Regulatory Modelling Expert

3 weeks ago


Kolkata, West Bengal, India Aniaaz Consulting Full time

About the Role:

Aniaaz Consulting is seeking a highly skilled Regulatory Model Developer/Lead Quantitative Analyst to join our team in Bangalore or Kolkata, India.

Skill to Evaluate:

Strong credit risk modelling experience, Python programming, GCP platform, regulatory reporting, CCAR, Basel 3+, and IFRS9 knowledge.

Responsibilities:

  • Interpret and translate regulations into Python models.
  • Port developed models to GCP platform post-development.
  • Collaborate with senior modelers, provide code walkthroughs, and associated documentation.
  • Align with coding framework and be a self-starter with 7+ years of experience in credit risk model development/validation roles and excellent Python coding experience.
  • Prior experience in interpreting and understanding global regulatory guidelines, specifically PRA, HKMA regulations, e.g. BASEL 3.1, CCAR, IFRS9 etc.
  • Experience with tools, economics, and strengths/weaknesses of GCP ecosystem is a strong plus.
  • Strong communication skills and graduates from STEM fields are strongly preferred.


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