30/06 Meryl
Consultant at Black Turtle

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Manager - Credit Risk Modelling - BFSI (5-10 yrs)

Kolkata Job Code: 831012

Projects and analysis:

- Key to re-development and monitoring of credit risk regulatory models like PD, EAD and LGD models and help to create consistent data / processes.

- Enhanced data processes to allow more efficient model validation and development for SME and Wholesale data marts

- Develop, test and write highly complex application programs, queries and profiles aligned to business goals

- Identification of data sources and obtain appropriate access

- Formal model development documentation for sign off

- Help identifying areas which require data remediation and proactively engage with internal stakeholder to address them.

- Support and lead the preparation of data for model build, enhancement and deployment of SME and credit risk models, as directed.

- Assist the development team in the preparation of portfolio analysis and impact analysis


- Around 5-7 years of professional experience in financial services & Regulatory risk model development ( PD, EAD, LGD)

- Candidates with entire model development experience preferably with model documentation and review.

- Understanding of regulatory implications and relevance, preferably worked in a bank

- Understanding of commercial banking and related products

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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