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Smita

Consultant at Elixir

Last Login: 25 October 2023

208

JOB VIEWS

53

APPLICATIONS

9

RECRUITER ACTIONS

Job Code

941871

Credit Risk Model Development/Model Validation Role - BFSI

3 - 10 Years.Any Location
Posted 2 years ago
Posted 2 years ago

- Solid background in retail credit risk model development (logistic & Liner model) and model validation

- Solid experience in SAS - Base and EG (Macros, SQL understanding essential)

- Proficiency in SAS, SQL and Data Analytics projects

- Experience in working on large datasets and big analytical projects. Strong QA acumen

- Good background in retail credit risk analytics in areas of model development or model calibration or model validation or model monitoring. Regulatory experience preferred.

- Unix experience / understanding preferred / beneficial

- Experience in secured and unsecured lending preferred

- Credit risk exposure - strategy development exposure preferred

- Model implementation & Validation experience preferred

- Model Development - Originations, behavioral, Collections, Basel, IFRS9,CRD4 (Capital)

- Data Analytics and data quality assessment

- Model monitoring set-up on newly developed models

- Model Implementation support

- Support to CRO strategy teams when handing over models after implementation

- Model Documentation creation

Skills :

- Excellent verbal and written communication skills

- Excellent stakeholder management skills and client facing experience required

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Posted By

user_img

Smita

Consultant at Elixir

Last Login: 25 October 2023

208

JOB VIEWS

53

APPLICATIONS

9

RECRUITER ACTIONS

Job Code

941871

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