Job Views:  
5052
Applications:  264
Recruiter Actions:  69

Posted in

Consulting

Job Code

608643

Modelling Analyst - Credit Risk Analytics

1 - 3 Years.Bangalore
Posted 6 years ago
Posted 6 years ago

We have an urgent requirement for a Credit Risk Analytics - Modelling Analyst for one of our established captive client based in Bangalore.

Role details are given below - 

The Modelling Analyst is responsible for the development and maintenance of credit scoring models/assessment tools, provision and capital estimate modelling of PD, EAD and LGD that apply to retail portfolios across the credit life cycle.

- Modelling Analyst needs to apply judgement and problem-solving skills. Retail Modelling Analyst is responsible for validating that the results are as expected.

- Will be responsible to develop statistically derived models/Provision/Capital estimates for use across the credit life cycle and document the same

- Develop analytical solutions that are fit for purpose

- Bring automation and efficiency in existing reports, codes and processes (R, SAS program codes)

- Provide value-add analysis and recommendations for model improvements based on statistical analysis and business logic

- Responsible for all aspects of data management, including data sourcing, data integrity, appropriate usage of data and documentation.

- Implement and enhance version control and risk- control framework in tasks and deliverables, including maintaining latest versions of all related process documents

Requirements:

- Post Graduate/Graduate (with experience) qualifications in statistics, operations research or mathematics

- Strong analytical, numerical, research and problem solving skills

- An understanding of credit scoring and portfolio management techniques

- Experienced Statistical software skills (e.g. SAS,R)

- Microsoft Office applications knowledge

For further details please reach out to Sweta @ 9460857109

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Job Views:  
5052
Applications:  264
Recruiter Actions:  69

Posted in

Consulting

Job Code

608643

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