Credit Risk Modelling Role - Banking Domain - Consulting Firm (4-12 yrs)
Credit Risk Modelling Role - Banking - Consulting
We have an urgent requirement for Credit Risk (Model development)
Looking for Immediate Joinee / 15 days /1 month / 45 days/60 days
Location : Bangalore /Gurgaon
Exp : 4 to 12 (Multiple levels)
- Looking for a strong professional with experience in model development of PD/EAD/LGD Credit Risk models (Model validation / Model development)
- You will develop, maintain and upgrade models used for Regulatory Capital and Impairment calculation for the Basel (AIRB) and IFRS 9 work streams respectively.
- Working knowledge of other aspects of credit risk models including data extraction, model performance assessment, model validation, implementation and documentation.
- Ability to write and execute programming codes in SAS.
- Excellent communication and networking skills to deliver high quality client services.