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Consultant at Black Turtle
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Financial Services Risk Management Role - Credit Risk - Modelling & Model Validation - PD/EAD/LGD (1-9 yrs)
We have an urgent requirement. below are the specifications:
PD/EAD/LGD model Development or Validation
- Candidates should have credit PD modelling experience, preferably in Stress Testing/AIRB/CECL. Experience with Corporate portfolios and Transition Matrix models is a plus.
- Have a good understanding and knowledge of modelling processes and techniques such as OLS, Merton, Vasicek etc.
- Should have hands on experience in R, and proficient in excel
- Sound understanding and knowledge of RWA & ECL requirements
Skills and attributes for success
- Strong experience of statistical modeling in atleast one of the following tools/languages is preferable
- SAS Base/EG/E-miner, R/S-Plus, Matlab, SPSS, Python
- Strong Excel/VBA skills is a must.
- Ability to explain complex frameworks/statistical models to senior management.
What we look for
People with the ability to work in a collaborative way to provide services across multiple client departments while adhering to commercial and legal requirements. You will need a practical approach to solving issues and complex problems with the ability to deliver insightful and practical solutions.
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.
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