Credit Risk Model Development

We are seeking a Credit Risk Model Development expert to join our team. The ideal candidate will have extensive experience in building or validating sophisticated credit risk models. This role requires a strong analytical mind, proficiency in various programming languages, and a deep understanding of regulatory frameworks.

Roles & Responsibilities

• Credit Risk Model Development & Validation:
• Develop or validate credit risk models, including those for IFRS9, IRB, CCAR, and CECL.
• Apply expertise in methodologies for Probability of Default (PD), Loss Given Default (LGD), Exposure At Default (EAD), and Stress Testing.
• Technical Implementation:
• Utilize statistical and programming tools such as SAS, SQL, Python, and R.
• Analysis & Reporting:
• Conduct in-depth analysis of model performance and provide recommendations.
• Ensure models adhere to industry best practices and regulatory standards.

Required Candidate Profile

• Experience: Mandatorily experienced in Credit Risk Model Development or Validation.
• Technical Skills:
• Skilled in SAS, SQL, Python, and R.
• Education:
• An MBA in Finance is preferred.
• Certifications like FRM or CFA are a significant plus.

Additional Information

• Salary: Depends on the last drawn salary.
• Notice Period: Immediate joiners to those with a 30-day notice period.
• Work Arrangement: 5 days Work From Office (WFO) in an ODC setup.

How to Apply

• To apply, please send your CV to: [HIDDEN TEXT].