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Assistant General Manager- Core Risk Modeling- Banking (10- 15 years) in Mumbai at Crescendo Global

Date Posted: 7/16/2018

Job Snapshot

Job Description

An exciting techno-functional job opportunity with a fortune 300 firm for a risk modeller with at least 10 years of experience in designing, developing, implementing and validating risk models like PD, LGD, EAD etc. Our distinguished client is looking for an individual with demonstrated proficiency in advanced analytical languages such as SAS, R, Python, at least 10 years of experience with traditional database languages like SQL etc. And good understanding about CCAR, Basel norms, IFRS9 etc.

LOCATION: Mumbai

YOUR FUTURE EMPLOYER:

A leading global firm with a distinguished clientele providing extensive financial and asset management services.

YOU WILL BE RESPONSIBLE FOR:

  • Developing new risk models to help the firm to improve risk management and to satisfy regulatory requirements.
  • Building various credit risk models as per CCAR, Basel norms, IFRS9 etc.
  • Continuously improving risk modelling tools and methods by enhancing data including new risk characteristics and developing new algorithms.
  • Building and enhancing credit risk models used in application and account management as well as to determine PD, EAD, LGD, segmentation and other credit risk models.
  • Driving the development of models to support risk based pricing, portfolio management and risk appetite setting and monitoring.
  • Building and developing key risk models which includes scorecard building and statistical risk modelling.
  • Analysing and interpreting financial data using SAS and other statistical software in UNIX environment.
  • Providing and presenting model results, insights and recommendation to senior.
  • Partner with internal teams to implement models/segments/tools into system to support business execution and/or analytics on revenue growth and loss control will be responsible.

Job Requirements

THE SUCCESSFUL CANDIDATE: -

  • At least 10 years of experience in building and developing risk models.
  • Master/ Phd in statistics, econometrics, operations research, mathematics and physics.
  • Developing various risk models and stress testing models as per CCAR, IFRS9, basel norms etc.
  • Strong analytical and problem solving skills with ability to interpret complicated and large amounts of data with business insights.
  • Hands on experience in SAS and SQL in UNIX environment, database such as ORACLE/ TERADATA.
  • Excellent written and oral communication skills to clearly present analytical findings and make business.

  WHAT IS IN FOR YOU: -

  • An opportunity to define, lead and coordinate the technical functioning of the company.
  • Liaise extensively with stakeholders.
  • A meritocratic culture with great career progression.


 REACH US: -

    If you think this role will add value to your career, kindly write me an email along with your                 updated CV on nikitasharma@crescendogroup.in for confidential discussion on the role.


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