Senior Analyst/Analyst - Basel 2 Model/Scorecard - Credit Risk

Senior Analyst/ Analyst

On an embark for a Senior Analyst/Analyst with hands on in Building Basel 2 Models/Scorecards in the space of Credit Risk. Experience in PD,LGD,EAD.

Some of the responsibilities include the below :

- Basel 2 model Development

- Experience in PD, EAD,LGD

- Modeling experience using bank's various portfolios

- Segmentation to identify homogenous clusters

- Develop Analytical solutions across product lifecycle, Customer Segmentation

- Development of LGD model using linear regression

- Hands on experience in tools like SAS, Modeling, SQL