Credit Risk Model Development Role - BFS

Job Description :

- Ability to develop credit risk modelling. Active participant in the development of credit risk models (PD/EAD/LGD) for retail and wholesale portfolios for various clients

- Lead components of large scale client engagements and/or smaller client engagements while consistently delivering quality client services

- Develop / validate risk measurement models for credit risk management, incl. models for credit rating, retail scorecards, financial modeling, RWA calculations, credit risk calculations is preferred

- Capacity to think about requirements from a strategic perspective, ability to perform requirement gathering and gap analysis versus the current methodologies to leverage independently

- Understand market trends by staying abreast of current business and industry trends relevant to the client's business and hence be able to provide high quality consultancy services to our clients

- Develop, validate, and monitor models, manage risk, and effectively communicate with key stakeholders regarding status, issues and key priorities

- Ability to handle a small team, review procedures, train folks on the job, and be able to mentor and coach the junior folks in the team

- Experience working on the following topics are added advantage like lifetime modelling approach, transfer criteria, impact analysis, staging etc