Credit risk Modeling - Gurgaon, Bangalore
We are hiring for a leading Consulting Organization based at Delhi/NCR, Bangalore
Position : Sr. Analyst
Experience : 4-6 yrs in Credit Risk Analytics, Model development with Good knowledge in Python OR R
Open for Traveling
Role & Responsibilities :
- Responsible for development of Models in risk domain, PPNR, CCAR, PD, LGD, EAD, Fraud Models.
- Understand Client requirements and provide analytic Solutions.
- Support the development, calibration, monitoring, and documentation of credit risk models in line with regulatory requirements
- Validate and maintain Models performance to required standards
- Enhance model management through automation and development of monitoring packages
- Interaction with Stakeholders to understand the requirement
- Good Knowledge in PPNR, CCAR, Basel, IFRS9, PD, LGD, EAD models or AML Models
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