Ifrs9 Credit Modelling - Mumbai - Edge In Asia
- Edge In Asia
- 8 - 12 years
- Mumbai
- 10 months ago
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Job Description
Our client is one of the global banking firms which provides industry-focused services for clients across geographies. We are currently looking for a skilled professional to join their IFRS9 Credit Modelling team in Mumbai.
Some of the key responsibilities will include:
- Development and implementation of PD, LGD, and EAD models for IFRS9 purposes.
- Producing annual reviews of models, reviewing model performance, calibrating, and conducting model back testing.
- Collaborating with the internal validation team and external auditors during the model validation and review process.
- Engaging with key stakeholders, creating model documentation, and obtaining internal approval, providing guidance and mentorship to junior members of the team.
To be eligible for this role you will require:
- Degree/Masters in Statistical, Mathematical, Financial, Economics, or STEM subjects, or equivalent.
- Strong technical understanding of PD, LGD, and EAD models and their use for provisioning and capital estimation purposes.
- Proficiency in programming languages, primarily Python and R, experience with SQL, SAS, or MATLAB is a plus.
- Experience in stakeholder management, ability to communicate complex concepts to non-technical stakeholders and build strong client relationships.
Job Classification
Industry: Financial ServicesFunctional Area:
Role Category: Investment Banking, Private Equity & VC
Role: Investment Banking, Private Equity & VC
Employement Type: Full time
Education
Under Graduation: Any GraduatePost Graduation: Any Postgraduate
Doctorate: Doctorate Not Required, Any Doctorate
Contact Details:
Company: Edge In AsiaLocation(s): Mumbai
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