int(9563)
Mumbai/Delhi, India

Associate Credit Risk 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 Yuvraj Singh or email your cv directly in word format with job reference number JOB-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

  • Conducting specialist reviews and audits of IFRS 9 credit risk models for 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

  • 2-4 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.