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.
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