Manager/Senior Manager - Credit Risk Modelling - Financial Services

Credit Risk Modelling (PD / LGD / EAD / Ccar)

About our Client: A leading, financial organization providing a range of financial services serving different market regions across the globe.

Role: Credit Risk Modelling

Designation: Manager/Senior Manager

Job Description

Risk Management - Credit Risk

- Develops and implements policies and procedures that reduce credit risk for a bank, NBFC.

- Manage the building of financial models that predict credit risk exposure to the organization.

- Development of Probability of default (PD) modeling, loss gave default modeling (LGD)

- Calculation of Expected Credit Loss (ECL) under Ind AS 109/ IFRS 9.

- Validation of existing Credit Rating Models by performing various statistical tests recommended by BASEL and internal & external parity check

- Calculate the industry benchmarks for Quantitative ratios (Gearing, Profitability, NPAs etc) for credit risk modeling.