Credit Monitoring Role - Rating Agency

Job Opportunity with Leading Rating Agency

Location: Bangalore

Need: 2-15 Years

Roles & Responsibilities:

- End to end development of analytical tools (e.g. economic capital calculation).

- Support the implementation of models developed internally (functional requirement, SIT, UAT, etc.).

- Monitor credit risk IRB and IFRS9 models for the measurement of PD, EAD and LGD for the banks wholesale retail portfolios.

- Ensure the monitoring process and models comply with the Banks Model Risk Policy and

- Model Family Standards and results.

- Work on the end-to-end model monitoring (PD, EAD, LGD) cycle, from data gathering and cleansing to the documentation and presentations to key stakeholders.