- 3 to 7 years of experience in developing core credit risk models like Economic Capital, Basel, PD, LGD, EAD etc in the Retail banking/ wholesale banking domain.
- Currently working in the analytics Model development team for a Bank or working with a consulting firm with a banking client
- Expertise in Customized model development process from ETL to Model Development and Model Validation
- Technical expertise in SAS, R and Python
- Working experience in BFSI or finance domain with understanding of credit risk in retail banking or wholesale banking
- Knowledge of different asset classes like home loans, credit cards, mortgage, equities, fixed income, etc
Would you be keen for a role where your responsibilities include :
- Building core risk models in the retail / wholesale banking domain from scratch using a variety of Statistical Tools and Techniques
- Extensive tactical data analysis and model development for client engagements using a variety of programming languages
- Building core statistical models in the wholesale banking/ retail banking domain for in house large capabilities
- Serving as subject matter authority on financial and statistical markets model development and validation expertise
- Working as an individual contributor in developing models
