling techniques to predict defaults, losses, and other credit-related metrics. Collaborate with cross-functional teams to design and implement effective credit risk strategies that meet business objectives. Conduct stress testing and scenario analysis to identify potential risks and opportunities for growth. Provide data insights and recommendations to stakeholders on loss forecasting, scorecards, and portfolio performance. Desired Candidate Profile 2+ years of experience in Credit Risk Modelling/Analytics or related field. Strong expertise in Basel II/III regulations, CECL/CCAR requirements under IFRS9 framework. Proficiency in programming languages such as Python/R/SAS; strong understanding of machine learning algorithms an added advantage.

Salary: 15 to 30 LPA Exp: 3 to 7 years Location: PAN India Notice: Immediate only..!! Key Skills: SQL, Power BI, Credit Risk, risk analytics, MIS, risk reporting Roles and Responsibilities Extract, manipulate, and analyze large datasets from various sources such as Hive, SQL databases, and ETL processes. Develop and maintain dashboards using Tableau to provide insights on banking performance, market trends, and customer behavior. Collaborate with cross-functional teams to identify key performance indicators (KPIs) and develop data visualizations to drive business decisions. Desired Candidate Profile 3-8 years of experience in Data Analytics or related field with expertise in Banking Analytics, Credit risk . Strong proficiency in tools like SQL, Advance SQL knowledge preferred. Experience working with big data technologies like Hadoop ecosystem (Hive), Spark; familiarity with Python programming language required.

Roles and Responsibilities Develop credit risk models using SAS, SQL, and statistical modeling techniques to predict defaults, losses, and other credit-related metrics. Collaborate with cross-functional teams to design and implement effective credit risk strategies that meet business objectives. Conduct stress testing and scenario analysis to identify potential risks and opportunities for growth. Provide data insights and recommendations to stakeholders on loss forecasting, scorecards, and portfolio performance. Desired Candidate Profile 2+ years of experience in Credit Risk Modelling/Analytics or related field. Strong expertise in Basel II/III regulations, CECL/CCAR requirements under IFRS9 framework. Proficiency in programming languages such as Python/R/SAS; strong understanding of machine learning algorithms an added advantage.

Strategy, Risk and Transaction Regulatory & Financial Risk: Project Manager - Internal Rating Models/Credit Risk What impact will you make? Every day, your work will make an impact that matters, while you thrive in a dynamic culture of inclusion, collaboration and high performance. As the undisputed leader in professional services, Deloitte is where you find unrivaled opportunities to succeed and realize your full potential Deloitte is where you'll find unrivaled opportunities to succeed and realize your full potential. The Team Deloitte SRT helps entities mitigate risk while discovering new opportunities to create value. Our end-to-end risk services span all domains, from managing strategic risks in the C-Suite to improving board oversight, and from balancing financial and environmental policies to addressing cyber threats. Work you'll do In our team you'll build and nurture positive working relationships with teams and clients with the intention to exceed client expectations. Good understanding of credit lifecycle management, credit lending, credit risk losses, expected loss, unexpected loss and stress loss Good working knowledge of IRB PD, LGD, EAD and maturity. Strong knowledge of credit risk management, model validation and model implementation. Working closely with Global Business Heads and senior Internal ratings, PD/LGD domain stakeholders, Product Owners, Business Analysts, Technology and Front-to-back support functions across GDM to drive successful delivery of business outcomes. Work in an extremely integrated way with the senior stakeholders in the Front Office (Sales, Trading and Structuring), as well as the Credit Risk, Operations Finance. Drives quick decisions based on available data and input Ability to work to set priorities to meet required objectives through being pro-active and accountable. Ability to operate as a team member who is focused on delivery within tight timescales and conflicting priorities. Responsible for all required governance ensuring it is managed, recorded and meets the high standard of a Tier 0 business. Work across the full books of work impacting project teams on prioritisation and management of all deliverables within the portfolio. Qualifications MBA or equivalent master's degree PMP or Prince Project Management certification is preferred Your role as a leader At Deloitte India, we believe in the importance of leadership at all levels. We expect our people to embrace and live our purpose by challenging themselves to identify issues that are most important for our clients, our people, and for society and make an impact that matters. In addition to living our purpose, employees at this level, across our organization: Builds own understanding of our purpose and values; explores opportunities for impact Demonstrates strong commitment to personal learning and development; acts as a brand ambassador to help attract top talent Understands expectations and demonstrates personal accountability for keeping performance on track Actively focuses on developing effective communication and relationship-building skills Understands how their daily work contributes to the priorities of the team and the business How you'll grow At Deloitte, our professional development plan focuses on helping people at every level of their career to identify and use their strengths to do their best work every day. From entry-level employees to senior leaders, we believe there is always room to learn. We offer opportunities to help build world-class skills in addition to hands-on experience in the global, fastchanging business world. From on-the-job learning experiences to formal development programs at Deloitte University, our professionals have a variety of opportunities to continue to grow throughout their career. Explore Deloitte University, The Leadership Center. Benefits At Deloitte, we know that great people make a great organization. We value our people and offer employees a broad range of benefits. Learn more about what working at Deloitte can mean for you. Our purpose Deloitte is led by a purpose: To make an impact that matters . Every day, Deloitte people are making a real impact in the places they live and work. We pride ourselves on doing not only what is good for clients, but also what is good for our people and the communities in which we live and work - always striving to be an organization that is held up as a role model of quality, integrity, and positive change. Learn more about Deloitte's impact on the world Recruiter tips We want job seekers exploring opportunities at Deloitte to feel prepared and confident. To help you with your interview, we suggest that you do your research: know some background about the organization and the business area you are applying to. Check out recruiting tips from Deloitte professionals. To take the next step and join our progressive and motivated team, please contact intasrt@deloitte.com

Roles and Responsibilities Develop credit risk models using SAS, SQL, and statistical modeling techniques to predict defaults, losses, and other credit-related metrics. Collaborate with cross-functional teams to design and implement effective credit risk strategies that meet business objectives. Conduct stress testing and scenario analysis to identify potential risks and opportunities for growth. Provide data insights and recommendations to stakeholders on loss forecasting, scorecards, and portfolio performance. Desired Candidate Profile 2+ years of experience in Credit Risk Modelling/Analytics or related field. Strong expertise in Basel II/III regulations, CECL/CCAR requirements under IFRS9 framework. Proficiency in programming languages such as Python/R/SAS; strong understanding of machine learning algorithms an added advantage.

Salary: 15 to 30 LPA Exp: 3 to 7 years Location: PAN India Notice: Immediate only..!! Key Skills: SQL, Power BI, Credit Risk, risk analytics, MIS, risk reporting Roles and Responsibilities Extract, manipulate, and analyze large datasets from various sources such as Hive, SQL databases, and ETL processes. Develop and maintain dashboards using Tableau to provide insights on banking performance, market trends, and customer behavior. Collaborate with cross-functional teams to identify key performance indicators (KPIs) and develop data visualizations to drive business decisions. Desired Candidate Profile 3-8 years of experience in Data Analytics or related field with expertise in Banking Analytics, Credit risk . Strong proficiency in tools like SQL, Advance SQL knowledge preferred. Experience working with big data technologies like Hadoop ecosystem (Hive), Spark; familiarity with Python programming language required.

Roles and Responsibilities Develop credit risk models using SAS, SQL, and statistical modeling techniques to predict defaults, losses, and other credit-related metrics. Collaborate with cross-functional teams to design and implement effective credit risk strategies that meet business objectives. Conduct stress testing and scenario analysis to identify potential risks and opportunities for growth. Provide data insights and recommendations to stakeholders on loss forecasting, scorecards, and portfolio performance. Desired Candidate Profile 2+ years of experience in Credit Risk Modelling/Analytics or related field. Strong expertise in Basel II/III regulations, CECL/CCAR requirements under IFRS9 framework. Proficiency in programming languages such as Python/R/SAS; strong understanding of machine learning algorithms an added advantage.

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.

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

This job is with Standard Chartered Bank, an inclusive employer and a member of myGwork the largest global platform for the LGBTQ+ business community. Please do not contact the recruiter directly. Job Summary To Coordinate with country & group teams to ensure regulatory metrics (EAD, RWA, ECL etc.,) are intact as expectation for stress testing consumption. Take responsibility and deliver the data as required. Key Responsibilities BAU Change Management Efficiently gather data requirements from on-boarded countries and GROUP to STHS platform or change request from BAU team with impact analysis and implementing across platforms (STHS, SSPLICE etc). Coordinate the requirements with Technology team and ensure requirements are aligned from BRD to DRD. Perform data acceptance testing and UAT support with country team from defect tracking to closure. BAU Support & Queries (Q&A and Trend analysis etc) To BAU adhoc data queries from various countries (GROUP, HK, TH, RUBIK GCNA, SG) that are already on-boarded in the STHS platform to support their regulatory stress-test run (BOE, ICAAP, MAS, etc) Wholesale Retail New Country On-boarding (Ongoing for: Germany and Other countries - 2023) Facilitates trainings/workshops in order for new countries to be on boarded in the platform would be familiarized on how data is getting prepared in STHS for Stress Testing. Suggests data solutions to cater to countries data requirement. Coordinate the requirements with Technology team and ensure requirements are aligned from BRD to DRD Perform data acceptance testing and UAT support with country team from defect tracking to closure. Key Stakeholders Group Modellers Country Risk team HUB Team Key Measurables Take responsibility to deliver the data required for various exercises. Successful submission of BOE, ICAAP and Country reporting within timeline. Proactive issue identification, prioritisation and resolution Strong and positive influence on direction and success of front to back business change agenda. Clear and appropriate communication with front to back stakeholders Low occurrence of operating incidents in production environment due to functional issues Efficient BA management of change requests to project scope Other Responsibilities Participate in at least 2 days of volunteering per year. Participate in engagement activities conducted in GBS. Be motivated and actively engage in activities like innovation and automation initiatives. To hold assigned roles of First Aider / Fire Warden / ADCC as appropriate and discharge the expected responsibilities Qualifications Strong knowledge in Risk metrics (RWA, EAD, EL, LGD etc,). Proficient in SQL. Risk domain experience would be good to have. Dataiku is a good to know. Strong analytical and problem-solving skills. To innovate and bring in changes which helps the overall performance of the team. To automate and reduce manual interventions in the current process. Excellent communication skills - verbal and written. Ability to work under pressure. Be able to work in a global team. Self-motivated person with strong stakeholder management skills, a high level of personal responsibility and a desire to excel consistently Strong decision-making skills with an attention to detail Skills And Experience Dataiku About Standard Chartered We&aposre an international bank, nimble enough to act, big enough for impact. For more than 170 years, we&aposve worked to make a positive difference for our clients, communities, and each other. We question the status quo, love a challenge and enjoy finding new opportunities to grow and do better than before. If you&aposre looking for a career with purpose and you want to work for a bank making a difference, we want to hear from you. You can count on us to celebrate your unique talents and we can&apost wait to see the talents you can bring us. Our purpose, to drive commerce and prosperity through our unique diversity, together with our brand promise, to be here for good are achieved by how we each live our valued behaviours. When you work with us, you&aposll see how we value difference and advocate inclusion. Together We Do the right thing and are assertive, challenge one another, and live with integrity, while putting the client at the heart of what we do Never settle, continuously striving to improve and innovate, keeping things simple and learning from doing well, and not so well Are better together, we can be ourselves, be inclusive, see more good in others, and work collectively to build for the long term What We Offer In line with our Fair Pay Charter, we offer a competitive salary and benefits to support your mental, physical, financial and social wellbeing. Core bank funding for retirement savings, medical and life insurance, with flexible and voluntary benefits available in some locations. Time-off including annual leave, parental/maternity (20 weeks), sabbatical (12 months maximum) and volunteering leave (3 days), along with minimum global standards for annual and public holiday, which is combined to 30 days minimum. Flexible working options based around home and office locations, with flexible working patterns. Proactive wellbeing support through Unmind, a market-leading digital wellbeing platform, development courses for resilience and other human skills, global Employee Assistance Programme, sick leave, mental health first-aiders and all sorts of self-help toolkits A continuous learning culture to support your growth, with opportunities to reskill and upskill and access to physical, virtual and digital learning. Being part of an inclusive and values driven organisation, one that embraces and celebrates our unique diversity, across our teams, business functions and geographies - everyone feels respected and can realise their full potential. Show more Show less

Roles and Responsibilities Develop credit risk models using SAS, SQL, and statistical modeling techniques to predict defaults, losses, and other credit-related metrics. Collaborate with cross-functional teams to design and implement effective credit risk strategies that meet business objectives. Conduct stress testing and scenario analysis to identify potential risks and opportunities for growth. Provide data insights and recommendations to stakeholders on loss forecasting, scorecards, and portfolio performance. Desired Candidate Profile 2+ years of experience in Credit Risk Modelling/Analytics or related field. Strong expertise in Basel II/III regulations, CECL/CCAR requirements under IFRS9 framework. Proficiency in programming languages such as Python/R/SAS; strong understanding of machine learning algorithms an added advantage.

Roles and Responsibilities Develop credit risk models using SAS, SQL, and statistical modeling techniques to predict defaults, losses, and other credit-related metrics. Collaborate with cross-functional teams to design and implement effective credit risk strategies that meet business objectives. Conduct stress testing and scenario analysis to identify potential risks and opportunities for growth. Provide data insights and recommendations to stakeholders on loss forecasting, scorecards, and portfolio performance. Desired Candidate Profile 2+ years of experience in Credit Risk Modelling/Analytics or related field. Strong expertise in Basel II/III regulations, CECL/CCAR requirements under IFRS9 framework. Proficiency in programming languages such as Python/R/SAS; strong understanding of machine learning algorithms an added advantage.

Model Validation (Credit risk/ Market risk) We are hiring for a leading Financial KPO organization based at Bangalore/Gurugram/ Kolkatta Position : Experience : 3-8 yrs in experience in model validation/ development, quantitative modelling Strong understanding of model risk, validation frameworks, and regulatory requirements. Strong technical skills in python for model development. Education : B.tech/ Masters / MBA - in Economics, Mathematics, Statistics, Finance, Computer science Role & Responsibilities : Responsible for being validator for a wide range of models like IRRBB, credit risk, market risk, counterparty credit risk, fraud detection, Stress Testing, AML and forecasting models Working with independent model validation function of a large banking client and will involve end-to-end validation of risk and regulatory models Independent model validation, especially comprehensive model validation within 2nd line of defense, using SR 11-7 or similar guidelines. Exhaustive model validation will include conceptual assessment of models use, method, assumptions, limitations and on-going monitoring and control, models outcome analysis. Assessment of the model monitoring and implementation process. Assessment of the model calibration techniques Good understanding of vanilla and exotic derivatives in all asset classes, and their impact on various market risk (VaR, SVaR, FRTB SBM, DRC and RRAO) and CCR components. Thorough understanding of stochastic processes and their models, stochastic volatility models, yield curve models Good understanding of conventions of various markets like treasury, fixed income, equities, commodities etc.

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.