Associate - Risk Model Development

Crescendo Global Services
  • Mumbai
  • 10-15 lakh
  • 3-7 years
  • Views
  • 09 Mar 2017

  • Customer Service

  • Banking - Retail
Job Description

- 3 to 7 years of experience in developing core credit risk models like Economic Capital, Basel, PD, LGD, EAD etc in the Retail banking/ wholesale banking domain.

- Currently working in the analytics Model development team for a Bank or working with a consulting firm with a banking client

- Expertise in Customized model development process from ETL to Model Development and Model Validation

- Technical expertise in SAS, R and Python

- Working experience in BFSI or finance domain with understanding of credit risk in retail banking or wholesale banking

- Knowledge of different asset classes like home loans, credit cards, mortgage, equities, fixed income, etc

Would you be keen for a role where your responsibilities include :

- Building core risk models in the retail / wholesale banking domain from scratch using a variety of Statistical Tools and Techniques

- Extensive tactical data analysis and model development for client engagements using a variety of programming languages

- Building core statistical models in the wholesale banking/ retail banking domain for in house large capabilities

- Serving as subject matter authority on financial and statistical markets model development and validation expertise

- Working as an individual contributor in developing models


Competencies/Skill sets for this job

Credit Risk Risk Models Etl Data Analysis Sas Python

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About Organisation

Crescendo Global Services