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Risk Modeler (3-6 years) in Mumbai at Crescendo Global

Date Posted: 7/2/2018

Job Snapshot

Job Description

An exciting techno-functional job opportunity with a multinational Analytics and IT Solutions giant for a Risk Modeler with at least 3 years’ experience in Credit Risk Scoring / CCAR /  PPNR modeling or Validation for various businesses. Our distinguished client is looking for an individual hungry to grow in a techno-functional position leveraging experience in developing, monitoring and reviewing loss forecasting, stress testing and macro-economic forecasting models.


LOCATION: Mumbai

YOUR FUTURE EMPLOYER:

A leading, global firm providing creative and strategic analytics, IT and consulting solutions for the entire enterprise value chain.

YOU WILL BE RESPONSIBLE FOR:

  • Working with Leading Bank’s Risk Management team on specific projects/requirements pertaining to Model Risk Management.
  • Carrying out Model evaluations as per the requirements outlined in the Consumer Model Risk Management Policy for CCAR, PPNR and consumer risk models.
  • Supporting MRM team leads in model evaluation of Very High/High/Medium High Risk Level models and related transactions.
  • Utilizing SAS, Interthinx (ITX) and other Microsoft Office products, identify key model soundness, development, and implementation issues, and recommend solutions to mitigate them.
  • Performing Independent Validation including but not limited to   model eligibility assessment through updating the model validation reporting templates toward model risk management reviews.
  • Preparing documentation as per business requirements. Review loss forecasting, stress testing and macro-economic forecasting models; OR writing model validation reports based on his / her judgments of the evaluations results.
  • Creating a culture of continuous learning and self-development.
  • Working with business/operations team to define the operational MIS and KPI's.

Job Requirements

THE SUCCESSFUL CANDIDATE:

  • B.tech /Msc/MCA or any technical degree must.
  • Experience in Credit Risk Scoring / CCAR / PPNR modeling or Validation.
  • Expertise in developing/monitoring/reviewing loss forecasting, stress testing and macro-economic forecasting models.
  • Experience of sophisticated statistical analysis using bureau/vendor data, customer performance data and marketing data to solve business problems.
  • Ability of recognizing information and patterns in data that are not obvious, and focusing analytical efforts in pursuit of explanations, isolations of cause and effect.
  • Prior working experience in advanced SAS and SQL in mainframe, UNIX and PC environments.
  • Excellent communication and interpersonal skills.

WHAT IS IN IT FOR YOU?

  • An opportunity to define, lead and coordinate the operations of the company.
  • A high-performance culture with phenomenal career progression.
  • Fast track career growth.
  • Work in a fast-paced environment in and established brand in IT industry.
  • A stimulating working environment with colleagues from top-tier institutes.

REACH US:

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


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