PPNR / Credit Risk Model Development

Description

– PPNR / Credit Risk Model Development

Senior Analyst / Associate Consultant, PPNR / Credit Risk modelling team , is a key member of the Risk Modelling Team Responsible for acting as an individual contributor in the development and maintenance of high quality risk analytics for PPNR modelling and Credit Risk Modelling. Resolves complex issues in PPNR / Credit Risk modelling and measuring risk, enhancement in PPNR / Credit Risk methodologies or other aspects of risk measurement.

Job title : Associate Consultant / Consultant

Location : Bangalore

Experience : 4-7 years of relevant experience

Job Duties

Responsible for PPNR model development for Non-Interest Income, Net Interest Income, Expense, Deposit, Balance models. Ensures regular production of analytical work. Development of CCAR models (PD / EAD / LGD) , CECL models (PD / EAD / LGD) and Basel models (PD / EAD / LGD). Collaborates with regulators, Audit Services, and other independent reviewers.

• Evaluates existing framework in relation to corporate objectives and industry leading practices. Assesses development needs and manages process to achieve desired future state.
• Supports stress testing, capital quantification and / or internal capital allocation methodologies. Ensures that modelling approaches meet both internal corporate needs and regulatory requirements related to prevailing regulatory guidance.
• Provides technical / theoretical inputs to resolve risk issues and enhance overall risk framework. Works with other risk or business unit teams to ensure that risk management policies / processes and quantitative modelling approaches are consistent.
• Provides communication and training efforts to promote understanding of risk measurement throughout the company
• Operates independently; has knowledge of banking balance sheets and income statements.
• Conducts analysis, independently ensuring accuracy and completeness.
• Responsible for interaction with different committees and / or senior management.
• Strategic in developing, implementing and administering programs within Risk Management for specific product(s).

Qualification :

Skills Required :

Working with Us :

As a Northern Trust partner, greater achievements await. You will be part of a flexible and collaborative work culture in an organization where financial strength and stability is an asset that emboldens us to explore new ideas.

Movement within the organization is encouraged, senior leaders are accessible, and you can take pride in working for a company committed to assisting the communities we serve! Join a workplace with a greater purpose.

We’d love to learn more about how your interests and experience could be a fit with one of the world’s most admired and sustainable companies! Build your career with us and apply today. #MadeForGreater

Reasonable accommodation

Northern Trust is committed to working with and providing reasonable accommodations to individuals with disabilities. If you need a reasonable accommodation for any part of the employment process, please email our HR Service Center at .

We hope you’re excited about the role and the opportunity to work with us. We value an inclusive workplace and understand flexibility means different things to different people.

Apply today and talk to us about your flexible working requirements and together we can achieve greater.

About Our Bangalore Office

The Northern Trust Bangalore office, established in 2005, is home to over 5,600 employees. In this stunning office, space, we offer fantastic amenities which include our Arrival Hub – Jungle, the GameZone, and the Employee Experience Zone that appeal to both clients and employees.