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
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