Credit Risk Modeling Role - ITeS/BPO

We are having an opportunity in one of the leading ITES/BPO for CRM (Credit Risk Modeling), who have good experience in :

Interviews to be arranged on 6th Jan 2018

Minimum 4- 9 years of Experience is required. Work Location is going to be Mumbai,

Interview Locations : Delhi, Pune, Mumbai, Bangalore, Kolkata

1)Strong - with SAS.

2) Should have implementing various credit risk models into production environment.

3) Monitoring day to day performance of implemented Credit Risk model.

4) Performed scorecard validation for retail & corporate portfolios.

5) Performed quantitative model validation which include statistical tests like Receiver Operation Characteristic (ROC) curve analysis, Accuracy Ratio analysis, Population Stability Index,-

Log - Odds analysis, Information - Value, Gini Ratio & KS statistic computation.

6) Banking Domain Preferred but other domains are also accepted considering they should have experience in the above mentioned list.

Added Pointers :

- Monitoring the performance of models across both retail and non-retail portfolios

- Trend analysis and commentary on observed trends

- Analysis for business problems/queries from various stakeholders

- Working on the modifications/enhancements to the existing monitoring processes /report-

a. Addition of new metrics for model performance assessment

b. Changes in assumptions / methodology in computation of the metrics

c. Implementation of new models in the monitoring framework

- RWA & Capital Impact assessments

- Analysis for the country regulator