Full–time
- Our client is one of the global banking firms which provides industry focused services for clients across geographies. We are currently looking for a skilled professional to join their Credit Risk team in Mumbai.
Some of the key responsibilities will include :
- Assessing the appropriateness of parameters, model calibrations, and methodology of models.
- Evaluate the model risk, including model robustness analysis, identification of limitations, and their assessment.
- Collaborate with stakeholders in quantitative teams and work with leadership management across the institutions.
To be eligible for this role you will require :
- Strong quantitative and modelling skills with a Master's or PhD degree in a quantitative field.
- Experience in model development/validation, or related fields. Familiarity with financial regulations, CCAR, CRR, or IFRS+ is a plus.