Credit Risk Modeling Role - Model Development - PD/LGD/EAD - Big4

Technical Skill Required

- Credit Risk Modeling - PD, LGD and EAD models.

- SAS EG or E-Miner

- IFRS 9 Modeling ( macroeconomic models, staging rules, etc)

- Expertise in handling projects in BASEL II, BASEL III, ICAAP and Stress Testing framework

- Python/R and VBA

Desired profile :

- Bachelor's degree in Engineering/Economics/Mathematics/Statistics or any other quantitative discipline + MBA /MS in Finance + CFA/FRM.

- 4 years or more related work experience.

- Strong written and verbal communication skills for report writing and client presentations

- Independently handle teams and projects

- Effective leadership, project management and team management skills