Search Results: 70 vacancies
...testing, performance testing and model use assessment
Experience working on regulatory projects pertaining to credit risk; preferably IRB models
Strong experience with evaluating regulatory findings relating to Internal Rating Based (IRB) models
Strong understanding...
...regulatory project pertaining to credit risk
Strong experience with addressing regulatory findings relating to Internal Rating Based (IRB) models
Strong understanding of retail credit risk portfolios – in particular mortgages
Strong understanding of PD, LGD and EAD...
...risk models is a plus
· Understanding of and experience in regulatory risk modeling/validation – SR 11-7, CECL, IFRS 9, CCAR, Basel IRB.
· Hands on expertise in Excel, SAS & Python/R
· Strong communication/presentation skills – written & verbal
· Self-driven, proactive...
...Skills
· Strong networking, negotiation and influencing skills.
· Understanding and experience on the regulatory risk model development/validation guidelines – SR 11-7, Basel IRB, CCAR, CECL, IFRS9 etc.
· Hands on experience in Machine Learning modeling techniques...
...predictive models
• Understanding and experience of the regulatory risk model development/validation guidelines – SR 11-7, Basel IRB, CCAR, CECL, IFRS9 etc.
• End-to-end development or independent validation of credit risk and regulatory models including but not...
...credit risk modeling
. Understanding of and experience in regulatory risk modeling/validation - SR 11-7, CECL, IFRS 9, CCAR, Basel IRB.
. Strong communication/presentation skills - written & verbal
. Self-driven, proactive, &ldquocan-do" attitude. Ability to work...
...personnel/study amendments.
♦ With support from a more experienced start up team member, may contribute to the preparation of submissions to IRB/EC with appropriate supervision.
♦ With support from a more experienced start up team member, may review and negotiate site contracts...
...influencing skills.
. Understanding and experience on the regulatory risk model development/validation guidelines - SR 11-7, Basel IRB, CCAR, CECL, IFRS9 etc.
. Hands on experience in Machine Learning modeling techniques
Genpact is an Equal Opportunity Employer...
...risk models is a plus
. Understanding of and experience in regulatory risk modeling/validation - SR 11-7, CECL, IFRS 9, CCAR, Basel IRB.
. Hands on expertise in Excel, SAS & Python/R
. Strong communication/presentation skills - written & verbal
. Self-driven,...
...tools certifications like New Relic, Splunk and AW
Equal Employment Opportunity Policy:
It is the policy of Inspire Brands Inc.™ (“IRB” or the “Company”) to treat all employees and applicants for employment fairly and to provide equal employment opportunities without...
...credit risk modelling
• Understanding and experience of the regulatory risk model development/validation guidelines – SR 11-7, Basel IRB, CCAR, CECL, IFRS9 etc.
• End-to-end development or independent validation of credit risk and regulatory models including but not...
...to the capital computation process
Track RAROC for customer, product, portfolio (segment, industry)
Estimation and validation of IRB (Capital Computation Approach)
Manage IRB Capital run and reporting process.
Responsible for the development of Credit Risk models...
...construction and calibration
MR Capital computation (Standardised approach/IMA/FRTB)
Economic Capital computation
Sound knowledge of IRB, IFRS 9, CECL, CCAR, SR-11-7, TRIM, CRD, CRR guidelines
Time Series analysis and forecasting
Equal employment opportunity...
...collection activities are in compliance with ethical and data security protocols. All field and data activities are in compliance with IRB and field safety protocols.
Others, as required.
Basic Qualifications:
A Bachelor's/Master's degree in economics, social sciences...
...credit risk modeling
. Understanding of and experience in regulatory risk modeling/validation - SR 11-7, CECL, IFRS 9, CCAR, Basel IRB.
. Strong client management and communication/presentation skills - written & verbal
. Self-driven, proactive, &ldquocan-do" attitude...
...support the MSRO team in ensuring we comply with existing and upcoming prudential regulatory requirements, in particular in relation to our IRB (Internal Rating Based) permissions from the PRA and other regulators. The role holder will be responsible for assessment and...
...with the currently approved protocol/amendments
Provide input for responses to regulatory authorities and Institutional Review Boards (IRBs)/Independent Ethics Committees (IECs) on project-specific medical and safety-related questions
Collaborate with internal departments...
...Mobile applications for speed and performance.
Equal Employment Opportunity Policy:
It is the policy of Inspire Brands Inc.™ (“IRB” or the “Company”) to treat all employees and applicants for employment fairly and to provide equal employment opportunities without regard...
...credible when discussing credit issues.
Desirable Skills
1) Prior experience in development of regulatory models under the guidance of IRB/IFRS9/CECL and CCAR
2) Good to have experience in building risk models related to Organization and Behaviour scorecard
3) Prior...
...responsibilities:
Model Validation: Lead multiple independent validation activities for models and quantitative tools developed for IRB, IFRS9 and stress testing. This includes internal models under APS 113 and models used for provisioning. Ensure the models follow sound...
