Leadership Role in Ibr Credit Modelling

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...

Full Time Post Date: May 31, 2023Role: Credit Analysis and underwriting of debt of Indian Banks/ Financial Institutions/ NBFCs Undertake a comprehensive credit assessment of Financial Institution entities Must have thorough understanding of the Industry, business cycles and other relevant factors Consider key market nuances, market factors, policies and...

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...

**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...

Risk Management English **We Offer** 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...

Risk 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...

**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...

**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 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 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...

**Your field of responsibility** The Trade analysis team looks into performing pre-trade exposure calculations for live trades. This includes portfolio impacts (PE & EPE), haircut/initial margin recommendations, and in-depth analysis of structured deals. The exposures are used to ascertain credit charges and to understand the impact of new trades on...

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

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,...

**Your field of responsibility** Join us as senior model validation quant in the Model Risk Management team, focusing on the vali-dation of quantitative models in the areas of Incremental Risk Charge (IRC), FRTB Default Risk Charge (DRC), Credit Economic Risk Capital (ERC), and Operational Risk (OR). This role will help you develop a deep understanding of...