Credit Risk Modelling - PD/LGD/EAD Models
Experience : 3 to 8 years
Job Description :
- Experience in a Credit Risk environment.
- Previous experience with statistical modelling techniques and models management
- Worked on developing and validating PD, LGD, EAD models, Scorecards, IFRS9 Models, CCAR models
- Expert and hands-on (using SAS and other statistical tools Python/R/Matlab) in the development and validation of models, data and risk frameworks;
- Proficient in Microsoft Office; knowledge of VBA is a plus;
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