06 Aug
|
Mastermind Network
|
Gandhinagar
06 Aug
Mastermind Network
Gandhinagar
Pyt
- Model development /Validation (credit risk Models)
- We are hiring for a leading Banking/ Financial Services based at Mumbai/ Chennai/ Gandhinagar
Experience :5-8 yrs in Model Validation for financial Services with good Python,SAS & SQL programming skills
Education : B.Tech/ Masters / MBA ; in Economics, Mathematics, Statistics, Finance, Computer science with valuable knowledge in of financial mathematics including stochastic calculus, Statistical
Modeling/ Non-Linear Modeling/ Regression Models/ IRBB models /
IFRS 9 models and time-series modeling
Role & Responsibilities :
- Validate/ Develop Fraud risk/ credit risk models/Regulatory Models/ Loan Models across life cycle of various portfolio (PD/LGD/EAD/Scorecard) etc
- This includes regulatory models (capital/impairment),
credit decisioning and stress testing models
- Delivering robust, predictive models and tools that are compliant with both internal and external regulations.
- Identify and use cutting edge techniques to develop best in class models
- Deliver high levels of accuracy and internal consistency/validation within own project
- Provide business with insights and recommendations in order to improve strategy and process.
- Develop high-standard SAS/Python code and model documentation.
- Ensure accurate implementation of models and support their use, interpretation and monitoring.
📌 Manager -Risk Model Validation/ Monitoring (Gandhinagar)
🏢 Mastermind Network
📍 Gandhinagar