Associate Credit Risk Modelling

1 week ago


Mumbai, India The Edge Asia Full time

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 UK.
- Providing guidance and advice to banks on future generations of IFRS 9 models and IFRS 9 forecasting.
- Assisting in the development and attestation of IRB capital models, ensuring compliance with CRR regulations.
- Collaborating with Model Validation teams to perform end-to-end validation activities for various models, including IFRS 9, IRB, Market Risk, and Algorithmic models.

**Role requirements**:

- 2-4 years of experience in credit risk modelling or related fields, strong general knowledge of credit risk concepts.
- Proficiency in at least one technology: SAS, SQL, R, Python.
- Experience in credit risk modelling across Retail or Wholesale portfolios.
- Familiarity with SR 11-7 regulation by the US Federal Reserve and the IFRS 9 Standard by the IASB.


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