Credit Risk Modelling Role - BFS - PAN India

Credit Risk Modelling Role - PAN India

- Model development/validation/audit/review primarily for one or more credit loss forecasting models in either retail or wholesale domain primarily for CECL/CCAR/DFAST reporting including PD/EAD/LGD component models.

- Validation process involves understanding of development document, testing, and benchmarking using SAS, and report writing.

- Prior work experience with credit markets and products or work experience in a bank credit-related department. Examples include lending, credit trading, origination, underwriting, leveraged finance, CVA.

- The candidate needs to be familiar with statistical techniques viz. Regressions Analysis, Hypothesis testing et al.

- Understanding of financial institutions regulatory frameworks. Examples include IRB, CECL, CCAR, Dodd-Frank and Basel.

- Strong quantitative and analytical skills and ability to work with diverse cultures in a global team.