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10/01 Aditi E
Consultant at HCapital

Views:2829 Applications:117 Rec. Actions:Recruiter Actions:54

Manager/Senior Manager - Credit Risk Modelling - Financial Services (2-8 yrs)

Mumbai Job Code: 652379

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.

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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