Germany FS - Audit Associate 2 - Credit Modelling - GGN

🇮🇳Haryana, India5 days ago

MidFull TimeEN

Asia/Pacific

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Application status

Job description

Job details

•Proposed designation
Audit Associate- Credit Modelling•Role type
Executive•Reporting to
Grade D (AM/Manager)•Geo to be supported
Germany•Work timings
9.00 AM to 5.30 PM (may vary depending on the work commitments and deadlines)

Roles & responsibilities

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

·Analysis of the process to calculate risk provisioning including identifying and testing of relevant controls·Assessment of the bank’s development and validation of risk parameters PD, LGD, CCF, as well practical challenges·Assessment of the model components of the risk provision: lifetime risk parameters and staging.

·Analysis of the development and incorporation of forward-looking models, ECL (Expected Credit Loss)-data lineages and overlays in the ECL-modelling.·Recalculation of ECL and analysis of ECL-calculation and validation codes, overlay models and forward-looking models as well as the validation of those.·Building relationships with onshore team members sitting across different locations.

This role is for you if you have the below

Educational qualifications

•Bachelor’s Degree or PG in mathematics/ statistics•CFA/ FRM pursuing (with at least Level 1 completed)

Work experience

•1 - 2 years experience in Credit risk modelling.

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