Looking for Credit Risk Modeling experience. - Develop credit risk IRB, IFRS9 and Pillar 2 Stress Testing models for the measurement of PD, EAD and LGD for the wholesale portfolios. - Continuously improve the models- performance and research on the latest modelling methodology and best industry practices, while meeting all regulatory and data constraints. - Work on the end-to-end model development (PD, EAD, LGD) cycle, from data gathering and cleansing to the documentation and presentations to key stakeholders. - Maintain and continue to upgrade the models based on model users and regulatory feedback and on-going model performance monitoring. - Ensure the model outputs are fit for purposes not only for regulatory capital and ECL estimates, but also for daily business usage, underwriting decisions, risk appetite decisions and strategy design. - Understand Model related uncertainty risk such as data, regulatory, business strategy, that have a direct impact on the model's performance. - Strong degree (preferably postgraduate) in a quantitative discipline (e.g. Mathematics, Economics, Statistics, Computer science, Financial Engineering, Engineering) with a clear ability for analyzing data and developing statistical predictive models.

Bangalore

Credit Risk Modeling Role - Wholesale Banking 

Credit Risk Modeling Role - Wholesale Banking  ,Job Description for Credit Risk Modeling Role - Wholesale Banking  in Pylon Management Consulting in  Bangalore for (6-9) years of experience. Apply Now!

Job Description for Credit Risk Modeling Role - Wholesale Banking  in Pylon Management Consulting in  Bangalore for (6-9) years of experience. Apply Now!