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Vice President - CCAR Model Development - Mumbai

10 - 14 YearsMumbai

Posted: 40 days ago

Job Description

A Leading Banking Financial company is hiring for - VP - Model Validation

Shift Timings: 1PM-10PM

Job Description:

Develop credit scorecard models and segmentations

Perform all required tests and measures of developed models (e.g., sensitivity, accuracy, volatility)
Deliver comprehensive model documentation (e.g., Model Approval Packages, Technical Review Documents) of ongoing and new projects
Understand modeling procedures, credit policies and deliver
technical/regulatory documentation for internal/external review
Role involves strong programming (SAS, R, Matlab etc) and quantitative analytics (regression, time series, linear/ nonlinear optimization, etc.) skill
Good communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences

Qualifications

Advanced Degree (Masters or PhD preferred) in Statistics, Applied Mathematics, Operations Research, Statistics,
Economics, Quantitative Finance
MBA s should apply only if they are interested in career in specialized quantitative risk management discipline

If interested kindly share your resumes to chaitansi.sharma@gigroup.com

Salary: INR 30,00,000 - 40,00,000 P.A.
Industry: Banking / Financial Services / Broking
Keyskills:

Desired Candidate Profile

Please refer to the Job description above

Company Profile

M/s Gi Human Resources And Services Pvt. Ltd.
A Leading Banking Client Based at Mumbai
View Contact Details+
Contact Details

Recruiter Name:Chaitansi Sharma

Contact Company:M/s Gi Human Resources And Services Pvt. Ltd.

Email :chaitansi.sharma@gigroup.com

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