Credit Risk Modeling/Developing Role - PD/LGD/EAD Models

Responsibilities :

Work with credit risk analysts in delivering various projects such as PD, LGD, EAD, IFRS 9, stress testing, loan life-cycle models, and other Basel (or other regulations) related analyses such as scenario analysis

Understand and improve the existing processes to gain efficiency

Understand the applicable regulations and incorporate them in the projects

Use tools such as SAS, R, SQL, and Matlab to manipulate data, and develop and validate quantitative models using small or large data sources Deliver end solution maintaining quick turnaround times and high quality standards

Lead brain storming sessions and propose hypothesis, approaches and techniques

Travel onsite to client locations and other MAKS delivery centres as and when needed

Mentor and train team members that could comprise AVPs, Sr. Associates and Associates

Communicate with clients to understand their needs

Build strong relationship with clients, internal and external, and highly engaged team

Hire suitable team members keeping tactical and strategic needs in mind

Help in business development and completing RFPs