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08/05 Isha Mishra
Senior Consultant at Quess Corp

Views:15586 Applications:1078 Rec. Actions:Recruiter Actions:673

Credit Risk Modeling Analyst - Banking (3-7 yrs)

Delhi/NCR/Noida Job Code: 569648

Role Purpose :

- To deliver credit risk models (regulatory / business models)

- This role will involve developing credit risk models for the BUK portfolios.

Your Role

- Develop credit risk models across life cycle of various portfolios, generally under the guidance of seniors.

- Delivering robust, predictive models and tools that are compliant with both internal and external regulations.

- Identify and use cutting edge techniques to develop best in class models

- Share and seek out best practice across the modelling peer group to develop self.

- Deliver high levels of accuracy and internal consistency/validation within own project

- Provide business with insights and recommendations in order to improve strategy and process.

- Develop high-standard SAS code and model documentation.

- Ensure accurate implementation of models and support their use, interpretation and monitoring.

Essential Skill :

- A good knowledge of data analysis, theory and multivariate statistical techniques (e.g. Logistic Regression).

- Knowledge of banking products.

- Proficiency in SAS and SQL, or other suitable statistical programming language

- MS Office Skills (Preferably Word, Excel & PowerPoint)

Preferred Skill :

- Strong understanding of banking products.

- Expertise in modelling techniques and their value in business

- Full understanding of Credit Risk Processes and Strategies, including knowledge of credit loss provisioning.

- Ability to act as - Team Expert- in a specialist knowledge area of analytics that will complement the detailed knowledge of other team members.

- An understanding of the fundamental principles of the Basel II Accord and / or of IFRS IAS 39.

Education

- Preferred completion of a degree or equivalent in statistics, mathematics, operations research or related area or significant relevant experience

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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