Credit Risk Modeling - BFSI

Credit risk modeling, 3- 6 yrs,Mumbai

CareerNet (www.careernet.co.in) is the leading provider of Talent Acquisition and Management solutions to the Technology, Knowledge Services, Banking & Financial Services, Hospitality & Healthcare sectors in India.

In further to this, we would like to discuss an opening with our client in Mumbai

Position : Data Analyst

Exp : 3 yrs - 6 Yrs

Location : Mumbai

Skills : SAS, Credit risk modeling, credit risk,logistic regression, model development, model validation, CCAR, Basel,Stress testing, credit cards, scorecard, portfolio, BFSI, banking

Please find the generic JD :

- Model monitoring and management of credit risk models (including Basel II systems) for secured and unsecured portfolios

- Validation of credit risk models encompassing the entire customer life cycle acquisition, portfolio management and collections

- Model management of strategy building risk models across mortgages, credit cards, consumer lending and business banking

- Developing credit risk scorecards (PD /EAD/LGD models) for retail banking portfolios

- Validating PD and LGD models.

- Hands on experience in SAS tool

Educational qualifications : BE,B.tech or MBA, M.Tech, MA, M.Sc. Statistics/Economics/Operations Research

Sona Jose