2-5 yrs


1420 Days ago

Job Description

  • - Bachelor's or Master's degree in Computer Science,Mathematics,economics or physics 

    - 3 to 7 years of experience either in developing and validating risk models like Economic Capital, Basel, PD, LGD, EAD etc 

    - Technical expertise in SAS, R, Python, SQL, VBA 

    - Working experience in BFSI domain with understanding of credit risk or market risk 

    - Knowledge of different asset classes like equities, fixed income, home loans, mortgage etc 

    Roles and responsibilities : 

    - Extensive tactical data analysis and model development for client engagements using a variety of programming languages 

    - Building core statistical models in the wholesale banking/ investment banking domain for in house large capabilities 

    - Providing/supporting model development, model validation services, and model risk management efforts as part of client engagements 

    - Supporting business development and lead qualification 

    - Defining and developing procedures and standards for modeling content and related documentation supporting project needs, and clients- business and model validation requirements 

    - Serving as subject matter authority on financial markets model development and validation expertise.


Key skill Required

  • Cost Estimation


  • Unit Incharge

1 - 2 yrs


1293 Days ago

1 - 2 yrs


1420 Days ago