
Expert Financial Modeler
1 day ago
We are seeking an experienced Lead Consultant to manage consulting engagements with leading banks, financial institutions and corporates. The successful candidate will have extensive experience in IFRS 9 model development, ECL computation, and credit risk areas.
Key Responsibilities:- Manage consulting engagements on IFRS 9 model development, ECL computation, and credit risk areas.
- Demonstrate knowledge of loan products and characteristics, including wholesale loans, auto loans, personal loans, mortgage finance, education loans, etc.
- Demonstrate knowledge of concepts related to default and recovery rate modelling, including roll rate analysis, periodic default rates, statistical methods, regression models, Markov chains, etc.
- Lead day-to-day execution of client projects, including designing and monitoring project plans.
- 8+ years of experience in full-time roles, with a strong background in IFRS 9/ IndAS 109, PD/LGD/EAD model development and validation, ECL calculation, and the IFRS 9 standard.
- Graduate or postgraduate degree in a relevant field.
- Familiarity with MS Excel, VBA, Python, R, SAS, and ability to write and speak fluently in English.
- Full time employment.
- 22 working days per year leave.
- Career growth opportunities.
- Performance incentives.
- Work permit requirements: Indian Citizen or valid work permit in India.
- Probation period: 6 months.
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