Regulatory Modelling Expert
3 weeks ago
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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