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 deliverables are met and all the stakeholders are informed about the status of the 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

Qualifications

- MBA with focus in Finance OR

- Masters in Economics / Statistics OR Mathematics

- MTech / BTech in Engineering

Profile Summary:

Employment Type : Full Time
Salary : Not Mentioned
Deadline : 21st Mar 2020

Key Skills:

Company Profile:

Not Mentioned

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