int(9384)
Mumbai / NCR, India

Credit Risk & IFRS9 Modelling

Our client is one of the global reputed MNC’s which provides industry-focused services for clients across geographies. We are currently looking for a skilled professional to join their Credit Risk Modelling team in Mumbai or NCR.

Please contact Apoorva Sharma or email your cv directly in word format with Job ID 8265 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

  • Conducting specialist reviews and audits of IFRS 9 credit risk models for the banking clients in the UK.
  • Providing guidance and advice to banks on future generations of IFRS 9 models and IFRS 9 forecasting.
  • Assisting in the development and attestation of IRB capital models, ensuring compliance with CRR regulations.
  • Collaborating with Model Validation teams to perform end-to-end validation activities for various models, including IFRS 9, IRB, Market Risk, and Algorithmic models.

Role requirements

  • 3-4 years of experience in credit risk modelling or related fields, strong general knowledge of credit risk concepts.
  • Proficiency in at least one technology: SAS, SQL, R, Python.
  • Experience in credit risk modelling across Retail or Wholesale portfolios.
  • Familiarity with SR 11-7 regulation by the US Federal Reserve and the IFRS 9 Standard by the IASB.