HR at Conjoin Consultancy Pvt Ltd
Views:480 Applications:97 Rec. Actions:Recruiter Actions:20
Credit Monitoring Role - Rating Agency (2-15 yrs)
Job Opportunity with Leading Rating Agency
Location: Bangalore
Need: 2-15 Years
Roles & Responsibilities:
- End to end development of analytical tools (e.g. economic capital calculation).
- Support the implementation of models developed internally (functional requirement, SIT, UAT, etc.).
- Monitor credit risk IRB and IFRS9 models for the measurement of PD, EAD and LGD for the banks wholesale retail portfolios.
- Ensure the monitoring process and models comply with the Banks Model Risk Policy and
- Model Family Standards and results.
- Work on the end-to-end model monitoring (PD, EAD, LGD) cycle, from data gathering and cleansing to the documentation and presentations to key stakeholders.
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.