Job Description - Credit Risk   Required Experience: 1 - 5 Years  Designation: Associate / Senior Associate  Job Location: Bangalore  Role description:  - Work with our clients in the US, Australian and South-East Asian market to assist them in credit risk projects pertaining to model development/validation, credit policy review, credit origination process review, TOM development, and regulatory compliance, reporting.   Key engagement responsibilities would be :  - Model development PPNR (pre provision net revenue - income and Expense model ), CCAR/DFAST modeling and Stress Testing, Balance Sheet forecasting, Deposit Modeling, PD/EAD/LGD, Loss Forecasting, Underwriting scorecard, Credit Scoring and other behavioral models)  - Model Validation   - Model Documentation  - Data Analytics and Management  - Understanding of RWA calculation for credit risk and counterparty credit risk   - Engage with Partners/Directors to understand the project scope, business requirements and work with onshore and offshore teams to do successful delivery  - Take responsibility for key deliverables on engagements reporting to Engagement managers.  Required Qualifications:  - Advanced degree in Math, Statistics, Economics or any other Analytical disciplines from IIT/ISI OR any other tier1 institute or B.tech. + MBA in finance   - Professional Certification such as FRM, CFA preferred  - Minimum of 1 year (3 Yrs for sr. associate) experience working in the credit risk division in large banks and/or tier 1 consulting organizations like Big 4, Accenture or Specialized Risk Analytics firms.   - Strong working knowledge in most of the following areas:  - PPNR ( Pre Provision Net Revenue- Income and Expense model)  - PD/LGD/EAD Model development  - ALLL (Loan loss provisions) calculation  - Loss forecasting models  - CCAR / DFAST stress testing  - RWA & Capital calculation  - Credit scoring (Retail portfolios)  - Advanced statistical modeling skills (logistic regression, CHAID and other data mining/predictive modeling skills)  - Strong knowledge of Python, Advanced Excel and VBA.  - Sound modeling skills in SAS, SPSS, MATLAB, R or other statistical software preferred.  - Other preferred skills will be:  - Risk based pricing  - RAROC  - Economic Capital / Credit VaR  - Basel II, ICAAP  - Excellent communication skills (Verbal & Written)  - Must work well in a team-oriented environment as well as independently.  - Ability to travel overseas as necessary to meet client needs

Bangalore

KPMG -  Associate/Senior Associate - Credit Risk Modeling - IIT/ISI 

KPMG -  Associate/Senior Associate - Credit Risk Modeling - IIT/ISI  ,Job Description for KPMG -  Associate/Senior Associate - Credit Risk Modeling - IIT/ISI  in KPMG in  Bangalore for (1-7) years of experience. Apply Now!

Job Description for KPMG -  Associate/Senior Associate - Credit Risk Modeling - IIT/ISI  in KPMG in  Bangalore for (1-7) years of experience. Apply Now!