Capital Model Risk Analyst For NBFC
2 weeks ago
Roles and Responsibilities Risk Management is core to Bajaj Finance. Most of the decisions in Risk Management are data driven and analytical. Statistical models are required to look at multi-variate dimensions from a risk perspective including calculating the expected , Unexpected credit loss, scenario analysis, forecasting etc. Statistical models are built and scorecards are prepared which assesses parameters like PD (probability of default), EAD and LGD which are critical from a regulatory perspective and forms important aspect of regulatory reporting purpose. This role gives an opportunity of going beyond the above and gives deeper insights on the Regulatory norms on Credit Risk. The role allows candidate work on areas such as Capital Models, Macro Economic stress, Macro stress models/forecasting etc. Understanding the current Capital Model framework and evaluation against the regulatory guidelines Analyse the data sets to be used for Capital Modelling. Involves data cleaning and making the model ready datasets. Build, monitor, validate and track Regulatory PD, Regulatory LGD, Regulatory EAD models for Capital Computation as per BASEL II,BASEL III guidelines Model Execution on monthly basis, performing data consistency and model parameters Support any adhoc deep dive data analysis on portfolio metrices Ongoing liaising with IT, Finance and BIU teams to ensure all policies, processes, data flow are working efficiently, and all required changes are build and implemented suitably Work Experience 1-4years relevant analytical experience in Basel Model development, ML modelling, Forecasting, Segmentation and Clustering. Preferred Coding languages: SAS, SQL, R, Python. Classical statistical techniques:Regression, Logistic regression, Clustering, Dimensionality reduction techniques, Hypothesis testing. Experience in handling huge data base and the ability to do root cause analysis. Individual contributor with the capability to deliver projects within timeline Effective verbal and written communication skills
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Capital Model Risk Analyst For NBFC
3 weeks ago
Pune, India Skill Ventory Full timeRoles and Responsibilities Risk Management is core to Bajaj Finance. Most of the decisions in Risk Management are data driven and analytical. Statistical models are required to look at multi-variate dimensions from a risk perspective including calculating the expected , Unexpected credit loss, scenario analysis, forecasting etc. Statistical models...
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Market/Counterparty Risk Model Development
3 weeks ago
Pune, India Northern Trust Corporation Full timeAbout Northern Trust: Northern Trust, a Fortune 500 company, is a globally recognized, award-winning financial institution that has been in continuous operation since 1889. Northern Trust is proud to provide innovative financial services and guidance to the world’s most successful individuals, families, and institutions by remaining true to our enduring...
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Capital Risk
5 days ago
Pune, India Credit Suisse Full timeRisk Management English **We Offer** As part of RDM (Risk and Data Management) Capital, team members will be responsible for the below: - Validate credit risk exposure calculation at a counterparty and a portfolio level across various products -OTC Derivatives, FX, Repo, Exchange traded derivatives, SLB, from regulatory perspective using different...
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DGM Risk and Credit Pune
2 weeks ago
Pune, Maharashtra, India Talent Leads HR Full time ₹ 20,00,000 - ₹ 25,00,000 per yearRole & responsibilitiesStrategic Risk ManagementDevelop and oversee the execution of the enterprise risk management (ERM) framework.Define and refine the NBFCs risk appetite in consultation with the Board and align risk strategy with business objectives.Lead scenario planning, stress testing, and capital adequacy assessments.Credit RiskEstablish credit...
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Manager – Credit Risk, MSME, NBFC
6 days ago
Pune, Maharashtra, India Avana Companies Full time ₹ 20,00,000 - ₹ 25,00,000 per yearRole OverviewWe are looking for a seasoned Credit Manager with 7–10 years of experience in MSME lending, preferably within an NBFC setup. The ideal candidate will be a qualified Chartered Accountant (CA) who has a strong track record in underwriting MSME business loans, LAP, equipment loans and supply chain finance. This role will be based in Pune and will...
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Associate Consultant, Capital Market Risk
1 week ago
Pune, Maharashtra, India Northern Trust Full time ₹ 15,00,000 - ₹ 25,00,000 per yearAbout Northern Trust:Northern Trust, a Fortune 500 company, is a globally recognized, award-winning financial institution that has been in continuous operation since 1889.Northern Trust is proud to provide innovative financial services and guidance to the world's most successful individuals, families, and institutions by remaining true to our enduring...
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Risk Analyst
6 days ago
Pune, Maharashtra, India Advanced Risk Analytics Full time ₹ 6,00,000 - ₹ 18,00,000 per yearDay-to-day responsibilities include but not limited to:Support monthly portfolio analysis in vendor models Designing and maintaining data systems and databasesOptimization and portfolio management develop and manage catastrophe event responseDevelop a process for reinsurance calculations and net retentions Mining data from primary and secondary sources, then...
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Finance Controller
4 weeks ago
Pune, India Grok Search Full timeClient: NBFCRole: The role requires a Chartered Accountant with at least 10 years of experience in NBFCs/Banking, preferably in auto-finance or retail lending. The incumbent will be responsible for financial reporting, regulatory compliance, taxation, and internal controls, while ensuring timely and accurate support to business teams for decision-making. Key...
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Pune, India AVANA Companies Full timeRole OverviewWe are looking for a seasoned Credit Manager with 7-10 years of experience in MSME lending, preferably within an NBFC setup. The ideal candidate will be a qualified Chartered Accountant (CA) who has a strong track record in underwriting MSME business loans, LAP, equipment loans and supply chain finance. This role will be based in Pune and will...
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Junior analyst
2 weeks ago
Pune, India Matsya Capital Full timeAbout Matsya Capital:Matsya Capital is an investment firm focused on the Indian equity market. Founded in 2012, Matsya is one of the very few investment funds in the country that operates on the traditional US hedge fund model. Founding Partners have several years of investment experience each in public equities and venture capital.Prior to co-founding...