HR at Callisto Talent Solutions Private limited
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Assistant Manager/Manager - Credit Risk Modelling - PD/LGD/EAD/Basel/IFRS 9 (3-6 yrs)
One of our clients is a leading management consulting firm with presence across globe, looking to hire potential candidate with 3+ years of work experience in end to end delivering various projects viz. PD, LGD, EAD, stress testing, loan life-cycle models - modelling, independent review, gap assessment.
- Lead project streams, take ownership for deliverables associated with client engagements and provide direction to juniors in developing models, documentation, and presentations.
- Work closely with client engagement team and sales team, including developing and presenting pre-sales materials and client proposals
- Demonstrate thought leadership and show initiative and creativity in designing solutions for unique client challenges
- Mentor and train junior team members
Essential skills and qualifications for the role include:
- Good understanding of retail and wholesale portfolios
- Good knowledge of statistics/ econometrics and exposure to Risk Management in Banking
- Good knowledge of Basel and IFRS 9 Regulations around Credit Risk, and CCAR/ DFAST
- Robust credit risk analytics/ stress testing and model development skills
- Anyone technical Skills: SAS/SQL, R, Python, VBA, Matlab