Hiring for AVP - Risk Modeling - Retail/wholesale Banking in Bengaluru/Bangalore, Mumbai for Exp. 6 (Job in Mumbai)
(Not Shown) (Please mention MumbaiClassic.com when contacting)
Job Description:YOU WILL BE RESPONSIBLE FOR: - Building core risk models for scratch using a variety of Statistical Tools and Techniques - 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 - Serving as subject matter authority on financial and statistical markets model development and validation expertise - Working as an individual contributor in developing models THE SUCESSFUL CANDIDATE: - Holds Engg/ MBA degree. - 6+ years of experience in developing core credit/market risk models like Economic Capital, Basel, PD, LGD, EAD etc in the Retail banking/ wholesale banking domain - Expertise in Customized model development process - Technical expertise in SAS, R, Python, VBA and SQL - Working experience in BFSI or finance domain with understanding of credit risk or market risk - Knowledge of different asset classes like home loans, credit cards, mortgage, equities, fixed income, etc WHAT IS IN IT FOR YOU: - A meritocratic culture with great career progression - An opportunity to be part of the risk model development team - Fast track career growth.