Tata Group
Location
Pune | India
Job description
Job Description
Domain:
. Exposure to credit risk management processes within Retail and/or Wholesale banking business.
. Good understanding of the model life cycle and model risk management standards such as SR11/7 and SS3/18.
. Expert in credit model development and/or validation and/or monitoring of - impairment models (IFRS9/CECL) and/or regulatory capital models (AIRB) and/or stress testing models and/or other credit risk models.
. Ability to independently review model documentations, undertake appropriate qualitative & quantitative analysis and author high quality analytical documentation.
. Sound knowledge of current market trends and the regulatory agenda related to credit risk models - particularly from a European context.
Communication:
. Strong communication (oral and written) and influencing skills.
. Ability to effectively manage senior stakeholders and build relationships.
Technology:
. Must-have: SAS, Python, MS Excel
. Nice-to-have: R, SQL
Desired Candidate Profile
Qualifications :BACHELOR OF TECHNOLOGY
Job tags
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