Practice Lead at Elixir Web Solutions
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Credit Risk Analytics/Modelling Role - Stress Testing - BFS (4-15 yrs)
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