Vice President - Risk Model Development

Crescendo Global Services
  • Delhi
  • 12-18 lakh
  • 7-11 years
  • Views
  • 21 Mar 2017

  • Finance/ Accounts

  • Banking - Retail
Job Description

Experience in developing core credit/market risk models like Economic Capital, Basel, PD, LGD, EAD etc in the Retail banking/ wholesale banking domain.

- Technical expertise in SAS, R, Python

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

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

Roles and Responsibilities:

- 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

- Building core risk models fro scratch using a variety of Statistical Tools and Techniques

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


Competencies/Skill sets for this job

Python Programming Wholesale Banking Statistical Sas

Job Posted By

About Organisation

Crescendo Global Services