Analyst/Sr Analyst - Credit Risk

On an embark for a Credit Risk Senior Analyst/Analyst with hands on in Building Models/Scorecards in the space of Credit Risk. Experience in PD,LGD,EAD.

To support the Risk Management Team of a growing and well performing residential mortgage portfolio and improve Credit Quality as well as Portfolio Credit Segmentation

Some of the responsibilities include the below.

- Basel 2 model Development

- Experience in PD, EAD,LGD

- Modeling experience using bank's various portfolios

- Segmentation to identify homogenous clusters

- Develop Analytical solutions across product lifecycle, Customer Segmentation

- Development of LGD model using linear regression

- Hands on experience in tools like SAS, Modeling, SQL