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Credit Risk - AVP / VP

Mumbai, MH
Job Code:
  • Banking & Finance
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Job Details

Develop and support credit risk rating models at single obligor and transaction level.2. Assisting with regular Basel II credit risk parameter (PD, LGD, CCF) updates, involving performing core technical modeling, and liaison with independent validation teams and across the risk and finance functions. 3. Assisting in the preparation of regulatory (e.g. Pillar III) disclosures relating to Basel II, CRD IV.4. Participating in project work around improvements to credit risk parameters. 5. Performing ad-hoc analysis.6. Participating in our regular dialogue with our supervisors where appropriate. 7. Writing and maintaining detailed technical documentation and preparing presentations for senior management and bank supervisors.Desired Candidate Profile1. Strong technical skills with thorough knowledge of credit risk modeling, economic capital and Basel regulatory capital, and ideally significant relevant experience gained in a banking, consultancy or regulatory environment2. Ability to manage projects End to End 3. Masters degree or PhD in numerical discipline or an advanced degree from top tier university. Exceptional candidates from other streams with keen interest and relevant skills will also be considered. However knowledge and affinity towards basic statistical techniques and formal concepts is essential 4. Strong interest in working with mathematical and statistical techniques and good background knowledge of quantitative finance5. Knowledge of statistical and Math software packages (e.g. R, Stata, MATLAB etc.) and programming languages (VBA, C++ etc.) 6. Ability to communicate well both informally and formally, including writing extended documentation7. Team Leadership skills would be beneficial
Degree: MBA/ PGDM

Additional Degree: B.Com. (Commerce) | BBA/ BBM/ BBS

Experience: 8-12


Finance | IT
Applying for this job will take you to an external site


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