Senior Audit Specialist - Credit Modelling

KRC Germany - Senior - Credit Modelling - Mumbai

•Proposed designation
Audit Senior- Credit Modelling•Role type
Senior•Reporting to 
Grade D (AM/Manager)•Geo to be supported
Germany•Work timings
9.00 AM to 5.30 PM

We are recruiting for an Audit Senior in the Audit team. Working as an Audit Senior in this team, your responsibilities will include:

 

·Performing risk formalities, development of Rating models, credit rating model validation as well practical challenges ·Analysis of the incorporation of forward-looking models, ECL-data lineages and overlays in the ECL-modelling. ·Analysis of ECL-calculation and validation codes, overlay models and forward-looking models as well as the validation fo those. ·Building relationships with onshore team members sitting across different locations. ·Practicing presentation skills, conflict management, problem solving and decision making.

This role is for you if you have  the below

Educational qualifications

•Bachelor’s Degree or PG•CFA/ FRM pursuing (with at least Level 1 completed)/ CA added advantage

 

Work experience

•2 - 4 years experience in relevant field. 

Mandatory  technical & functional skills

•Strong analytical and problem solving skills. Possessing strong data analytics skills and knowledge of advanced data analytics tools would be an advantage.•Subject knowledge of credit policy & processes, credit scoring, credit risk modelling and commodity risk management.•Sound understanding of financial modelling and econometrics would be preferred.•Treasury middle office or front office (preferably in a bank or corporate treasury)- sound understanding of policies, procedures & regulatory reporting requirements.•Exposure to treasury/Credit IT systems will be preferred (e.g. Murex, Summit, Kondor Plus, Opics, Calypso, Algo, etc.)•Sound working knowledge of Basel II Accord and related areas for credit and market data. 

Key behavioral attributes/requirements

•Excellent written and verbal communication skills.•Personal drive and positive work ethic to deliver results within tight deadlines and in demanding situations.•Flexibility to adapt to a variety of engagement types, working hours and work environments.

Experience Level

Senior Level