Evalueserve - Credit Risk Role

Credit Risk

- Understanding of various credit risk model constructs and credit risk modeling frameworks

- Understanding of the consumption layer of the curated data, i.e., model development for credit risk models, especially IFRS9, stress testing, and AIRB (PD, LGD, and EAD models)

- Understanding of variable treatments, exclusions, transformations, and data sources

- Strong experience in the credit risk model development from scratch

- Experience in developing models using Python and SAS

- Experience in working with multiple datasets, cleaning data, and performing data analysis

- Experience in working as a part of large teams