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Associate/AVP -Core Risk Modelling (5-10 years) in Bengaluru at Crescendo Global

Date Posted: 8/2/2018

Job Snapshot

Job Description

An exciting leadership job opportunit with a Global Banking and Financial firm a Data Modeler holding at least 5 years' experience in Model Development and Credit Risk Analytics. Our distinguished client is looking for a smart, dynamic modeler with strong knowledge of SR 11-7, BASEL III and Comprehensive Capital Analysis and Review (CCAR) guidelines keen to working on projects across wholesale banking and retail products applying cutting-edge statistical modelling techniques such as  Scorecards and Loss Forecasting to arm decision makers with actionable information.

LOCATION: Mumbai/Bangalore

YOUR FUTURE EMPLOYER:

A leading, global firm with an illustrious range of financial and asset management services serving different market regions across the globe.

YOU WILL RESPONSIBLE FOR

  • Working on multiple projects across multiple retail and wholesale banking products and applying various predictive analytics in building scorecards and loss forecasting models
  • Providing solutions in BASEL II A-IRB and IFRS9 Credit Risk parameter (PD, LGD, CCF modeling) estimation
  • Leading multiple projects and have extensive experience in core Model Development, LDP Modeling, Scorecard Development, Economic capital modeling, BASELIII /CCAR norms.
  • Analyzing data using statistical languages like SAS and UNIX
  • Extensive tactical data analysis and model development for client engagements using a variety of programming languages
  • Serving as subject matter authority on financial and statistical markets model development and implementation expertise

Job Requirements

THE SUCCESSFUL CANDIDATE

  • A seasoned risk management professional with advanced degree in finance, mathematics, econometrics, engineering or other quantitative subject with over 5-8 years of experience in Credit Risk Analytics & Model development.
  • Strong knowledge of regulatory requirements such as SR 11-7, Basel III and CCAR guidelines with experience in various model validation tests like sample backtesting, sensitivity analysis (Macroeconomic scenario based stress testing), contribution analysis etc.
  • Hands on experience in Analytics, PD/LGD/EAD Modelling, Credit Risk, Model Validation, Regulatory Reporting, RWA Calculation, CCAR,VAR.
  • Knowledge and exposure in various financial products like Credit derivatives, OTC products, Swaps, Securitization, CDO's etc.
  • Good experience in any programming languages/databases such as R/Python,Java,VBA, Matlab, or Ms Access ,SQL , Oracle etc.
  • Prior experience in domains like commercial banking, retail banking, treasury, investment management and strong knowledge of risk data analysis and development, strategy design and delivery deployment.
  • Having an exceptional track record in project delivery, stakeholder management and thought leadership, with strong quantitative and analytical background

WHAT IS IN IT FOR YOU?

  • An opportunity to work with a global firm in a high visibility role as a risk modeling team.
  • A meritocratic culture with great career progression.
  • Fast track career growth.

DISCLAIMER:

Crescendo Global is an equal opportunity Leadership Hiring and Executive Search firm. Crescendo Global consultants value diversity in the talent they identify for its multinational Fortune 500 clients. Crescendo Global does not discriminate on the basis of race, religion, colour, origin, gender, sexual orientation, age, marital status, veteran status or disability status.

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