Looking out candidates from premium institute for one of the leading financial sector organization.
Responsibilities :
- Will develop and document data and modeling processes for credit model parameters used in Retail Credit BASEL(PD / LGD) Modeling.
- Work closely with onshore team
- Adhere to audit and model validation governance
- 3+ years advanced programming exposure in SAS including SQL. or Python.
- Develop, implement, execute and monitor credit ACL, Basel and CCAR models for Home Lending, Auto, Unsecured (Cards, Loans, Small Business Loans, Other) portfolios and commercial portfolios
- Develop dynamic dashboards; analyze key risk parameters to help understand changes in business and model performance.
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