Posted by Tarun Matta
Founder & CEO at iimjobs.com
11 Sep 2012; Job Code: 69895; Location: Mumbai
Views:1377; Applications:0; Recruiter Actions: 0

Basel II & Loss Forecasting Modeling (3-8 yrs)

SA/PA- Basel II & Loss forecasting role

Location: Mumbai

- 3+ years Strong working knowledge of Basel II, Loss forecasting Model, SAS, Credit Risk Modeling, PD, LGD, EAD Models etc.

- Experience in SAS is the Must.

Requirement:

Skills

- Strong experience in Building Models like Basel II, PG, LGD, EAD etc

- Strong Experience in analysis techniques including scoring and segmentation, clustering and regression, to manage the development, and optimization of credit policies and business processes

- Working Experience in Credit Risk Modeling and Monitoring associated with Credit

- Experience in developing scorecard for each of the segments for risk profiling the consumers

Responsibility:

- Leading the development and implementation of strategies - Optimizing the current strategies and develop new strategies to improve risk-return dynamics of the portfolio.

- Utilizing statistical analysis techniques including scoring and segmentation, clustering and regression, to manage the development, and optimization of credit policies and business processes.

- Leveraging understanding of the entire life-cycle of an account within a credit card environment, P&L statements, loss-forecasting and financial forecasting models, to plan and strategize portfolio management actions.

- Managing the development and analysis of MIS and data infrastructure, leveraging knowledge of SAS, CHAID and data mining techniques.

- Reviewing performance results, emerging trends, and business development opportunities to senior management to develop line management and balance growth strategies

Education Requirement : Masters in Economics/Statistics/Engineering/Mathematics/Operations Research/Any Quantitative subject from Leading Indian/Global institutes.

Call me at 080-42556813 or mail me at pallavi.venkateshappa@asterioninc.com to know more about the role and client.

We are an Analytics Recruitment firm - If any of your friends are looking for similar opportunity, Kindly refer them to me.

Look forward to hear from you.

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