Credit Risk Model Development/Validation Role - BFSI

Currently hiring for client in consulting domain.

NOTE: WE ARE LOOKING FOR CANDIADTES WHO WILL BE OPEN WITH FREQUENT TRAVEL TO MIDDLE EAST COUNTRIES.

Co Name: Consulting MNC

Description : People with strong exp in Credit Risk Modelling .

- Capital management (regulatory capital, ICAAP and economic capital)

- Impairment modelling, management and forecasting - Focus areas the existing and IFRS 9 accounting standards, asset quality (provisioning adequacy) assessment.

- Credit risk models (PD, LGD, EAD, scorecards)

- Good understanding of the Basel II and III (CRD IV requirements) credit risk regulatory framework

- RWA calculation under Basel 2 & 3 Focus areas (governance, policy, process and control)

- Stress testing and scenario analysis