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  • 6 - 10 Years
  • Posted : above 1 month

Job Description:



Experience

- Strong knowledge of the documentation aspect of model development is key as are the skills to present this information to peer review and independent review of model governance committees

- Experience in developing Basel/Capital model on risk factors PD, LGD, EAD would be required with core focus on Retail business (Mortgages, Credit Cards and loans/advances ) exposure on stress testing model development would be desirable

- Basel Modeling, PD, LGD Model Development or Analytics CV from any Competitor Bank / BFSI Vertical with Risk Management or Retail Risk exp

- Collate, test and check independently sourced economics data (forecast and stress) and assess its robustness and fitness for purpose of model development

- Credit Risk Model Development

- Coordinate and identify historical data points for developing models

- Ensure adequate documentation and analysis in place for model review committee which involves peer review and independent review committees

- Prepare effective material for dissemination to key business stakeholders at all levels of seniority

- Support ad-hoc requests in support of the business as necessary

- Ensure timelines around project deliverable are met and all the stake holders are informed about the status of the projects

- Work collaborative with STO management team to prioritize projects

- Drive standardization of analysis and processes to gain efficiency

Skills

- Basel Modeling, PD, LGD Model Development or Analytics CV from any Competitor Bank / BFSI Vertical with Risk Management or Retail Risk exp

- Excellent communication skills with technical (the team) and non-technical (senior entity management around the globe) counterparts; being able to translate between the two worlds is the major thing in the day to day work

- Knowledge of Retail Banking Products ( Mortgage, Credit Cards, loans and advances )

- Knowledge of credit risk or basel/capital model development

- Able to convert business needs into modeling needs

- Experience on modeling tools and techniques and aware of recent advancements in the field

- Strong Quantitative background with knowledge of economic and econometric models

- Proven ability to produce clear summaries and reports from complex factual information, including both written documentation and graphical material

- Good organizational, analytical, problem-solving and project management skills

- Preferably, familiarity with bank stress testing including loss and risk estimation techniques is preferred

Profile Summary:

Employment Type : Full Time
Salary : Not Mentioned
Deadline : 03rd Jun 2020

Key Skills:

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