Experience-
- 5-10 years in banking industry(retail&non retail)
Technical skillset-
Skilled in-
- SAS
- SQL
- R or Python
- Advanced skill in MS-Excel
- Predictive Modelling
- Logistic /Linear Regression
- Decision tress
Banking Domain Requirements-
- Strong understanding of banking projects such as mortgages, credit cards, loans and advances.
- High level of proficiency in development of predictive risk model and statistical techniques such as logistics regression, clustering,segmentation,etc.
- Hands on experience working on PD, EAD ,LGD models,RWA calculations , capital computations
- Experience working with leading global banks on the regulatory model development either for secured on unsecured portfolios
- Self driven,able to work independently ,strong problem solving skills along with excellent communications.
Role Competencies-
- Experience in development of credit risk models for BASEL reporting PD, LGD, EAD and/stress testing or should be well versed with understanding of theses concepts
- Skilled in Validation and monitoring of internal and external risk models by computing standards metrics.
- Skilled in developing and analysing product specific solution when banking domain vary across understanding /monitoring loan portfolios ,developing collection scorecards , loss forecasting amongst others
- Ability to work with the key stakeholders across businesses, client portfolio team to derive insights and calibrate model performance.
- Ability to present finding of the analysis to stakeholders and hold presentation for the larger audience.
- Ability to drive discussion with the stakeholders and present the findings/summary of the project activities.
Didn’t find the job appropriate? Report this Job
Download the iimjobs app to
apply for jobs anywhere, anytime
Download on
App Store
Get it on
Google Play
Scan to Download