Credit Risk Analytics Professional - IFRS 9 Implementation - Consulting Firm

We are hrirng for Credit Risk Analytics - IFRS 9 Implementation with a Leading Consulting firm Based in Bangalore.

Profile : Credit Risk Analytics - IFRS 9 Implementation

Location : Bangalore

Job Requirement :

- PhD in quantitative field (Statistics, Econometrics)

- Master's degree in quantitative fields (Stats, Econometrics) with Bachelor degree in Engineering, Mathematics, Statistics, Econometrics from premier institutions.

- Good experience on IFRS 9 Reporting and Modeling.

- 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

- Develop / validate risk measurement models for credit risk management, incl. models for credit rating, retail scorecards, financial modeling, RWA calculations, credit risk calculations is preferred

- Capacity to think about requirements from a strategic perspective, ability to perform requirement gathering and gap

analysis versus the current methodologies to leverage independently

Interested candidates can share thier resumes or may contact at 9999568357.