Credit Risk Modeling - KPO

- Strong domain understanding of Consumer / Commercial / Capital Markets portfolios,

- Capability in at least one of the following products like Cards, Auto, Personal Loan, Mortgage, CRE, Equipment Leasing, Commercial Lending, Derivatives, Fix Incomes, assets

- Good understanding of FRB - OCC Guidance on Model Risk Management (SR-11-7)

- Hands on experience of building at least one of the following type of models credit risk / Market risk / stress testing / ALLL / AML

- Good understanding of Basel norms around data sufficiency, modeling methods, hands on experience on building the PD, LGD models ( Through the Cycle, Point of time, Stressed and unstressed portfolio)

- Conceptual understanding of the data and methodology used for top regulatory models (e.g., PD/EAD/LGD models for credit risk, Value-at-Risk models for market risk, ALM & behavioral models for interest rate risk)

- Knowledge of risk regulations in top markets (i.e., US, EMEA and APAC) to help develop the practice globally

- Hands on experience on data manipulation, utilizing various tools like SAS, R, SPSS for building acquisition, PD/ LDG, Credit Risk/ Market Risk Models