Risk Analytics Professional - Credit Risk - Banking Captive

We are looking for a Credit Risk Analytics position with one of the leading Banking captive in Bangalore. The incumbent would be responsible for model development.

Responsibilities and Duties : 

- Competency to build or validate credit risk model in BFSI segment

- Develop and document data and modeling processes for credit model parameters used in Retail Credit BASEL Modeling or CCAR model

- Work closely with onshore team and other resources to understand and enhance the data and modeling process behind existing models and forecast, address data and model issues/questions.

- Must have advanced programming exposure in SAS including SQL

- Hands on experience in credit risk modeling /BASEL modeling/ PD, LGD model Building required

-Good to have commercial or consumer credit experience.

- Sector experience in BFSI