Manager - Credit Risk Modelling - BFSI

Projects and analysis:

- Key to re-development and monitoring of credit risk regulatory models like PD, EAD and LGD models and help to create consistent data / processes.

- Enhanced data processes to allow more efficient model validation and development for SME and Wholesale data marts

- Develop, test and write highly complex application programs, queries and profiles aligned to business goals

- Identification of data sources and obtain appropriate access

- Formal model development documentation for sign off

- Help identifying areas which require data remediation and proactively engage with internal stakeholder to address them.

- Support and lead the preparation of data for model build, enhancement and deployment of SME and credit risk models, as directed.

- Assist the development team in the preparation of portfolio analysis and impact analysis

Experience

- Around 5-7 years of professional experience in financial services & Regulatory risk model development ( PD, EAD, LGD)

- Candidates with entire model development experience preferably with model documentation and review.

- Understanding of regulatory implications and relevance, preferably worked in a bank

- Understanding of commercial banking and related products