AVP - Model Development - Banking

- Candidates with knowledge and experience into BASEL Models, understanding the Regulatory Framework, IFRS9, CCAR, ED, PD, LGD models.

- Understanding of control Framework with end to end Model development, credit risk models, Risk Quantification, regulatory model development

- managing/working as per the regulations and guidelines.

- Must have - knowledge and experience into Regression models, Logistic models, ML models, Clustering models and good to have Python, Pandas, Numpy etc.

- Must have - knowledge and experience into Decision models, Application score card, collection strategy, Collection score card.

- Must have - Coding Part - SAS & SQL