Credit Risk Analytics Role - BFSI

We have an urgent vacancy for Lead - Credit Risk Analytics for a leading client based out in Gurgaon. Role details are given below:

We are hiring for someone having:

- Experience in developing and validating statistical models for credit risk assessment preferably including ECL models.

- Solid understanding of credit risk concepts, including credit scoring, loan portfolio management, regulatory requirements such as IRFS 9 / Ind AS 109.

- Proficiency in programming languages, database management and MS-Office such as Python, R programming, SQL, Excel etc. for data manipulation, analysis, and model implementation.

- Strong analytical and problem-solving skills with attention to detail and accuracy.

- Ability to apply knowledge on Credit Risk, Risk policies, ERM, capital metrics such as Basel II/III and ICAAP to specific risk management assignments.

Experience Required:

- 5-8 years' experience in Banking, NBFCs, FIs in Risk Management dept or Risk Advisory in consulting

- Good understanding of Basel II & III Risk and capital metrics including salient aspects pertaining to PD, LGD, EAD modelling/ framework also employed for computation of expected credit losses.

- Hands-on experience in IFRS 109, Ind AS 109, Basel II/ III, credit rating models