Manager - Credit Risk Model Developer

Role: Credit Risk - Model Developer

Level : Manager

Experience: 5 to 8 years

Location: Bangalore

CTC: upto 45 LPA

Will be responsible of different project ranging from:

- IFRS 9 Model Development & Validation for Corporate/Wholesale portfolio

- Developing & Validation Rating Models for Corporate banking portfolios

- Developing LGD and EAD models for Corporate/Wholesale portfolios

- Work on different types of wholesale portfolio models including Large Corporate, Mid Corporate, SME, Sovereign, FI, HNWI, Project Finance, etc.

- Developing/Calibrating MRS of banks

- Developing CCAR Models

- Stress Testing Models

- Developing/Reviewing ICAAP & RAROC Models

- Train and guide team of consultants