• Manager - Credit Risk Model Validation - Bank Jobs in Bangalore,India - 25255790

  • Asterion
  • Save Job
  • 6 - 10 Years
  • Posted : above 1 month

Job Description:

These roles are with a Leading MNC Bank, Based out of Bangalore, which offers fantastic work life balance and compensation -

- People having hands on experience on Credit risk model validation May only Apply

- Support the development of AIRB (PD,EAD,LGD) and non-AIRB estimates validation framework

- Assist with the development of the Asia Pacific Retail Validation Framework, including developing and maintaining a comprehensive model performance monitoring framework

- Support the optimization of Bank internal processes and tools by focusing on

- Risk reporting and scorecard monitoring

- Data cleansing and data quality

- Increasing process automation and quality control procedures and testing

- Assist with regular reporting on model performance

- Ensure model developments conform to Banks approved build standards

- Contribute towards validation and testing of new or changed credit risk models prior to their implementation

- Establish effective and repeatable processes for the validation and monitoring of retail credit risk models

Ideal Candidate

- Graduate/Post graduate qualifications in statistics, econometrics or mathematics

- Significant experience in building credit scoring and other credit risk models across a broad range of retail products (6+ years)

- Good Knowledge of Expert Systems, Regression Models, Simulation Models, Decision Trees, Analysis of Survival data

- Advanced statistical software skills, including SAS, Access and Excel

- Advanced SQL skills

- Experience in developing and automating risk MIS

- Effective verbal and written communication and business engagement skills

- Strong focus on quality control and attention to detail

- Knowledge of the Basel 2 regulatory framework and capital measurement techniques (incl PD, LGD, EAD models)

- Exposure to Wholesale/Corporate Credit Models

- Risk management and model building experience in Operational or Market Risk

- Knowledge of Retail or Wholesale Credit Decision Systems and associated infrastructure

- Advanced VBA skills

- Strong project management skills - ability to lead multiple projects/work on completing priorities

- Good-Knowledge / Experience with using Mainframe systems, Client / Server systems, Relational Databases and performing data extraction

About the Client

The client is a Leading MNC Bank, which offers fantastic Work life balance and compensation

Profile Summary:

Employment Type : Full Time
Salary : Not Mentioned
Deadline : 30th May 2020

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