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Senior Analyst Credit Risk Model Dev

4.00 to 8.00 Years   Noida   02 Jan, 2023
Job LocationNoida
EducationNot Mentioned
SalaryRs 10 - 22 Lakh/Yr
IndustryBanking / Financial Services
Functional AreaStatistics / Analytics
EmploymentTypeFull-time

Job Description

    Introduction:Introduction:
    • To deliver development of credit risk models (regulatory / impairment/credit decision models)
    What will you be doing
    • Responsible for development of new models including calibrations of existing models and associated analytics.
    • Prior experience on regulatory models including capital and impairment /IFRS9.
    • Ensure compliance in the development of models with respect to internal policies and regulatory guidelines.
    • Ensure model documentation as per internal and regulatory guidelines.
    • Ensure smooth testing and implementation of the developed models.
    • Work closely with Model Monitoring team to support smooth tracking of the models after being implemented.
    • Contribute to building, shaping and developing a motivated and talented BUK Retail Credit Model Development team, capable of delivering quantitative analytics to the highest levels of expectation.
    What were looking for:
    • Strong Experience in Capital /Basel II , impairment model development
    • Strong knowledge of Python and SAS software and statistical model development methods. Python experience is a must.
    • Expertise in Retail products like Loans, Current Accounts, Mortgages etc.
    • Strong analytical and problem solving bent of mind
    • Flexibility and ability to operate in a fast-paced, changing environment
    • Experience on tools like Model Execution Framework, GIT/Bit Bucket
    Skills that will help you in the role:
    • Up-to-date working knowledge of regulatory requirements and change, specifically those originating from Basel and European regulatory authorities including PRA
    • Preferred completion of a degree or equivalent in statistics, mathematics, operations research or related area or significant relevant experience
    Where will you be working Noida

Keyskills :
pythonsascapitalcredit riskbasel ii

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