Statistical Models Knowledge of Credit Risk and Risk Analytics techniques is desirable. Experience in Credit Risk Modelling - PD... Financial Services Office - Financial Services Risk Management (FSRM) - Credit Risk - Senior Consultant Description EY...
of Credit Risk and Risk Analytics techniques is desirable. Experience in Credit Risk Modelling within model development... Good-to-have: Certifications such as FRM, CFA, PRM, SCR, RAI Credit Risk/Regulatory Model Development (IRB, IFRS9, CCAR...
techniques is desirable. Experience in Credit Risk Modelling within model development/validation for IRB/IFRS 9/Stress Testing...-to-have: Certifications such as FRM, CFA, PRM, SCR, RAI Credit Risk/Regulatory Model Development (IRB, IFRS9, CCAR, CECL, DFAST...
-to-end understanding of credit risk model development validation and/or implementation for the banking book portfolio..., including remediation, manipulation, and consolidation. Strong knowledge in regulatory modelling with model development...
of credit, fraud and operational risks, deep risk analytics, risk scoring as well as forecasting solutions. Principal... and have market demand Champion internal requirements around Model Risk Management, Visa Analytics Rules, and Global Privacy...
of credit, fraud and operational risks, deep risk analytics, risk scoring as well as forecasting solutions. Principal... and have market demand Champion internal requirements around Model Risk Management, Visa Analytics Rules, and Global Privacy...
Risk Charge and Risk Theoretical PnL) and Credit Valuation Adjustment (CVA) under FRTB regulations. You will work... combines expertise in quantitative analytics, modelling, pricing and risk management with deep understanding of system...
Job Category: Vice President Job Description: The Risk division is responsible for credit, market and operational... risk, model risk, independent liquidity risk, and insurance throughout the firm. The Goldman Sachs Group, Inc...
in software development * You must have knowledge of the following in Risk / Finance / Quant Modelling..., Hegde accounting, Liquidity Modelling, FX rate risk, ICAAP VAR model, Balance-sheet Modelling, Cash Flow Forecasting...
Responsibilities Strategy Support in the development of newer analytics methods to enhance Optimisation model development process... teams Group Model Validation/ Group Model Risk Team Other Responsibilities Embed Here for good and Group's brand...
the business strategy. Awareness and understanding of the Group's business strategy and model appropriate to the role... in SA. Working closely with CCIB Clients and other Product teams (such as Financing Risk etc) to provide structured financing...
of functional model design • Drive modelling changes around Losses, Risk Weighted Assets and Credit Valuation Adjustments Develop... prototypes that will serve as a key tool for communication, coding and testing in the attainment of strategic Credit Risk model...
credit approval of the same and documentation. · Should have excellent Financial Modelling skills. Knowledge of preparation... from lending perspective, Evaluation of business model and other aspects for credit facilities, Preparation of Information...
Counterparty Credit Risk (CCR) Model development lead. The jobholder will be located in Traded, Treasury & Operational Risk... for model development, model risk governance, monitoring performance, backtesting and define future action for all Regulatory...
bank offering products and services across personal, corporate and investment banking, credit cards and wealth management... to citizenship and the sustainability of the business model we operate. The aim is to make decisions and do business that provides...
business metrics around risk and impact. The role combines hands-on modelling, AI agents/ML systems development.... What you will do? Own end-to-end predictive modelling initiatives for business-critical metrics related to risk, impact, and growth...
for developing best in class credit risk models using industry leading model development frameworks & methodologies, work in a global...), EPE , EPPE, Derivatives Pricing, Greeks, Risk Factor Modelling (Interest Rates, Equities, Credit, Commodities etc.), Back...
has about 120,000 employees and offers services including commercial banking, trust banking, securities, credit cards, consumer finance, asset... 160,000 employees and offers services including commercial banking, trust banking, securities, credit cards, consumer finance, asset...
has about 120,000 employees and offers services including commercial banking, trust banking, securities, credit cards, consumer finance, asset... 160,000 employees and offers services including commercial banking, trust banking, securities, credit cards, consumer finance, asset...
bank offering products and services across personal, corporate and investment banking, credit cards and wealth management... to citizenship and the sustainability of the business model we operate. The aim is to make decisions and do business that provides...