Associate - Risk Modeling & Validation

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

  • Finance/ Accounts

  • Banking - Retail
Job Description

- 3 to 7 years of experience either in developing and validating risk models like Economic Capital, Basel, PD, LGD, EAD etc

- Technical expertise in SAS, R, Python, SQL, VBA

- Working experience in BFSI domain with understanding of credit risk or market risk

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

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

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

- Providing/supporting model development, model validation services, and model risk management efforts as part of client engagements

- Supporting business development and lead qualification

- Defining and developing procedures and standards for modeling content and related documentation supporting project needs, and clients- business and model validation requirements

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


Competencies/Skill sets for this job

Statistical Documentation Investment Banking Vba Data Analysis

Job Posted By

About Organisation

Crescendo Global Services