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VP - Wholesale Credit Risk Modeling - Investment Bank

8 - 10 yrs
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Not Disclosed by Recruiter Posted 25 days ago Job Applicants: 61 Job Views: 258

Job Description

 
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    Overall purpose of role

    - Support the development, calibration, monitoring and documentation of credit risk models in line with regulatory requirements, e.g. Basel, CRR, CCAR, IFRS9

    - Enhance model management through automation and development of monitoring packages

    Key Accountabilities

    - Calibrate new credit risk models, contributing to the development through approval

    - Validate performance of new models; develop and deploy model monitoring scripts

    - Maintain model documents to required standards

    - Manage parts of complex projects, liaising with stakeholders to ensure project progress

    - Motivate team members and junior staff to deliver high quality output within tight deadlines

    Essential Skills/Basic Qualifications:

    - Post-graduate degree in a quantitative discipline, such as Statistics, Mathematics, Econometrics, Physics, Engineering, with experience of developing and applying statistical models within credit risk domain

    - Excellent knowledge of statistics, e.g. regression analysis, reject inference, decision trees, confusion matrix, cross-validation

    - Numerical programming ability using R and/or Python, and working experience with SQL

    - Experience in data visualization, cleaning, and feature extraction

Salary: Not Disclosed by Recruiter

Industry: Banking, Financial Services, Broking

Functional Area: Financial Services , Banking , Investments , Insurance

Role Category:Senior Management

Role:Head/VP/GM-Credit Risk

Employment Type: Permanent Job, Full Time

Keyskills

Desired Candidate Profile

    Please refer to the Job description above

Education-

UG: Any Graduate - Any Specialization

PG:Any Postgraduate - Any Specialization, M.Tech - Any Specialization, MS/M.Sc(Science) - Any Specialization, Statistics, Physics, Maths, M.A - Any Specialization, Economics, Maths, Statistics

Doctorate:Doctorate Not Required

Company Profile:

Quest HR

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