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13/12 Pinki Pathak
Manager - Recruitments at Symmetrical Global Search Pvt Ltd

Views:2183 Applications:93 Rec. Actions:Recruiter Actions:1

Senior Manager/Manager/Assistant Manager - Credit Risk Model Development - BFS (2-12 yrs)

Bangalore/Kolkata Job Code: 521119

Opening with Analytics client for 'Credit Risk Model Development' .

Location : Banaglore / Kolkata

Role: Sr.Manager/Manager/Assistant Manager

1. Master's degree or higher in a quantitative discipline (Statistics, Economics, Mathematics)

2. 2-10 years- experience in business analytics, with 2+ years- experience in Credit Risk Analytics for banks and financial services majors, across consumer and commercial lending

3. 2+ years minimum- hands-on experience in credit risk and regulatory model development/ independent validation.

4. Knowledge of the global regulatory landscape - SR 11-7, Basel III, CCAR/DFAST, IFRS 9 and CECL, ECB guidelines etc.

5. Strong knowledge of Econometric models, tools and techniques used in Risk Management - including, but not limited to - Regression models (Linear, Logistic, GAM, etc.), Segmentation (Cluster Analysis, CHAID/CART/Decision Trees, etc.), Time Series Analysis, Markov Models, Competing Hazard Models

6. Experience in development and/or independent validation of IFRS 9 PD/LGD/EAD models.

7. Proficiency in software/applications - SAS, SAS Enterprise Miner, R (desirable), Decision Tree software like Knowledge Seeker, Model Builder, etc.

8. Project and client management experience

9. Strong communication skills - written & verbal

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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