IRB Credit Modelling

Key responsibilities Develop PD, LGD, EAD Models, and support other team members in the development of Credit Models as per IRB Regulatory Requirements. Scope model requirements, review data, analyse portfolios, develop models, engage key stakeholders, and create model documentation. Conduct annual reviews of models, review model performance,...

Key responsibilities Develop PD, LGD, EAD Models, and support other team members in the development of Credit Models as per IRB Regulatory Requirements. Scope model requirements, review data, analyse portfolios, develop models, engage key stakeholders, and create model documentation. Conduct annual reviews of models, review model performance,...

Our client is one of the leading global banking firms which provides industry-focused services for clients across geographies. We are currently looking for a skilled professional to join their Credit Risk team in Mumbai.An Exciting opportunity to work with a South African Bank who is building their captive in Mumbai. They are looking for a keen professional...

Our client is one of the leading global banking firms which provides industry-focused services for clients across geographies. We are currently looking for a skilled professional to join their Credit Risk team in Mumbai.An Exciting opportunity to work with a South African Bank who is building their captive in Mumbai. They are looking for a keen professional...

Our client is one of the leading global banking firms which provides industry-focused services for clients across geographies. We are currently looking for a skilled professional to join their Credit Risk team in Mumbai.An Exciting opportunity to work with a South African Bank who is building their captive in Mumbai. They are looking for a keen professional...

Our client is one of the leading global banking firms which provides industry-focused services for clients across geographies. We are currently looking for a skilled professional to join their Credit Risk team in Mumbai. An Exciting opportunity to work with a South African Bank who is building their captive in Mumbai. They are looking for a keen professional...

Investec is a distinctive Specialist Bank serving clients principally in the UK and South Africa.Our culture gives us our edge: we work hard to find colleagues who'll think out of the ordinary and we put them in environments where they'll flourish. We combine a flat structure with a focus on internal mobility. If you can bring an entrepreneurial spirit and a...

Investec is a distinctive Specialist Bank serving clients principally in the UK and South Africa. Our culture gives us our edge: we work hard to find colleagues who'll think out of the ordinary and we put them in environments where they'll flourish. We combine a flat structure with a focus on internal mobility. If you can bring an entrepreneurial spirit and...

Our client is one of the global reputed MNC’s which provides industry-focused services for clients across geographies. We are currently looking for a skilled professional to join their Credit Risk Modelling team in Mumbai or NCR. **Key responsibilities**: - Conducting specialist reviews and audits of IFRS 9 credit risk models for banking clients in the...

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 IRB Credit Modelling team in Mumbai. **Key responsibilities**: - Develop PD, LGD, and EAD models and provide support in the development of credit models, resolve any ad hoc...

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 IRB Credit Modelling team in Mumbai.Key responsibilities: Develop PD, LGD, and EAD models and provide support in the development of credit models, resolve any ad hoc...

**Hiring for Big 4 client for Mumbai Location-** - **Must have skill set**: - Should have prior experience in model development, model validation or model monitoring with a GSIB or Indian banks - Good understanding of: - Credit Risk Model Development steps starting with exploratory data analysis, roll rate, vintage analysis, good/bad definitions, factor...

**Your field of responsibility** The quant team in Mumbai is part of the global credit modelling team in QAT. We cover development of credit models including models used for Pillar 1 RWA and stress testing. Your responsibilities include: - Opportunity to participate in the development of models for credit parameters (PD/LGD) for use in regulatory capital...

Investec is a distinctive Specialist Bank serving clients principally in the UK and South Africa. Our culture gives us our edge: we work hard to find colleagues who'll think out of the ordinary and we put them in environments where they'll flourish. We combine a flat structure with a focus on internal mobility. If you can bring an entrepreneurial spirit and...

**Your field of responsibility** You 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,...

**Your field of responsibility** You 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,...

Your 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...

**Your field of responsibility** Quantitative 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...

**Your field of responsibility** You 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...

Your 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...