• Manager - Credit Risk Model Validation - Bank Jobs in Bangalore,India - 23828387

  • Asterion

Job Description:

The Client is a Leading MNC Bank

- 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 optimisation 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

Undertake Model Validation and Reporting for new model developments, enhancements and related strategies and infrastructure to ensure appropriate bank standards are adhered to by model developers and the Business Unit Risk Teams

Ideal Candidate-

- 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 (7+ 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-Knowedge / Experience with using Mainframe systems, Client / Server systems, Relational Databases and performing data extraction

About the Client The client is a leading MNC Bank

Profile Summary:

Employment Type : Full Time
Salary : Not Mentioned
Deadline : 15th Apr 2020

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