Consultant at Black Turtle
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Manager - Credit Risk Modelling - BFSI (5-10 yrs)
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
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