Looking for someone having 3-6 years of Credit Risk Model Development experience in Data Science / Analytics field. This role requires hands-on experience in Scorecard Development using traditional Statistical methodologies & Advanced ML techniques. Application / Behaviour / Collection/ Fraud Scorecard.
Regulatory Analytics:
- Experience in Credit Risk Model Development in Regulatory space with hands on experience in PD/EAD/LGD model development for ECL/Capital planning and forecasting.
- Bachelor or Masters in numerate discipline (Math/Stat/Econometrics/CSE etc) with understanding of IND AS /IFRS-9 regulatory environment with strong idea of Panel data regression/ Survival Analysis/Time series Modelling using Python/R programming language.
- Experience in Indian BANK/NBFC/Global analytics Units of BANK is good to have.
Didn’t find the job appropriate? Report this Job