Principal Responsibilities :
Apply data science in various aspects of SME lending :
a. Computation of ECL/ related analysis
b. Stress testing and analysis
c. Understanding of regulatory and accounting framework of Ind AS
d. Development and use of Early warning system/ collections trigger
We need :
- Strong knowledge of risk analytics in retail lending
- Strong hands on experience in predictive risk models, score cut off strategy
- Well versed in ECL/ monitoring/ stress testing/ loss forecasting and related data analysis
- Exposure to regulatory data requirements
- Knowledge of SME business would be a big plus
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