Credit Risk Analytics/Modelling Role - Stress Testing - BFS

Credit Risk Analytics/Modelling - Stress Testing/CCAR/LGD/EAD/PD Models - SAS (1-15 yrs)

- Experience of working in model development will be preferred. PD, LGD, EAD, Basel model development. Credit risk modelling, loss forecasting and CCAR modelling.

- Credit card analytics, Scorecard development and models.

Technical skills : (SAS, VBA, EXCEL etc)

- Excellent communication skills; being able to "translate" between the two worlds is the major thing in the day to day work.

- Proven ability to produce clear summaries and reports from complex factual information, including both written documentation and graphical material

- Good organizational, analytical, problem-solving and project management skills.

- Preferably, familiarity with bank stress testing including loss & risk estimation techniques is preferred

- Bachelors/Post Graduate in mathematics/ statistics/ economics or Bachelors degree in technology or MBA