Credit Risk Modelling - SAS - Banking Domain

Position in Credit risk Modelling role in Banking Domain in Noida.

Main Duties and Responsibilities

Development of credit risk models for various Banking portfolios

Model documentation as per regulatory / governance requirements

Scorecards implementation, validation and performance monitoring

Development of credit models across life cycle of various retail portfolios

Model implementation & impact assessment

- Ensure timely model performance tracking, and automate the monitoring process to drastically improve process/operation to enable the business make rapid credit decisions against market condition changes

- Ensure the compliance of development and validation of models with respect to internal and external regulatory guidelines.

- Model documentation as per internal and regulatory guidelines

- Regular performance tracking and validation of existing scorecards as per regulatory and internal policy requirements

- Work closely with internal model committees to ensure models meet desired compliance requirements

Introduce cutting edge techniques of modelling /segmentation through proactive thinking

Engage with on-shore partners and business heads to scope out analytics projects in line with business expectation

Risk and Control Objective

- To Ensure that all activities and duties are carried out in full compliance with regulatory requirements, Operational Risk Framework and internal Policies and Standards.

Please apply with your resume and ctc details

Shilpi
09899180581