Job Description : Person would be responsible for developing/validating/auditing credit risk models and assisting clients on their credit risk related issues. Experience level : 2-12 years of experience; Prior experience in building credit risk models required Location : Bangalore Must Haves : - Desired candidate must have relevant experience in in statistical modeling, quantitative research, credit risk management, or related field - Knowledge of one or more of global regulatory Topics CECL, IFRS 9, CCAR/DFAST, Basel II/III, SR-11/7 around data sufficiency, modeling methods, industry standards etc. - Experience in Credit Risk Modeling PD/LGD/EAD - TTC, PIT, Stressed and unstressed portfolio - Experience in Model Development/Validation/Audit (implementation and execution experience do not count) - Well versed with one of more statistical techniques used in credit risk modeling - Logistic Regression, Time series, OLS, Probit models, Survival techniques, Tobit, Fractional Logistic, Beta model, State Transition Matrix, Single Factor merton model etc. - Proficient in SAS/R/Python. - Conceptual understanding of the data and methodology used for credit risk regulatory models. Good to have : - Leveraging experiential know-how of a wide range of loan types, including C&amp;I, CRE, RRE, ABL, Leasing, Credit Card, Vehicle, Personal etc. - Prior experience in domains like commercial banking, retail banking, treasury, investment management and strong knowledge of risk data analysis and development, strategy design and delivery deployment. - Good knowledge of credit risk metrics like RWA, Expected loss, Regulatory and Economic capital, OTTI, Watchlist, Asset quality etc. &nbsp; - Vendor Experience : a. Experience in Moody's risk analyst, different rating data sources like Fitch, Credit pro, Moody etc. b. Knowledge about external / benchmark models on consumer portfolios is a plus ( FICO Score, Standards and Poor's, Fitch or Moody's Ratings) c. Selecting, implementing and/or using commercial credit risk workflow, analytics- e.g., Moody's KMV, S&amp;P and/or, reporting technologies- e.g., Oracle, Cognos, et al. Non-functional skills : - Understand market trends and demands in the financial services sector and issues faced by clients by staying abreast of current business and industry trends relevant to the client's business - Excellent oral and written communication skills - Solid analytical and problem-solving skills; ability to isolate and solve issues using large amounts of data - Process orientation with strong technical skills and attention to detail - Demonstrate deep technical capabilities and industry knowledge of financial product - Willingness to travel to meet client needs Preferred background : - Desired candidate must have degree in a Finance, Economics, Statistics, Engineering + MBA;&nbsp; - Advanced degree a plus; with experience in Credit Risk Analytics &amp; Model development. - FRM, CFA, CPA certification a plus

Bangalore

Credit Risk Modeling Role - BFSI 

Credit Risk Modeling Role - BFSI  ,Job Description for Credit Risk Modeling Role - BFSI  in Peepal Consulting in  Bangalore for (2-12) years of experience. Apply Now!

Job Description for Credit Risk Modeling Role - BFSI  in Peepal Consulting in  Bangalore for (2-12) years of experience. Apply Now!