int(7792)
Mumbai, India

Risk Modeler – CCAR Credit Team

One of our clients who is leading investment banking firm with presence across globe, planning to expand CCAR Credit team in Mumbai. Hence, actively looking to hire candidates with at least 4+ years of hands-on risk modelling (credit/market risk) within an investment bank or associated consulting firms.

This is an excellent platform for personal and professional development within a highly committed and collaborative team in an international and fast-paced environment.

Please contact Adil Sharieff or email your cv directly in word format with job reference number JO0000007050 to riskandquants-in@theedgepartnership.com

Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days, we regret to inform you that your application for this position was unsuccessful.

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Key responsibilities

  • Developing and enhancing CCAR stress testing models and other regulatory credit models.
  • Ensure adherence of the models to the expected internal and external standards.
  • Deliver top service to our partners by supporting the complete model life cycle phase covering model development, implementation, validation, testing, governance, and maintenance.

Role requirements

  • Qualified degree in economics, science, technology, mathematics, engineering.
  • Excellent quantitative and statistical modelling skills, specifically a deep understanding of OLS and Logistic regression techniques.
  • Proven experience of working with R/Python/SAS.
  • Experience of PD, LGD and CCF models would be an asset, preferably from within a risk management department.
  • Experience in banking regulatory capital, Basel II/III, stress testing would be advantageous.
  • FRM/ CFA certification would be an advantage.