This job offer is not available in your country.
Credit Risk model
ConfidentialBengaluru / Bangalore, India8 days ago
Job descriptionProven functional and domain proficiency in Basel and IFRS9 models Strong programming knowledge in SAS and R languages Hands on experience in IFRS9 and / or Basel model calibrations Demonstrated strong communication, negotiation, interpretation and problem-solving skills Ability to guide juniors team members on projects
ROLE SUMMARY :
Conduct end to end model calibration and monitoring for regulatory credit risk (PD, LGD and EAD) and provision (IFRS9) models.
ROLE DESCRIPTION :
- Apply domain expertise (Basel / IFRS9) in model calibration / monitoring activities
- Manage intermediate level case studies and challenges with minimal supervision
- Perform root-cause analysis and resolve any team hurdles
- Identify, develop and implement process and project enhancements
- Know upstream and downstream processes
- Represent and contribute to internal forums and Market intelligence & Innovation
EDUCATIONAL QUALIFICATION
Masters or PhD (or similar) in a quantitative subject such as Mathematics, Physics, Economics or Finance, or a track record of performance that demonstrates this ability
ROLE QUALIFIERS
Show more
Show less
Skills Required
Basel, Sas
Create a job alert for this search
Credit Risk • Bengaluru / Bangalore, India