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Posted in
Consulting
Job Code
1306121
Kotak Mahindra Bank
1. Credit Risk Analytics and Modelling - Analyze, model, validate and document various measures of Credit Risk for use in Expected Credit Loss and Capital computations:
- Hands-on experience in building, implementing, documenting, monitoring, validating, refining models and scorecards - in particular for PD, LGD, EAD and related Credit Risk metrics - using statistical methods and / or expert judgement based techniques In depth understanding of the underlying statistical techniques and functional insights that drive Credit Risk models and the experience of having used modelled output in computing Expected Credit Loss (ECL) under Ind AS or Credit Risk Capital under Internal Ratings based approaches, Economic Capital and having taken these measures through the scrutiny of auditors and regulators
- In depth understanding of the underlying statistical techniques and functional insights that drive Credit Risk models and the experience of having used modelled output in computing Expected Credit Loss (ECL) under Ind AS or Credit Risk Capital under Internal Ratings based approaches, Economic Capital and having taken these measures through the scrutiny of auditors and regulators
- Derive insights from data and effectively communicate these insights to Risk, Credit and Business teams
2. Preparing and submitting reports to the regulator and / or senior management on a periodic and adhoc basis. The job-holder will be responsible for computing and reporting ECL and related metrics on an on-going basis.
3. Ability to work with (gather, consolidate, prepare, summaries) large data sets on a routine basis with an eye for detail and flair for numbers. Data cleansing and preparation for use in model building.
4. Ensure reliability, integrity and consistency of reported and underlying data
5. Build and manage a team of like-minded data analysts and modelers
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Posted By
515
JOB VIEWS
68
APPLICATIONS
4
RECRUITER ACTIONS
See how you stand against competition
Pro
View Insights
Posted in
Consulting
Job Code
1306121
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