Model Development analyst

2 weeks ago


Bengaluru, Karnataka, India T D Newton & Associates Full time ₹ 20,00,000 - ₹ 25,00,000 per year

ROLE SUMMARY:

Conduct end to end model calibration and monitoring for regulatory credit risk (PD, LGD and EAD) and provision (IFRS9) models.

ROLE DESCRIPTION:

  • Apply domain expertise (Basel/IFRS9) in model calibration/monitoring activities
  • Manage intermediate level case studies and challenges with minimal supervision
  • Perform root-cause analysis and resolve any team hurdles
  • Identify, develop and implement process and project enhancements
  • Know upstream and downstream processes
  • Represent and contribute to internal forums and Market intelligence & Innovation

EDUCATIONAL QUALIFICATION:

Masters or PhD (or similar) in a quantitative subject such as Mathematics, Physics, Economics or Finance, or a track record of performance that demonstrates this ability

ROLE QUALIFIERS:

  • Proven functional and domain proficiency in Basel and IFRS9 models
  • Strong programming knowledge in SAS and R languages
  • Hands on experience in IFRS9 and/or Basel model calibrations
  • Demonstrated strong communication, negotiation, interpretation and problem-solving skills
  • Ability to guide juniors team members on projects


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