Credit Risk Model Development Role - BFS

Consultant and Senior Consultant for Credit Risk Model Development Role Bangalore locations.

Front ending role. Onsite opportunity

Should have background as an analytics consultant or analytics experience in a large company. You have experience of SAS, R, SQL, VBA & Python, not to mention good power point and excel skills. However, knowledge of other applications would also be an advantage. You have cleared CFA & FRM good to have.

You have a degree in economics, statistics, engineering, computer science or business administration - or any other related subject for that matter.

Responsibilities:

- Managing multiple projects in multiple geographies

- Handling teams of multiple projects across different areas of analytics, risk management etc.

- Client Handling - Understanding client requirements, problems etc.

- Preparing presentation and presenting it to Senior Management

- Will be responsible of different project ranging from:

- Development of PD (Application & Behavioral Scorecard), LGD and EAD Retail Models

- IFRS 9 & Basel Modeling

- Development of acquisition fraud scorecard

- Loss Forecasting

- Developing different types of retail model related to customer lifecycle

- Developing Rating Models for Corporate banking portfolios

- Developing Economic Models