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28/10 Shweta
Executive Search Consultant at TruLux

Views:565 Applications:204 Rec. Actions:Recruiter Actions:30

Credit Risk Modelling Role - Financial Services Firm (1-3 yrs)

Mumbai Job Code: 859959

Opening - Credit Risk Modelling

Location - Mumbai

Company - One of the leading financial services firm

As part of overall Credit Risk Management, the role would be responsible for design and development of ECL models, credit scoring models applying various statistical techniques and conduct periodic portfolio analysis at granular level to gauge the overall asset quality

Role & Responsibilities:

1. Establishing Expected Credit loss framework

2. Develop Predictive Scoring models, Segmentation schemas and establish risk-based pricing framework

3. Conduct periodical model validations and calibration

4. Develop models for collection strategy

5. Conduct Granular level Portfolio analysis to identify areas of stress and suggest measures to prevent further slippage in the portfolio quality

6. Build early warning indicators to manage portfolio quality

7. Perform ad hoc analysis based on changing market dynamics and economic indicators

8. Automation and Integration of all models

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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