Credit Risk Modelling Role - Model Development - BFSI

CREDIT RISK QUANT - Modelling and Development only.

1. Credit Risk Regulatory Quant

Strong Basel II/III IRB, IFRS9 model development (PD/LGD), Scorecards (Wholesale/Retail) modelling / Model Validation (IRB, IFRS9, CRD4 , CECL , CCAR ) Data Modelling ( RB, IFRS9, CRD4 , CECL , CCAR ), Model Development (RB, IFRS9, CRD4 , CECL , CCAR ), Model Monitoring (RB, IFRS9, CRD4 , CECL , CCAR )

a. One of SAS, Python is must

b. Prefer people with M.Stat/Math/Engineering background

2. Credit Risk Regulatory Quant

Model Validation ,Data Modelling, Model Development , Model Monitoring

- Location - Open

- Upto 6 years