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Credit Risk Modelling
Leading MNC Service firm
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Credit Risk Modelling

at Leading MNC Service firm

2 - 9 yrs
₹1L - ₹15L / yr
Mumbai, Bengaluru (Bangalore), Pune, Hyderabad, Delhi, Gurugram, Noida, Ghaziabad, Faridabad
Skills
Credit Risk Modelling
Predictive modelling
Risk analysis
Forecasting
Credit risk
Basel
SAS
Python
R
Risk Modelling
IFRS
Predictive Modelling
Time series Modelling

Hi,

we are looking for Credit Risk Modeler for One of our Leading MNC Service firm based out of Across India.

Exp: 2-9years

Qualification: Full time Graduation

JD:

  • Candidate must have experience in Credit Risk Management (development or validation)
  • Should have good exposure into at least 3 out of below –

1.      Predictive modelling

2.      Risk Modeling (PD, EAD, LGD)

1.      Regression Techniques - Logistic, Linear, etc.

2.      Time Series Modeling

3.      Economic Forecasting Models

4.      Stress Testing, Back-testing

5.      Decision/Scorecard Modelling (Behavior Scorecard, Acquisition Scorecard, Collection Scorecard)

1.      Financial Regulations (anyone) – Basel, IFRS9, CCAR, CECL, PPNR, ICAAP, etc.

2.      Tools experience (anyone)

1.      SAS

2.      Python

3.      R

 

https://www.linkedin.com/talent/contract-chooser?contractId=333406871&;destUrl=https%3A%2F%2Fwww.linkedin.com%2Ftalent%2Fjob-posting%2Fonline%2Fdescription%3FjobId%3D3371384912">Edit job description
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Shubham Vishwakarma

Full Stack Developer - Averlon
I had an amazing experience. It was a delight getting interviewed via Cutshort. The entire end to end process was amazing. I would like to mention Reshika, she was just amazing wrt guiding me through the process. Thank you team.
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