Senior Associate IRB Modelling Captives - FST Advisory, Mumbai

3 - 7 years

0 Lacs

Posted:4 weeks ago| Platform: Shine logo

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On-site

Job Type

Full Time

Job Description

As a Senior Risk Model Developer, your role will involve leading the development, enhancement, and maintenance of IRB credit risk models (PD, LGD, EAD) for Retail and Wholesale portfolios. You will be responsible for ensuring alignment with regulatory standards such as Basel II, Job Description ##/IV, ECB, PRA, SR 11-7, and internal model governance requirements. Key Responsibilities: - Lead the development, enhancement, and maintenance of IRB credit risk models for Retail and Wholesale portfolios - Ensure alignment of credit risk models with regulatory standards including Basel II, Job Description ##/IV, ECB, PRA, SR 11-7, and internal model governance requirements Qualifications Required: - Previous experience in developing IRB credit risk models (PD, LGD, EAD) - Strong understanding of regulatory standards such as Basel II - Knowledge of Job Description ##/IV, ECB, PRA, SR 11-7, and internal model governance requirements (Note: No additional details of the company were provided in the job description),

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PwC India

Business Consulting and Services

Kolkata West Bengal

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