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16/04 HR
Recruitment Consultant at Ewyn

Views:50477 Applications:710 Rec. Actions:Recruiter Actions:344

Credit Risk Modeling - SAS - BFSI (3-10 yrs)

Delhi/NCR/Noida/Gurgaon Job Code: 326453

Model dev (Basel PD, LGD, EAD) - SAS - BFSI

Position in Modelling role in Noida/Gurgaon.

Responsibilities :

Main Duties and Responsibilities :

- Development of credit risk models for various Banking portfolios

- Model documentation as per regulatory / governance requirements

- Scorecards implementation, validation and performance monitoring

- Development of credit models across life cycle of various retail portfolios

- Model implementation & impact assessment

- Ensure timely model performance tracking, and automate the monitoring process to drastically improve process/operation to enable the business make rapid credit decisions against market condition changes

- Ensure the compliance of development and validation of models with respect to internal and external regulatory guidelines.

- Model documentation as per internal and regulatory guidelines

- Regular performance tracking and validation of existing scorecards as per regulatory and internal policy requirements

- Work closely with internal model committees to ensure models meet desired compliance requirements

- Introduce cutting edge techniques of modelling /segmentation through proactive thinking

- Engage with on-shore partners and business heads to scope out analytics projects in line with business expectation

Risk and Control Objective :

- To Ensure that all activities and duties are carried out in full compliance with regulatory requirements, Operational Risk Framework and internal Policies and Standards.

Requirements :

- Ability to communicate analytical concepts clearly and concisely

- Awareness of the financial services industry

- Awareness of the economy, and market and customer trends affecting the business

- Strong understanding of lending products from marketing and policy perspective

- Experience in developing credit risk scorecards for retail portfolios

- Knowledge of retail financial services products

- Aptitude for using statistical programming languages

- Strong analytical background, data driven, results orientated

Shilpi
09899180581

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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