Analyst/Senior Analyst - Credit Risk Modeling - Financial Firm

Credit risk Modeling - Gurgaon, Bangalore

- We are hiring for a leading Financial Organization based at Delhi/NCR, Bangalore

Position : Analyst/ Sr. Analyst

Experience : 2-6 yrs in Credit Risk Analytics, Model development with Good knowledge in Python OR R

Role & Responsibilities :

- Responsible for development of Wholesale credit risk models like PPNR, CCAR, PD, LGD, EAD.

- Support the development, calibration, monitoring, and documentation of credit risk models in line with regulatory requirements

- Validate and maintain Models performance to required standards

- Enhance model management through automation and development of monitoring packages

- Interaction with Stakeholders to understand the requirement

- Good Knowledge in PPNR, CCAR, Basel, IFRS9, PD, LGD, EAD models or AML Models