Posted by
109
Posted in
Banking & Finance
Job Code
1661916
Credit Risk Model Role
Credit Risk Models - Contractual
Role: Full time contractual role (with an option for conversion to permanent hire basis performance)
- Number of years of experience expected: 1 to 2 years
- Areas of experience preferred: IFRS 9/ IndAS 109, PD / LGD/ EAD model development and validation, experience with ECL calculation, clarity on the IFRS 9 standard and regulatory asks
- Educational qualification expected: Graduate / Postgraduate
- Additional qualifications/ certifications required: None
- Preferable additional certifications: CA / FRM / Actuarial
- Preferred geography of previous work experience: India / Europe / APAC / US
- Language requirements: Ability to write and speak fluently in English.
- Application experience preferable: MS Excel, VBA, Python, R, SAS
Key responsibility areas:
- Executing onsite client facing BFSI engagements with a focus on the following responsibilities:
- Independently lead and manage consulting engagements with leading banks, financial institutions, NBFCs, insurance companies and corporates covering areas such as IFRS 9 model development, ECL computation, enhancing the approach to ECL and provisions
- Demonstrate knowledge to banking, NBFC, corporate and insurance companies on various loan product and their characteristics including wholesale loans, auto loans, personal loans, mortgage finance, education loans, etc.
- Demonstrate knowledge of concepts related to default and recovery rate modelling including roll rate analysis, periodic default rates, statistical methods including regression models, Markov chains, etc.
- Lead and drive day-to-day execution of client projects
- Design and monitor detailed project plans for assigned engagements
- Directly report and provide detailed updates to business unit leader for all assigned engagements on an on-going basis
- Develop strong relationship with key stakeholders by addressing concerns in a timely manner.
- Problem-solving skills i.e., conceptual, and analytical thinking
- Excellent MS-Excel, Word and PPT skills
- Excellent presentation and communication skills
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Posted by
109
Posted in
Banking & Finance
Job Code
1661916
