Credit Risk Modeling Role - ITeS/BPO (4-9 yrs)
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
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