Quantitative Banking Books (QBB)- Senior

#EYGDS is actively seeking seasoned credit risk model development/validation professionals to join our #Quantitative Banking Books (QBB) practice - Financial Services Risk Management (FSRM)

Senior: 2-7 Years

Locations - Kolkata, Noida, Kochi, Trivandrum, Chennai, Pune, Hyderabad and Bengaluru


Required Skills:

• End-to-end understanding of credit risk model development/validation of Commercial Lending, Fair Lending, Treasury PPNR, Treasury ALM models, AML / Fraud models
• Highly proficient in Python, SAS (SAS Certified Preferred), SQL, R, excel

Good to have-

• Certifications such as FRM, CFA, PRM, SCR
• Credit Risk/Regulatory Model Development (IRB, IFRS9, CCAR, CECL, DFAST etc.)
• Proficiency in Java/C++