Upgrade to Pro Member
HR - Recruitment at Job Vision India
Views:10519 Applications:100 Rec. Actions:Recruiter Actions:16
Credit Risk Analytics Modelling - Consulting Firm (3-6 yrs)
JOB DESCRIPTION :
- Understanding of credit risk quantification methodologies (credit rating, IRB models etc.) is preferred, including knowledge of capital calculation methodologies under Basel II / III
- Good experience on IFRS 9 Reporting and Modelling
- 3+ years of relevant experience is Banking Book Credit Risk Analytics. This includes, Basel II, III modeling (PD, LGD, EAD), Stress Testing (CCAR, DFAST) modeling for banking book.
- Implementation of credit risk management systems.
- Capacity to think about requirements from a strategic perspective, ability to perform requirement gathering and gap analysis versus the current methodologies to leverage independently.
- Advanced technical skills and programming knowledge(MSOffice, SAS, R, VBA, C++) required
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.
2-Step Verification - Action Required
We've updated our security procedures!
Your privacy and security are important to us. We've recently updated our security measures to make iimjobs.com safer and more secure for you. This change requires you to reset your password.
Please reset your password using the link sent to your email. If you did not receive any email, please check your spam folder..
