On an embark for a Senior Manager with hands on experience in Building Basel Models/Behavioral Scorecards Eg PD, LGD, EAD.
Responsibilities include.
- 7 + years of Credit Risk experience in Basel 2 model Development
- Experience in PD, EAD, LGD modeling
- Modeling experience using bank's various portfolios
- Segmentation to identify homogenous clusters
- Develop Analytical solutions across product lifecycle, Customer Segmentation.
- Hands on experience in tools like SAS, Modeling, SQL
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