![Cacti Global](https://media.trabajo.org/img/noimg.jpg)
Credit Risk Analytics/credit Risk Modelling
1 week ago
Job Information:
Work Experience
yearsSkillset
- Financial Risk ManagementLocation
Mumbai; Delhi
- NCR; Bengaluru; Hyderabad; Kolkata; ChennaiEducation Criteria
- CAIndustry
- Financial ServicesVertical
- Finance and ProcurementDomain
- Risk ConsultingSub-Domain
- Internal AuditCity
- MumbaiState/Province
- MaharashtraCountry
- IndiaZip/Postal Code
Key Responsibilities:
- Preforming Risk Analytics activities to develop models and support the bank on various analytical initiatives
- Assist in modeling key risk estimates PD, LGD and EAD for AIRB and IFRS9 framework
- Regularly engage in model development, validation, and redevelopment activities
- Other risk analytics activities include assisting in review and redevelopment of Macro-Economic Model, RAROC Calculator
- Risk Adjusted Return on Capital
- Period reporting (internal & regulatory) of various Risk Metrics
- Engage in model risk management activities
- Technical Knowledge:
- Understanding and experience in credit risk function, specifically retail models.
- Understanding of banking products, operations, and strong knowledge of Basel and IFRS 9 regulatory landscape and regulations in risk, capital, operation, and compliance. Prior work experience with regulators in India and Middle East (RBI, CBUAE, SAMA etc.) is preferred
- Deep understanding and strong knowledge of SAS/R/Python
- Understanding of retail banking, corporate banking, capital markets, trading, and other financial services.
- Individual must have experience in IFRS9, Basel II, III and IV Standardized and Advanced approaches, BCBS, ICAAP, Stress testing, Scorecard development, policies/ procedures, system implementation, etc.
- Experience in developing PD, LGD, EAD and CCF models for banks and financial institutions
- Experience in statistical methods such as logistic and Probit regressions
- Experience in macroeconomic model development and stress testing
- Other Skills:
- A good blend of creative thinking and rigorous analysis in solving business problems
- Strong communication, facilitation, relationshipbuilding, presentation, and negotiation skills
- Must work well in a teamoriented environment as well as independently. Work with team members to set goals and responsibilities for specific engagements. Foster teamwork and innovation.
- Ability to work under pressure. Mature, proactive, and displays initiative. Manages own and others' time well.
- Good oral and written communication skills including documentation of findings and recommendations. Adept at preparing and presenting reports to an audience.
Requirements:
- Desired Profile:
- Postgraduate with minimum 3 years of experience in the Banks, NBFCs
- Certificates like CFA, FRM, CQF
- Should be proficient in MS Excel and PowerPoint
- Excellent knowledge of SAS, R, Python.
- Good organizational, analytical, problemsolving, and project management skills
Benefits:
What's there for you
We'll equip you for the future, both yours and ours, whatever it may bring. We believe that enjoyment and satisfaction at work go hand in hand.
We are proud to offer a competitive and innovative employment package that's committed to the health, success and well-being of all of our people.
We also have several initiatives to help our people strike the necessary work / life balance such as (a) Working from home and (b) Part-time working / reduced or fixed working hours.
Learning is a continuous process of life. We offer extensive opportunities for personal and professional development.Whether it's enhancing your professional skills or honing your interests of cooking classes to guitar strings that you've been meaning to take, we'll support you in doing what you love.
-
Exp. Risk Modeler
1 week ago
Mumbai, Maharashtra, India Credit Suisse Full timeYour field of responsibilityQuantitative Analysis and Technology ("QAT") is a team located globally, responsible for modelling complex financial instruments within Credit Suisse. These models are used daily by traders for pric-ing potential transactions, risk teams to evaluate existing positions and IT systems to manage and fulfil various back-office...
-
Sen. Risk Modeler
1 week ago
Mumbai, Maharashtra, India Credit Suisse Full timeYour field of responsibilityYou will have the opportunity to work in the Credit Portfolio Modelling team in the Quantitative Analysis and Technology area of Credit Suisse's Chief Risk Officer division in Mumbai.In this function you are involved in mathematical design and prototyping of credit portfolio models, such as the Incremental Risk Charge, Trading...
-
Risk Modeler, Avp
1 week ago
Mumbai, Maharashtra, India Credit Suisse Full timeRisk ManagementEnglishWe OfferYou will lead independent validation reviews across a wide range of core Risk Capital or other business-impactful models used throughout the bank, meeting business needs and regulatory expectations, with responsibility for investigating key aspects of each model under review: choice of modelling approach, the underlying...
-
Jun. Risk Modeler
1 week ago
Mumbai, Maharashtra, India Credit Suisse Full timeYour field of responsibility Develop models, ensuring theoretical soundness by employing advanced mathematical and statistical techniques Demonstrate independence in testing design and execution, results interpretation and presentation, and production of robust documentation Collaborate with colleagues across the globe, and will regularly engage with...
-
Risk Modeler-model Validation
1 week ago
Mumbai, Maharashtra, India Credit Suisse Full timeYour field of responsibilityYour responsibilities include: The truly global scope of model risk means that this role will involve working with an exceptionally broad group of business partners from every part of the firm, investigating model risk and model governance standards and performing detailed validation of risk models. Validation of models and...
-
Credit Risk Underwriter
1 week ago
Mumbai, Maharashtra, India Pazago Full timePazago || Credit Risk Underwriter ll Global Trade Tech || Mumbai - Andheri EastLocation: Mumbai, Andheri East About Pazago:Pazago is a pioneering cross-border trade startup led by YCombinator alumni. Our SaaS platform is at the forefront of revolutionizing global trade, making it simpler and more accessible for businesses to expand internationally. At...
-
Treasury - Credit Risk - Associate
1 week ago
Mumbai, Maharashtra, India JPMorgan Chase Bank, N.A. Full timeCredit Risk - AssociateMumbai, Maharashtra, IndiaAs part of Risk Management and Compliance, you are at the center of keeping JPMorgan Chase strong and resilient. You help the firm grow its business in a responsible way by anticipating new and emerging risks and using your expert judgement to solve real-world challenges that impact our company, customers and...
-
Data Scientist
4 weeks ago
Mumbai, Maharashtra, India Grizmo Labs Full timeAbout The Role: - Analyze, build, validate and document credit risk models using best practices. - Hands-on experience in using statistical methods and / or expert judgement based techniques for developing and implementing credit risk scorecards and strategies. - Derive insights from data and communicate these insights effectively to the stakeholders Data...
-
Data Scientist
4 weeks ago
Mumbai, Maharashtra, India Grizmo Labs Full timeAbout The Role: - Analyze, build, validate and document credit risk models using best practices. - Hands-on experience in using statistical methods and / or expert judgement based techniques for developing and implementing credit risk scorecards and strategies. - Derive insights from data and communicate these insights effectively to the stakeholders Data...
-
Credit Risk Analytics- Analyst II- C10
1 week ago
Mumbai, Maharashtra, India 12542 Citicorp Services India Private Limited Full timeThe Credit Portfolio Analyst II is an intermediate-level position responsible for conducting credit reviews, credit approval and monitoring the portfolio to identify credit migration in coordination with the Risk Management team. The overall objective of this role is to manage Citi's portfolio exposure to clients and counterparties globally. ...
-
Avp Credit Risk
1 week ago
Mumbai, Maharashtra, India RECR Consultants Full timeResponsibilities:Credit Risk Management Managing the overall risk metrics for the organization. Ensuring that the portfolio health is maintained within accepted risk parameters. Risk head will interact with various partner banks and NBFC to setup aligned policies to acquire customer and manage collections Check and keep track on industry trends, key factors...
-
Mumbai, Maharashtra, India Xcelyst Full timeCounterparty Credit Risk Analytics 6 to 12 years of relevant work experience Graduation in Commerce/Engg with certificates like CFA, FRM or/& CQF MBA in Finance/CA/CMA/CS and with any one or two levels of CFA,FRM Programming skills like Python, C++, R are perefered.Our key responsibilities: Strong Business understanding of Derivatives (OTC, ETD and Cleared)...
-
Wholesale Credit Risk
1 week ago
Mumbai, Maharashtra, India Citi Full timeInstitutional Credit Management (ICM) is an in-business and first Line of Defense (1LoD) function within Citi dedicated to end-to-end wholesale credit risk (WCR) management. ICM covers numerous products, regions, and lines of businesses (LoBs) – all while providing the controls and support necessary to help reduce Citi's risks. Wholesale Credit Risk...
-
Credit Risk Analyst
1 week ago
Navi Mumbai, Maharashtra, India Mizuho Full timeMizuho Global Services India Pvt. Ltd.Mizuho Global Services Pvt Ltd (MGS)is a subsidiary company of Mizuho Bank, Ltd, which is one of the largest banks or so called 'Mega Banks' of Japan. MGS was established in the year 2020 as part of Mizuho's long-term strategy of creating a captive global processing centre for remotely handling banking and IT related...
-
Credit Risk Analyst
1 week ago
Navi Mumbai, Maharashtra, India Mizuho Full timeMizuho Global Services India Pvt.Ltd.Mizuho Global Services Pvt Ltd (MGS) is a subsidiary company of Mizuho Bank, Ltd, which is one of the largest banks or so called 'Mega Banks' of Japan.MGS was established in the year 2020 as part of Mizuho's long-term strategy of creating a captive global processing centre for remotely handling banking and IT related...
-
Senior Credit Risk Specialist
1 week ago
Mumbai, Maharashtra, India Acies Full timeAbout the Job:This is a fantastic opportunity to join a dynamic team as a Credit Risk Modelling Expert at a leading company in the financial industry.Requirements:Full-time position with 5 – 8 years of experience in Credit risk modelling, stress testing, PD, and LGD model development.Educational qualifications:Graduate/ PostgraduateAdditional...
-
Avp-stpl-credit Risk
1 week ago
Mumbai, Maharashtra, India Abacus Consultants Full timeyears:Chartered Accountant (C.A.) | MBA/PGDM - Finance:**Policy Formulation Personal Loans**:40 ~ 43 LPA:POSITION DETAILSPolicy Manager - STPLDepartmentCredit RiskHR GradePuneReporting ManagerJob PurposeYou will be responsible for developing & maintaining credit policies for unsecured STPL product (and its variants), sourced through multiple channels...
-
Counterparty Credit Risk Associate
1 week ago
Mumbai, Maharashtra, India JPMorgan Chase Bank, N.A. Full time(Counterparty Credit Risk) - (Associate)(Mumbai, India)Job Description (Populated by Hiring Manager with standardized first three sentences)As part of Risk Management and Compliance, you are at the center of keeping JPMorgan Chase strong and resilient. You help the firm grow its business in a responsible way by anticipating new and emerging risks and using...
-
Counterparty Credit Risk Associate
1 week ago
Mumbai, Maharashtra, India JPMorgan Chase Bank, N.A. Full timeJob TitleCounterparty Credit Risk - AssociatePosting DescriptionAs part of Risk Management and Compliance, you are at the center of keeping JPMorgan Chase strong and resilient. You help the firm grow its business in a responsible way by anticipating new and emerging risks and using your expert judgement to solve real-world challenges that impact our company,...
-
Senior Credit Risk Specialist
1 week ago
Mumbai, Maharashtra, India Acies Full timeHighlight of the engagement opportunityNature of role:Full timeNumber of years of experience expected:5 – 8 yearsAreas of past experience preferred:Credit risk modelling, Credit risk stress testing, Probability of Default ("PD") and Loss Given Default ("LGD") model development and validationEducational qualification expected:Graduate/...