-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 Development for Credit risk with positive Python,SAS & SQL programming skills

Education : B.Tech/ Masters / MBA ; in Economics, Mathematics, Statistics, Finance, Computer science with good 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 :

- Development of credit risk models/ Fraud risk/ 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

Experience in time series, econometric, and quantitative modeling, including scenario analysis, sensitivity testing, statistical techniques, and model performance monitoring.•

- Advanced SQL and data validation skills, with experience developing complex queries for production validation, data reconciliation, downstream integration, data-quality checks, and reporting

- 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.

- Work with model implementation experts and technology teams to design and integrate Python workflows into existing in-house target-state platform for process execution

📌 Am/ Mgr- Credit Risk Model Development (Chennai)
🏢 Mastermind Network
📍 Chennai