Advanced Analytics regulatory model developer
Advanced Analytics regulatory model developer
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Job Description
Job Title: Regulatory Model Developer
Location: Bangalore/Kolkata
Experience: 7 years
About Us
Capco a Wipro company is a global technology and management consulting firm. Awarded with Consultancy of the year in the British Bank Award and has been ranked Top 100 Best Companies for Women in India 2022 by Avtar & Seramount. With our presence across 32 cities across globe we support 100 clients across banking financial and Energy sectors. We are recognized for our deep transformation and delivery.
WHY JOIN CAPCO
You will work on engaging projects with the largest international and local banks insurance companies payment service providers and other key players in the industry. The projects that will transform the financial services industry.
MAKE AN IMPACT
Innovative thinking delivery excellence and thought leadership to help our clients transform their business. Together with our clients and industry partners we deliver disruptive work that is changing energy and financial services.
#BE YOURSELF AT WORK
Capco has a tolerant open culture that values diversity inclusivity and creativity.
CAREER ADVANCEMENT
With no forced hierarchy at Capco everyone has the opportunity to grow as we grow taking their career into their own hands.
DIVERSITY & INCLUSION
We believe that diversity of people and perspective gives us a competitive advantage.
Key Skills: Analytics Regulatory Modelling Python R
Domain: BFSI Retail Credit Risk Analytics
Roll description: We are looking for an experienced Regulatory Model Developer with a strong background in Wealth Private Banking Risk Analytics. The candidate will play a crucial role in developing and monitoring regulatory models ensuring compliance with global regulatory standards and supporting the banks risk management strategies. The ideal candidate should have robust Python proficiency a deep understanding of regulatory guidelines and significant experience in Credit Risk Analytics.
Key Responsibilities:
- Regulatory Model Development:
- Develop and monitor regulatory models in line with Basel III requirements and other regulatory standards using Python.
- Ensure all models are compliant with guidelines set by global regulatory bodies such as the PRA HKMA and others.
- Maintain and enhance existing models to adhere to updated regulatory standards including Basel 3.1 CCAR IFRS9 and SS 1/23.
- Compliance and Regulatory Expertise:
- Leverage expertise in regulatory guidelines from PRA HKMA and other governing bodies to ensure models meet compliance standards.
- Stay updated on emerging regulations and assess their impact on existing models and risk strategies.
- Collaborate with risk management and compliance teams to align model development with regulatory requirements.
- Credit Risk Analytics:
- Apply extensive experience 7 years) in Credit Risk Analytics for retail or commercial banking to develop robust models.
- Utilize statistical techniques and data analysis to enhance the predictive accuracy and stability of credit risk models.
- Provide insights and recommendations to senior management based on model outputs.
- Collaboration and Communication:
- Work closely with stakeholders including risk finance and regulatory teams to ensure a comprehensive approach to model development and monitoring.
- Communicate complex regulatory modeling concepts and results effectively to both technical and nontechnical audiences.
- Technical Proficiency:
- Demonstrate strong proficiency in Python for model development and regulatory monitoring.
- Utilize knowledge of GCP (Google Cloud Platform) for data storage model development and deployment as needed.
- Leverage experience in SAS or other statistical software as an added advantage.
Required Qualifications:
- Proven experience 7 years) in Credit Risk Analytics within a Retail or Commercial Bank.
- Strong proficiency in Python for regulatory model development and monitoring.
- Deep understanding of regulatory guidelines and standards including Basel 3.1 CCAR IFRS9 SS 1/23 and others.
- Knowledge of GCP (Google Cloud Platform) is a plus.
- Experience with SAS or other statistical tools is an added advantage.
- Excellent analytical problemsolving and communication skills.
WHY JOIN CAPCO
You will work on engaging projects with some of the largest banks in the world on projects that will transform the financial services industry.
We offer:
- A work culture focused on innovation and creating lasting value for our clients and employees
- Ongoing learning opportunities to help you acquire new skills or deepen existing expertise
- A flat nonhierarchical structure that will enable you to work with senior partners and directly with clients
- A diverse inclusive meritocratic culture
Employment Type
Full Time
