Manager/AVP - Credit Risk Modeling - Bank

Opportunity_Manager/AVP_Credit Risk Modeling.

Currently hiring for client based in Mumbai.

Co Name: Leading Top Tier Banking MNC

Designation: Manager & AVP (5+yrs for Manager & 8+yrs for AVP)

Education: Bachelor's degree in a quantitative discipline: Mathematics, Economics, Operations Research, Business Finance, Statistics, Engineering or MBA.

Requirement :

- Ability to apply credit and risk principles toward business objectives

- Exposure to and understanding of Comprehensive Capital Analysis and Review (- CCAR- ) and Dodd-Frank Act Stress Testing (- DFAST- ) processes.

Profile :

- The role will require developing econometric PD, EAD and LGD stress test models for annual CCAR / DFAST exercise.

- Prior experience in developing loan level models is preferred using one or more of the following modeling constructs : Survival Models, Proportional Hazard Models, State Transition Models, Logistic Regression and Age-Period-Cohort (APC) models.

- Develop, validate and manage credit scoring models

- Exploring and implementing alternate modeling techniques to deliver more predictive models.