1. Market risk
~ Model lifecycle support (data preparation, development, validation, implementation in production systems, monitoring, governance)
2. Counterparty credit risk
Model lifecycle support
Models for u...
...Department
Modelling
Level / Band
301 /401/AM /Manager
Role Summary : Will be a member of the Modelling team within the Actuarial function. Responsibilities include the following:
. Modelling new pro...
...LOCATION - Mumbai
EXPERIENCE - 4-9 Years
MUST HAVE - Experience in Credit Risk Model Development, model validation, model monitoring with a GSIB
ROLE AND RESPONSIBILITY -
~ Should have prior experience i...
Key Responsibilities:
•Trigger monitoring and control -Coordinating with analytics team for preparation/improvement in model risk management dashboard/ Analysis/ development of score card
•Oversee the model development strategy along with development...
Lead/Senior Data Scientist Work Mode - Work From Office OnlyLocation - GoregaonSkills Required :- Knowledge in Python, R, SAS programming language and cloud infrastructure- Prior experience in Banks or other financial servic...
...established in India in August 1993. Our professionals leverage the global network of firms, and are conversant with local laws, regulations, markets and competition. KPMG has offices across India in Ahmedabad, Beng...
...Position: Derivative Pricing and Market Risk Model Validator Experience: 4-6 years of experience in model validation/ model development... ...detailed reports on model validation findings to...
...Job Title: Market Risk Analyst
Location: Mumbai
Type: Permanent
Job Summary : We are seeking a highly motivated and detail-oriented individual with experience in model development/validation of bonds a...
The IFRS9 Modelling Team is responsible for the development and implementation of credit models used for IFRS9 expected credit loss (ECL) estimation
The team is responsible for taking credit models through the full end-to-en...
