Senior - Credit Risk

Should have prior experience in model development, model validation or model monitoring with GSIBs or Indian Banks. Good understanding of Credit Risk Model Development steps starting with exploratory data analysis, roll rate, vintage analysis, good/bad definitions, factor selections, logistic/ linear regressions including assumptions and limitations, scorecard calibration Credit Risk Model Validation starting from data preparation and analysis, validation tests, back testing, scenario analysis, sensitivity analysis Time Series analysis and forecasting Economic Capital computation Sound knowledge of IRB, IFRS 9, CECL, CCAR, SR-11-7, Scorecard, Wholesale & Retail Portfolio, credit card, CRD, CRR guidelines. Regulatory Guideline - PRA, EBA, FED, HKMA

Degree/ Qualified accountant/FRM with regulatory reporting background

Strong quantitative and analytical skills with attention to detail and accuracy A power user of Excel spreadsheet and PowerPoint. Acumen and demonstrated knowledge to use visualization tools (i.e., Power BI) will be advantageous Investment banking product knowledge and other regulatory development around IB SAS, Python, R CA/MBA(Finance)/ M.SC (stats) Certifications in CFA/ FRM Good communication skills, analytical and presentation skills are mandatory for the above skill set.