Credit Risk Model Role - PD/LGD/EAD/Basel - BPO

A leading MNC BPO is looking for candidates with good expertise in building credit risk model for their expanding team in Bangalore.

Roles and Responsibilities:-

You would be responsible to build credit risk models and Lead development of statistical and financial models to predict portfolio loss & profit.

You would be responsible for account mining, hiring, identifying training needs, career planning/progression for the team

You would be responsible for Analysis of existing credit policies & programs to identify areas of opportunity.

Desired SKills.

Strong experience in developing credit risk models like PD, LGD, EAD and understanding the Basel frameworks.

Strong knowledge of Econometric models, tools and techniques used in Risk Management - including, but not limited to - Regression models (Linear, Logistic, GAM, etc.), Segmentation (Cluster Analysis, CHAID/CART/Decision Trees, etc.), Time Series Analysis, Markov Models, Component Hazard Models- Strong process orientation and end-to-end understanding of the customer credit lifecycle (eg: Acquisition, Collections, Customer Relationship Management)

Good working knowledge of Databases systems, SQL, SAS, Excel and VBA.

To know more please connect with me on +91-8105288298