Credit Risk & Ifrs9 Modelling
Job Description
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 Apoorva Sharma or email your cv directly in word format with Job ID 8265 to . 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. [HIDDEN TEXT] Key responsibilities Conducting specialist reviews and audits of IFRS 9 credit risk models for the 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 3-4 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.
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Job Detail
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Job IdJD3125062
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IndustryNot mentioned
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Total Positions1
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Job Type:Full Time
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Salary:Not mentioned
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Employment StatusPermanent
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Job LocationMumbai, Maharashtra, India
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EducationNot mentioned
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ExperienceYear