Credit Risk Modeling Role - CCAR/PD/LGD Model - BFS

Credit Risk Modeling

Experience : 3-6 yrs

Skill Required :

- Education: B.E/B.Tech/MSc in Stats/Economics/PGDM/M.Tech/MBA from Premier Institutions mandatory

- Experience : 3-6 Years in Credit risk modeling(PD,LGD,CCAR models)and data analytics is a must

- A high degree of competency in Econometrics/Statistics/OR/Mathematical Economics

- Working knowledge of a statistical software e.g. SAS, R, Stata, python

- Candidates with experience in Risk management will be preferred.

Job Description :

- Work extensively in analytics in line with Business to understand requirements and in converting business requirements into analytical projects using the tools and techniques.

- Self-Driven Analytical projects through all the phases of set-up and implementation. E.g. data extraction, data cleaning, building predictive models, presenting results and suggesting business strategies.

To achieve a competitive differentiation leveraging analytics like :

- Build a forecasting framework to support risk management and capital adequacy planning

- Support Prospect Acquisitions through database marketing and sales force effectiveness capabilities

- Build frameworks to predict the future delinquency stages