
Senior Financial Modeling Lead
1 week ago
This is a leadership role that involves managing consulting engagements with financial institutions on IFRS 9 model development, ECL computation and credit risk areas.
- Main Responsibilities:
- Lead and manage consulting engagements with leading banks, financial institutions, NBFCs, insurance companies and corporates on IFRS 9 model development, ECL computation, enhancing the approach to ECL and provisions, and other credit risk areas.
- Demonstrate knowledge of loan products and their characteristics including wholesale loans, auto loans, personal loans, mortgage finance, education loans etc.
- Develop default and recovery rate models using techniques such as roll rate analysis, periodic default rates, statistical methods regression models, Markov chains etc.
- Direct day-to-day execution of client projects.
- Hire and mentor team members to expand and upskill the delivery team.
- Design and monitor project plans for assigned engagements.
- Key Requirements:
- 8+ years of experience in IFRS 9/ IndAS 109 PD / LGD/ EAD model development and validation, ECL calculation, clarity on the IFRS 9 standard and regulatory asks.
- Graduate/ Postgraduate degree.
- MS Excel VBA Python R SAS application experience preferable.
- Fluent English language skills.
- Employment Benefits:
- Full-time role.
- 6-month probation period.
- 22 working days per year leave.
- Additional leaves for national holidays sick leaves maternity and paternity bereavement and studies based on city and country of engagement.
- Other employment benefits including medical insurance.
- Opportunities for Career Advancement:
- Transparent and data-based performance evaluation system.
- Global mobility across offices subject to business needs and regulations.
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