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Consultant at Black Turtle
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Consultant/Senior Consultant/Manager - Credit Risk Model Development - Big4 (1-10 yrs)
Advise clients on a number of credit risk and capital related topics. These areas include:
- Application Scorecards, Behavioral scorecards, rating models, cash flow simulation models
- PD, LGD &EAD models
- Application of analytics in loan life cycle in customer analytics, collections, recoveries, retention etc.
- Portfolio loss rate forecasting etc.
- Economic capital modeling, stress testing models development
To qualify, candidates must have:
- a bachelor's degree and approximately 3 years of related work experience; or a master's degree and approximately 2 years of related work experience
- a degree in engineering, Statistics or Econometrics or a related discipline; an M.Stat is preferred
- broad consulting and project management skills, effective written and oral communication skills
- a willingness to travel to meet client needs
- Strong experience of statistical modeling in atleast one of the following tools/languages is a must
SAS Base/EG/E-miner
R/S-Plus
Matlab
SPSS
- Strong Excel/VBA skills is a must.
- Ability to explain complex statistical models to senior management.
In addition to core competencies in credit risk measurement and management, a thorough understanding of some or all of the following would be an asset:
- Credit lifecycle within a commercial bank
- Credit risk management infrastructures
- Economic capital and RAPM
Integration of economic capital into performance measurement frameworks (e.g. Risk Adjusted Return on Capital (RAROC), Shareholder Value Added (SVA)
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.
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