Mumbai, India

IFRS9 Credit Modelling

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 IFRS9 Credit Modelling team in Mumbai.

Please contact Apoorva Sharma or email your cv directly in word format with Job ID 10126 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

Development and implementation of PD, LGD, and EAD models for IFRS9 purposes.
Producing annual reviews of models, reviewing model performance, calibrating, and conducting model back testing.
Collaborating with the internal validation team and external auditors during the model validation and review process.
Engaging with key stakeholders, creating model documentation, and obtaining internal approval, providing guidance and mentorship to junior members of the team.

Role requirements

Degree/Masters in Statistical, Mathematical, Financial, Economics, or STEM subjects, or equivalent.
Strong technical understanding of PD, LGD, and EAD models and their use for provisioning and capital estimation purposes.
Proficiency in programming languages, primarily Python and R, experience with SQL, SAS, or MATLAB is a plus.
Experience in stakeholder management, ability to communicate complex concepts to non-technical stakeholders and build strong client relationships.

Mumbai, India

IFRS9 Credit Modelling

Key responsibilities

Role requirements

Apply for this Job

IFRS9 Credit Modelling

Mumbai, India

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