Job descriptionShould have prior experience in model development, model validation or model monitoring with GSIBs or Indian Banks.Good understanding of Credit Risk Model Development steps starting with exploratory data analysis, roll rate, vintage analysis, good / bad definitions, factor selections, logistic / linear regressions including assumptions and limitations, scorecard calibrationCredit Risk Model Validation starting from data preparation and analysis, validation tests, back testing, scenario analysis, sensitivity analysisTime Series analysis and forecastingEconomic Capital computationSound knowledge of IRB, IFRS 9, CECL, CCAR, SR-11-7, Scorecard, Wholesale & Retail Portfolio, credit card, CRD, CRR guidelines.Regulatory Guideline - PRA, EBA, FED, HKMAStrong quantitative and analytical skills with attention to detail and accuracyA power user of Excel spreadsheet and PowerPoint. Acumen and demonstrated knowledge to use visualization tools (, Power BI) will be advantageousInvestment banking product knowledge and other regulatory development around IBSAS, Python, RCA / MBA(Finance) / (stats)Certifications in CFA / FRMShould have prior experience in model development, model validation or model monitoring with GSIBs or Indian Banks.Good understanding of Credit Risk Model Development steps starting with exploratory data analysis, roll rate, vintage analysis, good / bad definitions, factor selections, logistic / linear regressions including assumptions and limitations, scorecard calibrationCredit Risk Model Validation starting from data preparation and analysis, validation tests, back testing, scenario analysis, sensitivity analysisTime Series analysis and forecastingEconomic Capital computationSound knowledge of IRB, IFRS 9, CECL, CCAR, SR-11-7, Scorecard, Wholesale & Retail Portfolio, credit card, CRD, CRR guidelines.Regulatory Guideline - PRA, EBA, FED, HKMA