DexLab Analytics - Senior Analyst - Credit Risk Modeling

Required Qualification :

Master of Statistics or Math / Master of Economics / MBA / Masters in Finance / Engineer

Required Experiences :

Following are required experience

- At least 5+ Years of work experience in Credit Risk Model Development and Validation for wholesale and retail portfolio

- Experience in Analytics and Predictive modeling

- Good knowledge of Basel II - IRB

- Good knowledge of IFRS 9 Impairment modeling

- Experience/Exposure in following

- Development and validation of - Rating Models/Retail scorecards / PD / LGD / EAD model

- Developed models for Corporate / SME models, Specialized leading models, Banks and FIs models

- Experienced in PD calibration

- Experienced in mapping internal rating with rating agencies rating

- Model development / validation in low or no default portfolio

- Model implementation on IT platforms

- Stress testing and Macroeconomic modeling

- Experience in writing SAS Macros

- Experience in statistical techniques

- Regression / Logistic Regression / CHAID / CART / Bayesian Techniques /Machine learning / Other standard modeling technique

- Model Validation - Stability / Discriminatory / Calibration / Granularity / Qualitative

Tool :

- SAS / R

- Excel

- PowerPoint / MS Word