Model Risk Management - (Credit/Market Risk Modelling) - 1-7 years – Bangalore

Discipline: Technology, Data Modelling
Job type: Permanent
Contact name: Chakshu Sharma

Contact email: chakshu.sharma@crescendogroup.in
Job ref: 38219
Published: about 1 year ago

 

Model Risk Management - (Credit/Market Risk Modelling) - 1-7 years – Bangalore

Our client is looking for someone who has hands-on experience in model development and validation. Someone who has worked with Credit Risk models and Market Risk Models is the ideal fit for the job. One should be able to develop and solve complex model problems and do proper validation.

Location- Bangalore

Your Future Employer- One of the top American bank holding company specializing in credit cards, auto loans, banking, and savings accounts, headquartered in McLean, Virginia with operations primarily in the United States.

Responsibilities-

  • Partner cross-functionally with data scientists, quantitative analysts, business analysts, software engineers, and project managers to manage the risk and uncertainty inherent in statistical and machine learning models to lead Capital One to the best decisions, not just avoid the worst ones.
  • Build and validate statistical and machine learning models through all phases of development, from design through training, evaluation, and implementation.
  • Develop new ways of identifying weak spots in model predictions earlier and with more confidence than the best available methods.
  • Assess, challenge, and at times defend state-of-the-art decision-making systems to internal and regulatory partners.

Requirements-

  • Proficiency in key econometric and statistical techniques (such as predictive modeling, logistic regression, survival analysis, panel data models, decision trees, and machine learning methods).
  • Candidates from Tier-1 institute are preferred.
  • 2+ years of experience in model development or validation.
  • 2+ years of experience in R or Python large-scalable data analysis.
  • 2+ years of experience with relational databases and SQL.
  • Experience in Financial Risk across any area or Financial Risk Management (FRM) certification.

What is in for you-

  • Amazing opportunities for career progression.
  • An international and diverse work atmosphere.
  • A stimulating working environment with equal employment opportunities.

 

Reach us- If you feel that you are the right fit for the role please share your updated CV at chakshu.sharma@crescendogroup.in

 

Disclaimer- Crescendo Global specializes in Senior to C-level niche recruitment. We are passionate about empowering job seekers and employers with an engaging memorable job search and leadership hiring experience. Crescendo Global does not discriminate on the basis of race, religion, color, origin, gender, sexual orientation, age, marital status, veteran status, or disability status.

 

Profile Keywords- Statistics, Models, MRM, Credit Risk, Market Risk, Machine Learning, Statistical Models, Model Risk Management, Crescendo Global.