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Risk Modeling and Analytics

Risk Modeling and Analytics

Anicalls (Pty) Ltdbangalore, India
10 hours ago
Job description
  • please contribute to the constant refinement and improvement of the Lombard credit risk methods, in particular, our tools and models to determine lending values
  • develop risk-based monitoring tools both on a portfolio as well as on a single client level (e.g., concentration and liquidity) from which steering actions for our portfolios will be derived
  • collaborate with risk officers, business managers, Risk IT, Change Operations, and other stakeholders supporting the proper implementation and execution of risk models and support regulatory exercises
  • implement prototype models in R or SAS before being embedded into the productive risk infrastructure
  • bring innovation and of automation by actively elaborating and proposing improvements to our model maintenance and development process
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    And • bangalore, India

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