Risk Modeling and Analytics Special...

2 weeks ago

Hyderabad, India Anicalls (Pty) Ltd Full time
• please contribute to the constant refinement and improvement of the Lombard credit risk methods, in particular, our tools and models to determine lending values
• develop risk-based monitoring tools both on a portfolio as well as on a single client level (e.g., concentration and liquidity) from which steering actions for our portfolios will be derived
• collaborate with risk officers, business managers, Risk IT, Change Operations, and other stakeholders supporting the proper implementation and execution of risk models and support regulatory exercises
• implement prototype models in R or SAS before being embedded into the productive risk infrastructure
• bring innovation and of automation by actively elaborating and proposing improvements to our model maintenance and development process

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