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Branch Manager at Pylon Management Consulting
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Sr Consultant - Credit Risk (4-6 yrs)
Key engagement responsibilities would be :
- Model development (PD,LGD,EAD, Stress Testing, Loss Forecasting, Credit Scoring and other behavioral models)
- Model Validation
- Documentation
- Process review / TOM development
- Data Management
Advanced degree in Math, Statistics or other Analytical disciplines
Professional Certification such as FRM, CFA preferred
Minimum of 1 year experience working in the credit risk division in large banks and/or tier 1 consulting organizations like Big 4, Accenture or Specialized Risk Analytics firms.
Strong working knowledge in most of the following areas:
- PD/LGD/EAD Model development
- ALLL (Loan loss provisions) calculation
- Loss forecasting models
- CCAR / DFAST stress testing
- RWA & Capital calculation
- Credit scoring (Retail portfolios)
Advanced statistical modeling skills (logistic regression, CHAID and other data mining/predictive modeling skills)
Strong knowledge of Advanced Excel and VBA.
Sound modeling skills in SAS, SPSS, MATLAB, R or other statistical software preferred.
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.
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